ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 82.280 82.000 -0.280 -0.3% 82.885
High 82.945 82.650 -0.295 -0.4% 83.150
Low 82.270 81.720 -0.550 -0.7% 81.960
Close 82.562 82.548 -0.014 0.0% 82.562
Range 0.675 0.930 0.255 37.8% 1.190
ATR 0.598 0.621 0.024 4.0% 0.000
Volume 30,048 30,956 908 3.0% 146,531
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 85.096 84.752 83.060
R3 84.166 83.822 82.804
R2 83.236 83.236 82.719
R1 82.892 82.892 82.633 83.064
PP 82.306 82.306 82.306 82.392
S1 81.962 81.962 82.463 82.134
S2 81.376 81.376 82.378
S3 80.446 81.032 82.292
S4 79.516 80.102 82.037
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 86.127 85.535 83.217
R3 84.937 84.345 82.889
R2 83.747 83.747 82.780
R1 83.155 83.155 82.671 82.856
PP 82.557 82.557 82.557 82.408
S1 81.965 81.965 82.453 81.666
S2 81.367 81.367 82.344
S3 80.177 80.775 82.235
S4 78.987 79.585 81.908
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.035 81.720 1.315 1.6% 0.694 0.8% 63% False True 30,102
10 83.670 81.720 1.950 2.4% 0.672 0.8% 42% False True 32,076
20 83.670 80.490 3.180 3.9% 0.629 0.8% 65% False False 33,931
40 83.670 78.665 5.005 6.1% 0.523 0.6% 78% False False 27,647
60 83.670 78.665 5.005 6.1% 0.533 0.6% 78% False False 25,636
80 83.670 78.420 5.250 6.4% 0.535 0.6% 79% False False 20,892
100 83.670 78.420 5.250 6.4% 0.480 0.6% 79% False False 16,720
120 83.670 78.420 5.250 6.4% 0.418 0.5% 79% False False 13,934
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.189
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 86.603
2.618 85.085
1.618 84.155
1.000 83.580
0.618 83.225
HIGH 82.650
0.618 82.295
0.500 82.185
0.382 82.075
LOW 81.720
0.618 81.145
1.000 80.790
1.618 80.215
2.618 79.285
4.250 77.768
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 82.427 82.476
PP 82.306 82.404
S1 82.185 82.333

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

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