ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 80.450 80.245 -0.205 -0.3% 79.800
High 80.580 80.800 0.220 0.3% 80.535
Low 80.270 80.105 -0.165 -0.2% 79.530
Close 80.344 80.648 0.304 0.4% 80.509
Range 0.310 0.695 0.385 124.2% 1.005
ATR 0.553 0.563 0.010 1.8% 0.000
Volume 10,297 27,067 16,770 162.9% 12,919
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 82.603 82.320 81.030
R3 81.908 81.625 80.839
R2 81.213 81.213 80.775
R1 80.930 80.930 80.712 81.072
PP 80.518 80.518 80.518 80.588
S1 80.235 80.235 80.584 80.377
S2 79.823 79.823 80.521
S3 79.128 79.540 80.457
S4 78.433 78.845 80.266
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 80.800 79.530 1.270 1.6% 0.598 0.7% 88% True False 9,532
10 80.800 78.420 2.380 3.0% 0.637 0.8% 94% True False 5,078
20 80.800 78.420 2.380 3.0% 0.545 0.7% 94% True False 2,591
40 81.175 78.420 2.755 3.4% 0.375 0.5% 81% False False 1,305
60 82.286 78.420 3.866 4.8% 0.281 0.3% 58% False False 872
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.092
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.754
2.618 82.620
1.618 81.925
1.000 81.495
0.618 81.230
HIGH 80.800
0.618 80.535
0.500 80.453
0.382 80.370
LOW 80.105
0.618 79.675
1.000 79.410
1.618 78.980
2.618 78.285
4.250 77.151
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 80.583 80.498
PP 80.518 80.348
S1 80.453 80.198

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

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