ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 82.650 82.670 0.020 0.0% 83.290
High 82.860 83.450 0.590 0.7% 83.525
Low 82.350 82.670 0.320 0.4% 82.350
Close 82.456 83.002 0.546 0.7% 83.002
Range 0.510 0.780 0.270 52.9% 1.175
ATR 0.511 0.545 0.035 6.8% 0.000
Volume 3,137 8,383 5,246 167.2% 16,859
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 85.381 84.971 83.431
R3 84.601 84.191 83.217
R2 83.821 83.821 83.145
R1 83.411 83.411 83.074 83.616
PP 83.041 83.041 83.041 83.143
S1 82.631 82.631 82.931 82.836
S2 82.261 82.261 82.859
S3 81.481 81.851 82.788
S4 80.701 81.071 82.573
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 86.484 85.918 83.648
R3 85.309 84.743 83.325
R2 84.134 84.134 83.217
R1 83.568 83.568 83.110 83.264
PP 82.959 82.959 82.959 82.807
S1 82.393 82.393 82.894 82.089
S2 81.784 81.784 82.787
S3 80.609 81.218 82.679
S4 79.434 80.043 82.356
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.525 82.350 1.175 1.4% 0.650 0.8% 55% False False 3,371
10 84.000 82.350 1.650 2.0% 0.607 0.7% 40% False False 1,849
20 84.000 80.760 3.240 3.9% 0.532 0.6% 69% False False 982
40 84.000 79.025 4.975 6.0% 0.382 0.5% 80% False False 513
60 84.000 79.025 4.975 6.0% 0.305 0.4% 80% False False 346
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 0.158
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 86.765
2.618 85.492
1.618 84.712
1.000 84.230
0.618 83.932
HIGH 83.450
0.618 83.152
0.500 83.060
0.382 82.968
LOW 82.670
0.618 82.188
1.000 81.890
1.618 81.408
2.618 80.628
4.250 79.355
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 83.060 82.968
PP 83.041 82.934
S1 83.021 82.900

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

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