ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 81.650 81.280 -0.370 -0.5% 80.560
High 81.930 81.560 -0.370 -0.5% 81.930
Low 81.155 81.025 -0.130 -0.2% 80.490
Close 81.424 81.075 -0.349 -0.4% 81.424
Range 0.775 0.535 -0.240 -31.0% 1.440
ATR 0.489 0.492 0.003 0.7% 0.000
Volume 31,550 28,518 -3,032 -9.6% 195,544
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 82.825 82.485 81.369
R3 82.290 81.950 81.222
R2 81.755 81.755 81.173
R1 81.415 81.415 81.124 81.318
PP 81.220 81.220 81.220 81.171
S1 80.880 80.880 81.026 80.783
S2 80.685 80.685 80.977
S3 80.150 80.345 80.928
S4 79.615 79.810 80.781
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 85.601 84.953 82.216
R3 84.161 83.513 81.820
R2 82.721 82.721 81.688
R1 82.073 82.073 81.556 82.397
PP 81.281 81.281 81.281 81.444
S1 80.633 80.633 81.292 80.957
S2 79.841 79.841 81.160
S3 78.401 79.193 81.028
S4 76.961 77.753 80.632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.930 80.630 1.300 1.6% 0.592 0.7% 34% False False 38,748
10 81.930 79.670 2.260 2.8% 0.470 0.6% 62% False False 33,821
20 81.930 78.665 3.265 4.0% 0.440 0.5% 74% False False 26,670
40 81.930 78.665 3.265 4.0% 0.479 0.6% 74% False False 23,972
60 81.930 78.420 3.510 4.3% 0.519 0.6% 76% False False 20,272
80 81.930 78.420 3.510 4.3% 0.472 0.6% 76% False False 15,217
100 82.286 78.420 3.866 4.8% 0.409 0.5% 69% False False 12,175
120 82.286 78.420 3.866 4.8% 0.343 0.4% 69% False False 10,152
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 0.121
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.834
2.618 82.961
1.618 82.426
1.000 82.095
0.618 81.891
HIGH 81.560
0.618 81.356
0.500 81.293
0.382 81.229
LOW 81.025
0.618 80.694
1.000 80.490
1.618 80.159
2.618 79.624
4.250 78.751
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 81.293 81.478
PP 81.220 81.343
S1 81.148 81.209

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

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