ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 79.005 78.790 -0.215 -0.3% 79.510
High 79.110 79.040 -0.070 -0.1% 79.830
Low 78.580 78.695 0.115 0.1% 78.580
Close 78.771 78.906 0.135 0.2% 78.771
Range 0.530 0.345 -0.185 -34.9% 1.250
ATR 0.497 0.486 -0.011 -2.2% 0.000
Volume 85 167 82 96.5% 340
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 79.915 79.756 79.096
R3 79.570 79.411 79.001
R2 79.225 79.225 78.969
R1 79.066 79.066 78.938 79.146
PP 78.880 78.880 78.880 78.920
S1 78.721 78.721 78.874 78.801
S2 78.535 78.535 78.843
S3 78.190 78.376 78.811
S4 77.845 78.031 78.716
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 82.810 82.041 79.459
R3 81.560 80.791 79.115
R2 80.310 80.310 79.000
R1 79.541 79.541 78.886 79.301
PP 79.060 79.060 79.060 78.940
S1 78.291 78.291 78.656 78.051
S2 77.810 77.810 78.542
S3 76.560 77.041 78.427
S4 75.310 75.791 78.084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.830 78.580 1.250 1.6% 0.446 0.6% 26% False False 95
10 80.585 78.580 2.005 2.5% 0.469 0.6% 16% False False 112
20 80.585 78.580 2.005 2.5% 0.344 0.4% 16% False False 62
40 82.286 78.580 3.706 4.7% 0.253 0.3% 9% False False 35
60 82.286 78.580 3.706 4.7% 0.174 0.2% 9% False False 36
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.086
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.506
2.618 79.943
1.618 79.598
1.000 79.385
0.618 79.253
HIGH 79.040
0.618 78.908
0.500 78.868
0.382 78.827
LOW 78.695
0.618 78.482
1.000 78.350
1.618 78.137
2.618 77.792
4.250 77.229
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 78.893 79.065
PP 78.880 79.012
S1 78.868 78.959

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

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