ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 82.110 81.650 -0.460 -0.6% 82.415
High 82.280 81.960 -0.320 -0.4% 83.195
Low 81.390 81.405 0.015 0.0% 81.710
Close 81.586 81.734 0.148 0.2% 81.967
Range 0.890 0.555 -0.335 -37.6% 1.485
ATR 0.626 0.621 -0.005 -0.8% 0.000
Volume 34,984 42,484 7,500 21.4% 113,088
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 83.365 83.104 82.039
R3 82.810 82.549 81.887
R2 82.255 82.255 81.836
R1 81.994 81.994 81.785 82.125
PP 81.700 81.700 81.700 81.765
S1 81.439 81.439 81.683 81.570
S2 81.145 81.145 81.632
S3 80.590 80.884 81.581
S4 80.035 80.329 81.429
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 86.746 85.841 82.784
R3 85.261 84.356 82.375
R2 83.776 83.776 82.239
R1 82.871 82.871 82.103 82.581
PP 82.291 82.291 82.291 82.146
S1 81.386 81.386 81.831 81.096
S2 80.806 80.806 81.695
S3 79.321 79.901 81.559
S4 77.836 78.416 81.150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.750 81.390 1.360 1.7% 0.722 0.9% 25% False False 32,470
10 83.450 81.390 2.060 2.5% 0.696 0.9% 17% False False 23,007
20 84.000 81.390 2.610 3.2% 0.627 0.8% 13% False False 11,885
40 84.000 79.025 4.975 6.1% 0.473 0.6% 54% False False 5,963
60 84.000 79.025 4.975 6.1% 0.384 0.5% 54% False False 3,988
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.154
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 84.319
2.618 83.413
1.618 82.858
1.000 82.515
0.618 82.303
HIGH 81.960
0.618 81.748
0.500 81.683
0.382 81.617
LOW 81.405
0.618 81.062
1.000 80.850
1.618 80.507
2.618 79.952
4.250 79.046
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 81.717 81.878
PP 81.700 81.830
S1 81.683 81.782

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

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