ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 82.605 83.130 0.525 0.6% 81.280
High 83.175 83.295 0.120 0.1% 82.610
Low 82.570 82.805 0.235 0.3% 81.025
Close 83.086 83.129 0.043 0.1% 82.523
Range 0.605 0.490 -0.115 -19.0% 1.585
ATR 0.538 0.535 -0.003 -0.6% 0.000
Volume 28,931 31,355 2,424 8.4% 162,321
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 84.546 84.328 83.399
R3 84.056 83.838 83.264
R2 83.566 83.566 83.219
R1 83.348 83.348 83.174 83.212
PP 83.076 83.076 83.076 83.009
S1 82.858 82.858 83.084 82.722
S2 82.586 82.586 83.039
S3 82.096 82.368 82.994
S4 81.606 81.878 82.860
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 83.295 81.995 1.300 1.6% 0.540 0.6% 87% True False 29,607
10 83.295 81.025 2.270 2.7% 0.594 0.7% 93% True False 32,745
20 83.295 79.145 4.150 5.0% 0.513 0.6% 96% True False 31,224
40 83.295 78.665 4.630 5.6% 0.491 0.6% 96% True False 25,491
60 83.295 78.665 4.630 5.6% 0.520 0.6% 96% True False 23,871
80 83.295 78.420 4.875 5.9% 0.505 0.6% 97% True False 17,959
100 83.295 78.420 4.875 5.9% 0.433 0.5% 97% True False 14,369
120 83.295 78.420 4.875 5.9% 0.376 0.5% 97% True False 11,981
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 0.178
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.378
2.618 84.578
1.618 84.088
1.000 83.785
0.618 83.598
HIGH 83.295
0.618 83.108
0.500 83.050
0.382 82.992
LOW 82.805
0.618 82.502
1.000 82.315
1.618 82.012
2.618 81.522
4.250 80.723
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 83.103 82.990
PP 83.076 82.851
S1 83.050 82.713

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

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