ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 21-Jun-2012
Day Change Summary
Previous Current
20-Jun-2012 21-Jun-2012 Change Change % Previous Week
Open 81.650 81.690 0.040 0.0% 82.415
High 81.960 82.615 0.655 0.8% 83.195
Low 81.405 81.660 0.255 0.3% 81.710
Close 81.734 82.488 0.754 0.9% 81.967
Range 0.555 0.955 0.400 72.1% 1.485
ATR 0.621 0.645 0.024 3.8% 0.000
Volume 42,484 29,677 -12,807 -30.1% 113,088
Daily Pivots for day following 21-Jun-2012
Classic Woodie Camarilla DeMark
R4 85.119 84.759 83.013
R3 84.164 83.804 82.751
R2 83.209 83.209 82.663
R1 82.849 82.849 82.576 83.029
PP 82.254 82.254 82.254 82.345
S1 81.894 81.894 82.400 82.074
S2 81.299 81.299 82.313
S3 80.344 80.939 82.225
S4 79.389 79.984 81.963
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 82.615 81.390 1.225 1.5% 0.786 1.0% 90% True False 32,699
10 83.450 81.390 2.060 2.5% 0.741 0.9% 53% False False 25,661
20 84.000 81.390 2.610 3.2% 0.653 0.8% 42% False False 13,356
40 84.000 79.025 4.975 6.0% 0.492 0.6% 70% False False 6,703
60 84.000 79.025 4.975 6.0% 0.399 0.5% 70% False False 4,483
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.136
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 86.674
2.618 85.115
1.618 84.160
1.000 83.570
0.618 83.205
HIGH 82.615
0.618 82.250
0.500 82.138
0.382 82.025
LOW 81.660
0.618 81.070
1.000 80.705
1.618 80.115
2.618 79.160
4.250 77.601
Fisher Pivots for day following 21-Jun-2012
Pivot 1 day 3 day
R1 82.371 82.326
PP 82.254 82.164
S1 82.138 82.003

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

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