ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 80.825 81.415 0.590 0.7% 79.790
High 81.450 81.745 0.295 0.4% 80.480
Low 80.630 81.345 0.715 0.9% 79.630
Close 81.420 81.524 0.104 0.1% 80.404
Range 0.820 0.400 -0.420 -51.2% 0.850
ATR 0.475 0.470 -0.005 -1.1% 0.000
Volume 47,765 37,930 -9,835 -20.6% 135,806
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 82.738 82.531 81.744
R3 82.338 82.131 81.634
R2 81.938 81.938 81.597
R1 81.731 81.731 81.561 81.835
PP 81.538 81.538 81.538 81.590
S1 81.331 81.331 81.487 81.435
S2 81.138 81.138 81.451
S3 80.738 80.931 81.414
S4 80.338 80.531 81.304
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 82.721 82.413 80.872
R3 81.871 81.563 80.638
R2 81.021 81.021 80.560
R1 80.713 80.713 80.482 80.867
PP 80.171 80.171 80.171 80.249
S1 79.863 79.863 80.326 80.017
S2 79.321 79.321 80.248
S3 78.471 79.013 80.170
S4 77.621 78.163 79.937
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.745 80.085 1.660 2.0% 0.423 0.5% 87% True False 33,172
10 81.745 79.145 2.600 3.2% 0.432 0.5% 92% True False 29,703
20 81.745 78.665 3.080 3.8% 0.425 0.5% 93% True False 24,330
40 81.745 78.665 3.080 3.8% 0.480 0.6% 93% True False 22,834
60 81.745 78.420 3.325 4.1% 0.513 0.6% 93% True False 18,474
80 81.745 78.420 3.325 4.1% 0.456 0.6% 93% True False 13,867
100 82.286 78.420 3.866 4.7% 0.391 0.5% 80% False False 11,095
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.092
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.445
2.618 82.792
1.618 82.392
1.000 82.145
0.618 81.992
HIGH 81.745
0.618 81.592
0.500 81.545
0.382 81.498
LOW 81.345
0.618 81.098
1.000 80.945
1.618 80.698
2.618 80.298
4.250 79.645
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 81.545 81.389
PP 81.538 81.253
S1 81.531 81.118

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These figures are updated between 7pm and 10pm EST after a trading day.

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