ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 21-Mar-2012
Day Change Summary
Previous Current
20-Mar-2012 21-Mar-2012 Change Change % Previous Week
Open 79.755 79.805 0.050 0.1% 80.450
High 80.100 80.070 -0.030 0.0% 81.160
Low 79.685 79.530 -0.155 -0.2% 79.950
Close 79.825 79.896 0.071 0.1% 80.082
Range 0.415 0.540 0.125 30.1% 1.210
ATR 0.578 0.575 -0.003 -0.5% 0.000
Volume 13,886 15,861 1,975 14.2% 147,926
Daily Pivots for day following 21-Mar-2012
Classic Woodie Camarilla DeMark
R4 81.452 81.214 80.193
R3 80.912 80.674 80.045
R2 80.372 80.372 79.995
R1 80.134 80.134 79.946 80.253
PP 79.832 79.832 79.832 79.892
S1 79.594 79.594 79.847 79.713
S2 79.292 79.292 79.797
S3 78.752 79.054 79.748
S4 78.212 78.514 79.599
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 79.530 1.630 2.0% 0.627 0.8% 22% False True 23,507
10 81.160 79.530 1.630 2.0% 0.634 0.8% 22% False True 20,653
20 81.160 78.420 2.740 3.4% 0.591 0.7% 54% False False 10,546
40 81.160 78.420 2.740 3.4% 0.443 0.6% 54% False False 5,296
60 82.286 78.420 3.866 4.8% 0.341 0.4% 38% False False 3,533
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.113
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.365
2.618 81.484
1.618 80.944
1.000 80.610
0.618 80.404
HIGH 80.070
0.618 79.864
0.500 79.800
0.382 79.736
LOW 79.530
0.618 79.196
1.000 78.990
1.618 78.656
2.618 78.116
4.250 77.235
Fisher Pivots for day following 21-Mar-2012
Pivot 1 day 3 day
R1 79.864 79.883
PP 79.832 79.870
S1 79.800 79.858

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

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