ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 06-Jun-2012
Day Change Summary
Previous Current
05-Jun-2012 06-Jun-2012 Change Change % Previous Week
Open 82.495 82.820 0.325 0.4% 82.415
High 83.035 82.905 -0.130 -0.2% 83.670
Low 82.400 82.170 -0.230 -0.3% 82.130
Close 82.913 82.379 -0.534 -0.6% 82.973
Range 0.635 0.735 0.100 15.7% 1.540
ATR 0.573 0.586 0.012 2.1% 0.000
Volume 28,854 33,403 4,549 15.8% 143,279
Daily Pivots for day following 06-Jun-2012
Classic Woodie Camarilla DeMark
R4 84.690 84.269 82.783
R3 83.955 83.534 82.581
R2 83.220 83.220 82.514
R1 82.799 82.799 82.446 82.642
PP 82.485 82.485 82.485 82.406
S1 82.064 82.064 82.312 81.907
S2 81.750 81.750 82.244
S3 81.015 81.329 82.177
S4 80.280 80.594 81.975
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 87.544 86.799 83.820
R3 86.004 85.259 83.397
R2 84.464 84.464 83.255
R1 83.719 83.719 83.114 84.092
PP 82.924 82.924 82.924 83.111
S1 82.179 82.179 82.832 82.552
S2 81.384 81.384 82.691
S3 79.844 80.639 82.550
S4 78.304 79.099 82.126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.670 82.170 1.500 1.8% 0.687 0.8% 14% False True 35,653
10 83.670 81.710 1.960 2.4% 0.630 0.8% 34% False False 33,323
20 83.670 79.975 3.695 4.5% 0.572 0.7% 65% False False 33,951
40 83.670 78.665 5.005 6.1% 0.512 0.6% 74% False False 27,030
60 83.670 78.665 5.005 6.1% 0.531 0.6% 74% False False 25,977
80 83.670 78.420 5.250 6.4% 0.533 0.6% 75% False False 19,794
100 83.670 78.420 5.250 6.4% 0.463 0.6% 75% False False 15,838
120 83.670 78.420 5.250 6.4% 0.400 0.5% 75% False False 13,199
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 0.201
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.029
2.618 84.829
1.618 84.094
1.000 83.640
0.618 83.359
HIGH 82.905
0.618 82.624
0.500 82.538
0.382 82.451
LOW 82.170
0.618 81.716
1.000 81.435
1.618 80.981
2.618 80.246
4.250 79.046
Fisher Pivots for day following 06-Jun-2012
Pivot 1 day 3 day
R1 82.538 82.660
PP 82.485 82.566
S1 82.432 82.473

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

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