ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 80.240 79.625 -0.615 -0.8% 79.800
High 80.300 80.535 0.235 0.3% 80.535
Low 79.530 79.595 0.065 0.1% 79.530
Close 79.609 80.509 0.900 1.1% 80.509
Range 0.770 0.940 0.170 22.1% 1.005
ATR 0.544 0.572 0.028 5.2% 0.000
Volume 4,999 4,490 -509 -10.2% 12,919
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 83.033 82.711 81.026
R3 82.093 81.771 80.768
R2 81.153 81.153 80.681
R1 80.831 80.831 80.595 80.992
PP 80.213 80.213 80.213 80.294
S1 79.891 79.891 80.423 80.052
S2 79.273 79.273 80.337
S3 78.333 78.951 80.251
S4 77.393 78.011 79.992
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 83.206 82.863 81.062
R3 82.201 81.858 80.785
R2 81.196 81.196 80.693
R1 80.853 80.853 80.601 81.025
PP 80.191 80.191 80.191 80.277
S1 79.848 79.848 80.417 80.020
S2 79.186 79.186 80.325
S3 78.181 78.843 80.233
S4 77.176 77.838 79.956
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.535 79.530 1.005 1.2% 0.709 0.9% 97% True False 2,583
10 80.535 78.420 2.115 2.6% 0.610 0.8% 99% True False 1,370
20 80.585 78.420 2.165 2.7% 0.542 0.7% 96% False False 734
40 82.286 78.420 3.866 4.8% 0.352 0.4% 54% False False 372
60 82.286 78.420 3.866 4.8% 0.264 0.3% 54% False False 249
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 0.088
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 84.530
2.618 82.996
1.618 82.056
1.000 81.475
0.618 81.116
HIGH 80.535
0.618 80.176
0.500 80.065
0.382 79.954
LOW 79.595
0.618 79.014
1.000 78.655
1.618 78.074
2.618 77.134
4.250 75.600
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 80.361 80.350
PP 80.213 80.191
S1 80.065 80.033

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

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