ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 81.280 81.115 -0.165 -0.2% 80.560
High 81.560 81.940 0.380 0.5% 81.930
Low 81.025 81.095 0.070 0.1% 80.490
Close 81.075 81.648 0.573 0.7% 81.424
Range 0.535 0.845 0.310 57.9% 1.440
ATR 0.492 0.519 0.027 5.4% 0.000
Volume 28,518 33,085 4,567 16.0% 195,544
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 84.096 83.717 82.113
R3 83.251 82.872 81.880
R2 82.406 82.406 81.803
R1 82.027 82.027 81.725 82.217
PP 81.561 81.561 81.561 81.656
S1 81.182 81.182 81.571 81.372
S2 80.716 80.716 81.493
S3 79.871 80.337 81.416
S4 79.026 79.492 81.183
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 81.940 81.025 0.915 1.1% 0.597 0.7% 68% True False 35,812
10 81.940 79.975 1.965 2.4% 0.514 0.6% 85% True False 34,580
20 81.940 78.665 3.275 4.0% 0.465 0.6% 91% True False 27,523
40 81.940 78.665 3.275 4.0% 0.478 0.6% 91% True False 24,321
60 81.940 78.420 3.520 4.3% 0.527 0.6% 92% True False 20,820
80 81.940 78.420 3.520 4.3% 0.481 0.6% 92% True False 15,631
100 82.286 78.420 3.866 4.7% 0.417 0.5% 83% False False 12,506
120 82.286 78.420 3.866 4.7% 0.350 0.4% 83% False False 10,428
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.122
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 85.531
2.618 84.152
1.618 83.307
1.000 82.785
0.618 82.462
HIGH 81.940
0.618 81.617
0.500 81.518
0.382 81.418
LOW 81.095
0.618 80.573
1.000 80.250
1.618 79.728
2.618 78.883
4.250 77.504
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 81.605 81.593
PP 81.561 81.538
S1 81.518 81.483

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

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