ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 03-Jan-2012

Day Change Summary
	Previous	Current
	30-Dec-2011	03-Jan-2012	Change	Change %	Previous Week
Open	80.875	81.000	0.125	0.2%	80.490
High	80.875	80.595	-0.280	-0.3%	81.411
Low	80.875	80.375	-0.500	-0.6%	80.490
Close	81.022	80.412	-0.610	-0.8%	81.022
Range	0.000	0.220	0.220		0.921
ATR	0.264	0.291	0.027	10.4%	0.000
Volume	1	0	-1	-100.0%	5

Daily Pivots for day following 03-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.121	80.986	80.533
R3	80.901	80.766	80.473
R2	80.681	80.681	80.452
R1	80.546	80.546	80.432	80.504
PP	80.461	80.461	80.461	80.439
S1	80.326	80.326	80.392	80.284
S2	80.241	80.241	80.372
S3	80.021	80.106	80.352
S4	79.801	79.886	80.291

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	83.737	83.301	81.529
R3	82.816	82.380	81.275
R2	81.895	81.895	81.191
R1	81.459	81.459	81.106	81.677
PP	80.974	80.974	80.974	81.084
S1	80.538	80.538	80.938	80.756
S2	80.053	80.053	80.853
S3	79.132	79.617	80.769
S4	78.211	78.696	80.515

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.411	80.375	1.036	1.3%	0.044	0.1%	4%	False	True	1
10	81.430	80.375	1.055	1.3%	0.022	0.0%	4%	False	True	1
20	81.789	79.375	2.414	3.0%	0.027	0.0%	43%	False	False	37

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	-0.041
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	81.530
2.618	81.171
1.618	80.951
1.000	80.815
0.618	80.731
HIGH	80.595
0.618	80.511
0.500	80.485
0.382	80.459
LOW	80.375
0.618	80.239
1.000	80.155
1.618	80.019
2.618	79.799
4.250	79.440

Fisher Pivots for day following 03-Jan-2012
Pivot	1 day	3 day
R1	80.485	80.893
PP	80.461	80.733
S1	80.436	80.572

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols