ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 13-Feb-2012
Day Change Summary
Previous Current
10-Feb-2012 13-Feb-2012 Change Change % Previous Week
Open 79.600 79.500 -0.100 -0.1% 79.500
High 79.675 79.500 -0.175 -0.2% 79.900
Low 79.580 79.110 -0.470 -0.6% 78.880
Close 79.616 79.425 -0.191 -0.2% 79.616
Range 0.095 0.390 0.295 310.5% 1.020
ATR 0.406 0.413 0.007 1.8% 0.000
Volume 2 25 23 1,150.0% 55
Daily Pivots for day following 13-Feb-2012
Classic Woodie Camarilla DeMark
R4 80.515 80.360 79.640
R3 80.125 79.970 79.532
R2 79.735 79.735 79.497
R1 79.580 79.580 79.461 79.463
PP 79.345 79.345 79.345 79.286
S1 79.190 79.190 79.389 79.073
S2 78.955 78.955 79.354
S3 78.565 78.800 79.318
S4 78.175 78.410 79.211
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 82.525 82.091 80.177
R3 81.505 81.071 79.897
R2 80.485 80.485 79.803
R1 80.051 80.051 79.710 80.268
PP 79.465 79.465 79.465 79.574
S1 79.031 79.031 79.523 79.248
S2 78.445 78.445 79.429
S3 77.425 78.011 79.336
S4 76.405 76.991 79.055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.800 78.880 0.920 1.2% 0.328 0.4% 59% False False 15
10 79.900 78.880 1.020 1.3% 0.220 0.3% 53% False False 12
20 81.785 78.880 2.905 3.7% 0.182 0.2% 19% False False 10
40 82.286 78.880 3.406 4.3% 0.135 0.2% 16% False False 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.158
2.618 80.521
1.618 80.131
1.000 79.890
0.618 79.741
HIGH 79.500
0.618 79.351
0.500 79.305
0.382 79.259
LOW 79.110
0.618 78.869
1.000 78.720
1.618 78.479
2.618 78.089
4.250 77.453
Fisher Pivots for day following 13-Feb-2012
Pivot 1 day 3 day
R1 79.385 79.388
PP 79.345 79.350
S1 79.305 79.313

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

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