ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 82.820 82.250 -0.570 -0.7% 82.415
High 82.905 82.455 -0.450 -0.5% 83.670
Low 82.170 81.960 -0.210 -0.3% 82.130
Close 82.379 82.106 -0.273 -0.3% 82.973
Range 0.735 0.495 -0.240 -32.7% 1.540
ATR 0.586 0.579 -0.006 -1.1% 0.000
Volume 33,403 27,250 -6,153 -18.4% 143,279
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 83.659 83.377 82.378
R3 83.164 82.882 82.242
R2 82.669 82.669 82.197
R1 82.387 82.387 82.151 82.281
PP 82.174 82.174 82.174 82.120
S1 81.892 81.892 82.061 81.786
S2 81.679 81.679 82.015
S3 81.184 81.397 81.970
S4 80.689 80.902 81.834
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 81.960 1.710 2.1% 0.688 0.8% 9% False True 34,832
10 83.670 81.960 1.710 2.1% 0.614 0.7% 9% False True 32,219
20 83.670 80.085 3.585 4.4% 0.575 0.7% 56% False False 33,373
40 83.670 78.665 5.005 6.1% 0.514 0.6% 69% False False 27,248
60 83.670 78.665 5.005 6.1% 0.528 0.6% 69% False False 25,980
80 83.670 78.420 5.250 6.4% 0.532 0.6% 70% False False 20,133
100 83.670 78.420 5.250 6.4% 0.466 0.6% 70% False False 16,110
120 83.670 78.420 5.250 6.4% 0.404 0.5% 70% False False 13,426
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.202
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 84.559
2.618 83.751
1.618 83.256
1.000 82.950
0.618 82.761
HIGH 82.455
0.618 82.266
0.500 82.208
0.382 82.149
LOW 81.960
0.618 81.654
1.000 81.465
1.618 81.159
2.618 80.664
4.250 79.856
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 82.208 82.498
PP 82.174 82.367
S1 82.140 82.237

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

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