ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 82.630 82.445 -0.185 -0.2% 82.885
High 82.755 82.590 -0.165 -0.2% 83.150
Low 82.350 81.920 -0.430 -0.5% 81.960
Close 82.449 82.057 -0.392 -0.5% 82.562
Range 0.405 0.670 0.265 65.4% 1.190
ATR 0.606 0.611 0.005 0.8% 0.000
Volume 41,575 44,597 3,022 7.3% 146,531
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 84.199 83.798 82.426
R3 83.529 83.128 82.241
R2 82.859 82.859 82.180
R1 82.458 82.458 82.118 82.324
PP 82.189 82.189 82.189 82.122
S1 81.788 81.788 81.996 81.654
S2 81.519 81.519 81.934
S3 80.849 81.118 81.873
S4 80.179 80.448 81.689
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% 0.635 0.8% 28% False False 34,885
10 83.670 81.720 1.950 2.4% 0.661 0.8% 17% False False 35,269
20 83.670 81.025 2.645 3.2% 0.623 0.8% 39% False False 34,335
40 83.670 78.665 5.005 6.1% 0.524 0.6% 68% False False 28,782
60 83.670 78.665 5.005 6.1% 0.528 0.6% 68% False False 26,267
80 83.670 78.420 5.250 6.4% 0.542 0.7% 69% False False 21,967
100 83.670 78.420 5.250 6.4% 0.485 0.6% 69% False False 17,582
120 83.670 78.420 5.250 6.4% 0.427 0.5% 69% False False 14,652
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 0.184
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.438
2.618 84.344
1.618 83.674
1.000 83.260
0.618 83.004
HIGH 82.590
0.618 82.334
0.500 82.255
0.382 82.176
LOW 81.920
0.618 81.506
1.000 81.250
1.618 80.836
2.618 80.166
4.250 79.073
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 82.255 82.238
PP 82.189 82.177
S1 82.123 82.117

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

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