ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 82.415 82.605 0.190 0.2% 81.280
High 82.710 83.175 0.465 0.6% 82.610
Low 82.130 82.570 0.440 0.5% 81.025
Close 82.581 83.086 0.505 0.6% 82.523
Range 0.580 0.605 0.025 4.3% 1.585
ATR 0.533 0.538 0.005 1.0% 0.000
Volume 25,316 28,931 3,615 14.3% 162,321
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 84.759 84.527 83.419
R3 84.154 83.922 83.252
R2 83.549 83.549 83.197
R1 83.317 83.317 83.141 83.433
PP 82.944 82.944 82.944 83.002
S1 82.712 82.712 83.031 82.828
S2 82.339 82.339 82.975
S3 81.734 82.107 82.920
S4 81.129 81.502 82.753
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 83.175 81.710 1.465 1.8% 0.572 0.7% 94% True False 30,993
10 83.175 81.025 2.150 2.6% 0.585 0.7% 96% True False 33,402
20 83.175 78.900 4.275 5.1% 0.513 0.6% 98% True False 30,621
40 83.175 78.665 4.510 5.4% 0.500 0.6% 98% True False 25,413
60 83.175 78.665 4.510 5.4% 0.525 0.6% 98% True False 23,381
80 83.175 78.420 4.755 5.7% 0.510 0.6% 98% True False 17,567
100 83.175 78.420 4.755 5.7% 0.428 0.5% 98% True False 14,055
120 83.175 78.420 4.755 5.7% 0.372 0.4% 98% True False 11,719
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.168
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.746
2.618 84.759
1.618 84.154
1.000 83.780
0.618 83.549
HIGH 83.175
0.618 82.944
0.500 82.873
0.382 82.801
LOW 82.570
0.618 82.196
1.000 81.965
1.618 81.591
2.618 80.986
4.250 79.999
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 83.015 82.941
PP 82.944 82.795
S1 82.873 82.650

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

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