ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 09-Feb-2012
Day Change Summary
Previous Current
08-Feb-2012 09-Feb-2012 Change Change % Previous Week
Open 78.930 78.960 0.030 0.0% 79.730
High 79.155 78.960 -0.195 -0.2% 79.855
Low 78.930 78.950 0.020 0.0% 79.423
Close 79.094 79.022 -0.072 -0.1% 79.427
Range 0.225 0.010 -0.215 -95.6% 0.432
ATR 0.406 0.387 -0.019 -4.6% 0.000
Volume 38 2 -36 -94.7% 67
Daily Pivots for day following 09-Feb-2012
Classic Woodie Camarilla DeMark
R4 79.007 79.025 79.028
R3 78.997 79.015 79.025
R2 78.987 78.987 79.024
R1 79.005 79.005 79.023 78.996
PP 78.977 78.977 78.977 78.973
S1 78.995 78.995 79.021 78.986
S2 78.967 78.967 79.020
S3 78.957 78.985 79.019
S4 78.947 78.975 79.017
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 79.900 78.880 1.020 1.3% 0.326 0.4% 14% False False 11
10 79.900 78.880 1.020 1.3% 0.179 0.2% 14% False False 13
20 82.286 78.880 3.406 4.3% 0.158 0.2% 4% False False 9
40 82.286 78.880 3.406 4.3% 0.123 0.2% 4% False False 7
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 0.005
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 79.003
2.618 78.986
1.618 78.976
1.000 78.970
0.618 78.966
HIGH 78.960
0.618 78.956
0.500 78.955
0.382 78.954
LOW 78.950
0.618 78.944
1.000 78.940
1.618 78.934
2.618 78.924
4.250 78.908
Fisher Pivots for day following 09-Feb-2012
Pivot 1 day 3 day
R1 79.000 79.340
PP 78.977 79.234
S1 78.955 79.128

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

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