ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary
Previous Current
25-May-2012 29-May-2012 Change Change % Previous Week
Open 82.445 82.415 -0.030 0.0% 81.280
High 82.610 82.710 0.100 0.1% 82.610
Low 82.125 82.130 0.005 0.0% 81.025
Close 82.523 82.581 0.058 0.1% 82.523
Range 0.485 0.580 0.095 19.6% 1.585
ATR 0.530 0.533 0.004 0.7% 0.000
Volume 26,572 25,316 -1,256 -4.7% 162,321
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 84.214 83.977 82.900
R3 83.634 83.397 82.741
R2 83.054 83.054 82.687
R1 82.817 82.817 82.634 82.936
PP 82.474 82.474 82.474 82.533
S1 82.237 82.237 82.528 82.356
S2 81.894 81.894 82.475
S3 81.314 81.657 82.422
S4 80.734 81.077 82.262
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 86.808 86.250 83.395
R3 85.223 84.665 82.959
R2 83.638 83.638 82.814
R1 83.080 83.080 82.668 83.359
PP 82.053 82.053 82.053 82.192
S1 81.495 81.495 82.378 81.774
S2 80.468 80.468 82.232
S3 78.883 79.910 82.087
S4 77.298 78.325 81.651
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.710 81.095 1.615 2.0% 0.620 0.8% 92% True False 31,823
10 82.710 80.630 2.080 2.5% 0.606 0.7% 94% True False 35,286
20 82.710 78.665 4.045 4.9% 0.502 0.6% 97% True False 29,827
40 82.710 78.665 4.045 4.9% 0.494 0.6% 97% True False 25,173
60 82.710 78.665 4.045 4.9% 0.528 0.6% 97% True False 22,910
80 82.710 78.420 4.290 5.2% 0.508 0.6% 97% True False 17,205
100 82.710 78.420 4.290 5.2% 0.422 0.5% 97% True False 13,766
120 82.710 78.420 4.290 5.2% 0.369 0.4% 97% True False 11,478
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 0.184
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.175
2.618 84.228
1.618 83.648
1.000 83.290
0.618 83.068
HIGH 82.710
0.618 82.488
0.500 82.420
0.382 82.352
LOW 82.130
0.618 81.772
1.000 81.550
1.618 81.192
2.618 80.612
4.250 79.665
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 82.527 82.505
PP 82.474 82.429
S1 82.420 82.353

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

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