ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 25-Jun-2012
Day Change Summary
Previous Current
22-Jun-2012 25-Jun-2012 Change Change % Previous Week
Open 82.490 82.490 0.000 0.0% 81.510
High 82.670 82.825 0.155 0.2% 82.670
Low 82.340 82.460 0.120 0.1% 81.390
Close 82.442 82.662 0.220 0.3% 82.442
Range 0.330 0.365 0.035 10.6% 1.280
ATR 0.623 0.606 -0.017 -2.7% 0.000
Volume 22,108 18,422 -3,686 -16.7% 157,254
Daily Pivots for day following 25-Jun-2012
Classic Woodie Camarilla DeMark
R4 83.744 83.568 82.863
R3 83.379 83.203 82.762
R2 83.014 83.014 82.729
R1 82.838 82.838 82.695 82.926
PP 82.649 82.649 82.649 82.693
S1 82.473 82.473 82.629 82.561
S2 82.284 82.284 82.595
S3 81.919 82.108 82.562
S4 81.554 81.743 82.461
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 86.007 85.505 83.146
R3 84.727 84.225 82.794
R2 83.447 83.447 82.677
R1 82.945 82.945 82.559 83.196
PP 82.167 82.167 82.167 82.293
S1 81.665 81.665 82.325 81.916
S2 80.887 80.887 82.207
S3 79.607 80.385 82.090
S4 78.327 79.105 81.738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.825 81.390 1.435 1.7% 0.619 0.7% 89% True False 29,535
10 83.195 81.390 1.805 2.2% 0.635 0.8% 70% False False 28,059
20 84.000 81.390 2.610 3.2% 0.651 0.8% 49% False False 15,358
40 84.000 79.025 4.975 6.0% 0.496 0.6% 73% False False 7,713
60 84.000 79.025 4.975 6.0% 0.405 0.5% 73% False False 5,157
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.123
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.376
2.618 83.781
1.618 83.416
1.000 83.190
0.618 83.051
HIGH 82.825
0.618 82.686
0.500 82.643
0.382 82.599
LOW 82.460
0.618 82.234
1.000 82.095
1.618 81.869
2.618 81.504
4.250 80.909
Fisher Pivots for day following 25-Jun-2012
Pivot 1 day 3 day
R1 82.656 82.522
PP 82.649 82.382
S1 82.643 82.243

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

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