ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 81.415 81.520 0.105 0.1% 79.790
High 81.745 81.830 0.085 0.1% 80.480
Low 81.345 81.400 0.055 0.1% 79.630
Close 81.524 81.540 0.016 0.0% 80.404
Range 0.400 0.430 0.030 7.5% 0.850
ATR 0.470 0.467 -0.003 -0.6% 0.000
Volume 37,930 47,980 10,050 26.5% 135,806
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 82.880 82.640 81.777
R3 82.450 82.210 81.658
R2 82.020 82.020 81.619
R1 81.780 81.780 81.579 81.900
PP 81.590 81.590 81.590 81.650
S1 81.350 81.350 81.501 81.470
S2 81.160 81.160 81.461
S3 80.730 80.920 81.422
S4 80.300 80.490 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 81.830 80.210 1.620 2.0% 0.458 0.6% 82% True False 37,136
10 81.830 79.145 2.685 3.3% 0.437 0.5% 89% True False 32,455
20 81.830 78.665 3.165 3.9% 0.423 0.5% 91% True False 25,759
40 81.830 78.665 3.165 3.9% 0.477 0.6% 91% True False 23,637
60 81.830 78.420 3.410 4.2% 0.515 0.6% 91% True False 19,273
80 81.830 78.420 3.410 4.2% 0.460 0.6% 91% True False 14,467
100 82.286 78.420 3.866 4.7% 0.396 0.5% 81% False False 11,575
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.093
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.658
2.618 82.956
1.618 82.526
1.000 82.260
0.618 82.096
HIGH 81.830
0.618 81.666
0.500 81.615
0.382 81.564
LOW 81.400
0.618 81.134
1.000 80.970
1.618 80.704
2.618 80.274
4.250 79.573
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 81.615 81.437
PP 81.590 81.333
S1 81.565 81.230

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

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