ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 19-Mar-2012
Day Change Summary
Previous Current
16-Mar-2012 19-Mar-2012 Change Change % Previous Week
Open 80.605 80.065 -0.540 -0.7% 80.450
High 80.760 80.185 -0.575 -0.7% 81.160
Low 79.950 79.605 -0.345 -0.4% 79.950
Close 80.082 79.712 -0.370 -0.5% 80.082
Range 0.810 0.580 -0.230 -28.4% 1.210
ATR 0.591 0.590 -0.001 -0.1% 0.000
Volume 28,949 19,369 -9,580 -33.1% 147,926
Daily Pivots for day following 19-Mar-2012
Classic Woodie Camarilla DeMark
R4 81.574 81.223 80.031
R3 80.994 80.643 79.872
R2 80.414 80.414 79.818
R1 80.063 80.063 79.765 79.949
PP 79.834 79.834 79.834 79.777
S1 79.483 79.483 79.659 79.369
S2 79.254 79.254 79.606
S3 78.674 78.903 79.553
S4 78.094 78.323 79.393
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 84.027 83.265 80.748
R3 82.817 82.055 80.415
R2 81.607 81.607 80.304
R1 80.845 80.845 80.193 80.621
PP 80.397 80.397 80.397 80.286
S1 79.635 79.635 79.971 79.411
S2 79.187 79.187 79.860
S3 77.977 78.425 79.749
S4 76.767 77.215 79.417
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.160 79.605 1.555 2.0% 0.672 0.8% 7% False True 31,399
10 81.160 79.530 1.630 2.0% 0.642 0.8% 11% False False 17,951
20 81.160 78.420 2.740 3.4% 0.583 0.7% 47% False False 9,065
40 81.160 78.420 2.740 3.4% 0.421 0.5% 47% False False 4,553
60 82.286 78.420 3.866 4.8% 0.326 0.4% 33% False False 3,037
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 0.086
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.650
2.618 81.703
1.618 81.123
1.000 80.765
0.618 80.543
HIGH 80.185
0.618 79.963
0.500 79.895
0.382 79.827
LOW 79.605
0.618 79.247
1.000 79.025
1.618 78.667
2.618 78.087
4.250 77.140
Fisher Pivots for day following 19-Mar-2012
Pivot 1 day 3 day
R1 79.895 80.383
PP 79.834 80.159
S1 79.773 79.936

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

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