ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 82.000 82.630 0.630 0.8% 82.885
High 82.650 82.755 0.105 0.1% 83.150
Low 81.720 82.350 0.630 0.8% 81.960
Close 82.548 82.449 -0.099 -0.1% 82.562
Range 0.930 0.405 -0.525 -56.5% 1.190
ATR 0.621 0.606 -0.015 -2.5% 0.000
Volume 30,956 41,575 10,619 34.3% 146,531
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 83.733 83.496 82.672
R3 83.328 83.091 82.560
R2 82.923 82.923 82.523
R1 82.686 82.686 82.486 82.602
PP 82.518 82.518 82.518 82.476
S1 82.281 82.281 82.412 82.197
S2 82.113 82.113 82.375
S3 81.708 81.876 82.338
S4 81.303 81.471 82.226
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 82.945 81.720 1.225 1.5% 0.648 0.8% 60% False False 32,646
10 83.670 81.720 1.950 2.4% 0.655 0.8% 37% False False 33,702
20 83.670 80.630 3.040 3.7% 0.630 0.8% 60% False False 34,494
40 83.670 78.665 5.005 6.1% 0.516 0.6% 76% False False 28,054
60 83.670 78.665 5.005 6.1% 0.526 0.6% 76% False False 25,847
80 83.670 78.420 5.250 6.4% 0.536 0.6% 77% False False 21,410
100 83.670 78.420 5.250 6.4% 0.483 0.6% 77% False False 17,136
120 83.670 78.420 5.250 6.4% 0.421 0.5% 77% False False 14,281
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.173
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 84.476
2.618 83.815
1.618 83.410
1.000 83.160
0.618 83.005
HIGH 82.755
0.618 82.600
0.500 82.553
0.382 82.505
LOW 82.350
0.618 82.100
1.000 81.945
1.618 81.695
2.618 81.290
4.250 80.629
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 82.553 82.410
PP 82.518 82.371
S1 82.484 82.333

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

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