ICE US Dollar Index Future September 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 82.415 83.090 0.675 0.8% 83.290
High 83.070 83.195 0.125 0.2% 83.525
Low 82.100 82.790 0.690 0.8% 82.350
Close 82.969 82.894 -0.075 -0.1% 83.002
Range 0.970 0.405 -0.565 -58.2% 1.175
ATR 0.576 0.563 -0.012 -2.1% 0.000
Volume 8,172 22,994 14,822 181.4% 16,859
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 84.175 83.939 83.117
R3 83.770 83.534 83.005
R2 83.365 83.365 82.968
R1 83.129 83.129 82.931 83.045
PP 82.960 82.960 82.960 82.917
S1 82.724 82.724 82.857 82.640
S2 82.555 82.555 82.820
S3 82.150 82.319 82.783
S4 81.745 81.914 82.671
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 83.450 82.100 1.350 1.6% 0.674 0.8% 59% False False 8,808
10 84.000 82.100 1.900 2.3% 0.647 0.8% 42% False False 4,930
20 84.000 81.415 2.585 3.1% 0.563 0.7% 57% False False 2,538
40 84.000 79.025 4.975 6.0% 0.405 0.5% 78% False False 1,291
60 84.000 79.025 4.975 6.0% 0.328 0.4% 78% False False 866
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 True
Stretch 0.163
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 84.916
2.618 84.255
1.618 83.850
1.000 83.600
0.618 83.445
HIGH 83.195
0.618 83.040
0.500 82.993
0.382 82.945
LOW 82.790
0.618 82.540
1.000 82.385
1.618 82.135
2.618 81.730
4.250 81.069
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 82.993 82.854
PP 82.960 82.815
S1 82.927 82.775

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

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