ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 79.540 79.855 0.315 0.4% 79.730
High 79.620 79.855 0.235 0.3% 79.855
Low 79.540 79.780 0.240 0.3% 79.423
Close 79.525 79.427 -0.098 -0.1% 79.427
Range 0.080 0.075 -0.005 -6.3% 0.432
ATR 0.378 0.374 -0.003 -0.9% 0.000
Volume 5 5 0 0.0% 67
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 79.912 79.745 79.468
R3 79.837 79.670 79.448
R2 79.762 79.762 79.441
R1 79.595 79.595 79.434 79.641
PP 79.687 79.687 79.687 79.711
S1 79.520 79.520 79.420 79.566
S2 79.612 79.612 79.413
S3 79.537 79.445 79.406
S4 79.462 79.370 79.386
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 80.864 80.578 79.665
R3 80.432 80.146 79.546
R2 80.000 80.000 79.506
R1 79.714 79.714 79.467 79.641
PP 79.568 79.568 79.568 79.532
S1 79.282 79.282 79.387 79.209
S2 79.136 79.136 79.348
S3 78.704 78.850 79.308
S4 78.272 78.418 79.189
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.855 79.423 0.432 0.5% 0.047 0.1% 1% True False 13
10 80.680 79.369 1.311 1.7% 0.120 0.2% 4% False False 12
20 82.286 79.369 2.917 3.7% 0.080 0.1% 2% False False 9
40 82.286 79.369 2.917 3.7% 0.093 0.1% 2% False False 24
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.174
2.618 80.051
1.618 79.976
1.000 79.930
0.618 79.901
HIGH 79.855
0.618 79.826
0.500 79.818
0.382 79.809
LOW 79.780
0.618 79.734
1.000 79.705
1.618 79.659
2.618 79.584
4.250 79.461
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 79.818 79.639
PP 79.687 79.568
S1 79.557 79.498

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

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