ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 80.245 80.595 0.350 0.4% 79.800
High 80.800 81.060 0.260 0.3% 80.535
Low 80.105 80.575 0.470 0.6% 79.530
Close 80.648 80.981 0.333 0.4% 80.509
Range 0.695 0.485 -0.210 -30.2% 1.005
ATR 0.563 0.558 -0.006 -1.0% 0.000
Volume 27,067 42,141 15,074 55.7% 12,919
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 82.327 82.139 81.248
R3 81.842 81.654 81.114
R2 81.357 81.357 81.070
R1 81.169 81.169 81.025 81.263
PP 80.872 80.872 80.872 80.919
S1 80.684 80.684 80.937 80.778
S2 80.387 80.387 80.892
S3 79.902 80.199 80.848
S4 79.417 79.714 80.714
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 81.060 79.530 1.530 1.9% 0.640 0.8% 95% True False 17,798
10 81.060 79.000 2.060 2.5% 0.601 0.7% 96% True False 9,272
20 81.060 78.420 2.640 3.3% 0.543 0.7% 97% True False 4,691
40 81.110 78.420 2.690 3.3% 0.387 0.5% 95% False False 2,359
60 82.286 78.420 3.866 4.8% 0.289 0.4% 66% False False 1,574
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.077
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.121
2.618 82.330
1.618 81.845
1.000 81.545
0.618 81.360
HIGH 81.060
0.618 80.875
0.500 80.818
0.382 80.760
LOW 80.575
0.618 80.275
1.000 80.090
1.618 79.790
2.618 79.305
4.250 78.514
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 80.927 80.848
PP 80.872 80.715
S1 80.818 80.583

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

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