ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 81.905 82.280 0.375 0.5% 80.560
High 82.360 82.535 0.175 0.2% 81.930
Low 81.710 81.995 0.285 0.3% 80.490
Close 82.200 82.487 0.287 0.3% 81.424
Range 0.650 0.540 -0.110 -16.9% 1.440
ATR 0.533 0.533 0.001 0.1% 0.000
Volume 38,283 35,863 -2,420 -6.3% 195,544
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 83.959 83.763 82.784
R3 83.419 83.223 82.636
R2 82.879 82.879 82.586
R1 82.683 82.683 82.537 82.781
PP 82.339 82.339 82.339 82.388
S1 82.143 82.143 82.438 82.241
S2 81.799 81.799 82.388
S3 81.259 81.603 82.339
S4 80.719 81.063 82.190
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 82.535 81.025 1.510 1.8% 0.669 0.8% 97% True False 33,459
10 82.535 80.210 2.325 2.8% 0.564 0.7% 98% True False 35,298
20 82.535 78.665 3.870 4.7% 0.494 0.6% 99% True False 29,347
40 82.535 78.665 3.870 4.7% 0.486 0.6% 99% True False 24,964
60 82.535 78.665 3.870 4.7% 0.526 0.6% 99% True False 22,051
80 82.535 78.420 4.115 5.0% 0.496 0.6% 99% True False 16,557
100 82.535 78.420 4.115 5.0% 0.419 0.5% 99% True False 13,248
120 82.535 78.420 4.115 5.0% 0.360 0.4% 99% True False 11,046
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 0.159
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.830
2.618 83.949
1.618 83.409
1.000 83.075
0.618 82.869
HIGH 82.535
0.618 82.329
0.500 82.265
0.382 82.201
LOW 81.995
0.618 81.661
1.000 81.455
1.618 81.121
2.618 80.581
4.250 79.700
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 82.413 82.263
PP 82.339 82.039
S1 82.265 81.815

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

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