ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 79.805 79.770 -0.035 0.0% 80.450
High 80.070 80.195 0.125 0.2% 81.160
Low 79.530 79.650 0.120 0.2% 79.950
Close 79.896 79.998 0.102 0.1% 80.082
Range 0.540 0.545 0.005 0.9% 1.210
ATR 0.575 0.573 -0.002 -0.4% 0.000
Volume 15,861 21,985 6,124 38.6% 147,926
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 81.583 81.335 80.298
R3 81.038 80.790 80.148
R2 80.493 80.493 80.098
R1 80.245 80.245 80.048 80.369
PP 79.948 79.948 79.948 80.010
S1 79.700 79.700 79.948 79.824
S2 79.403 79.403 79.898
S3 78.858 79.155 79.848
S4 78.313 78.610 79.698
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 80.760 79.530 1.230 1.5% 0.578 0.7% 38% False False 20,010
10 81.160 79.530 1.630 2.0% 0.611 0.8% 29% False False 22,351
20 81.160 78.420 2.740 3.4% 0.590 0.7% 58% False False 11,641
40 81.160 78.420 2.740 3.4% 0.447 0.6% 58% False False 5,846
60 82.286 78.420 3.866 4.8% 0.351 0.4% 41% False False 3,900
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.119
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.511
2.618 81.622
1.618 81.077
1.000 80.740
0.618 80.532
HIGH 80.195
0.618 79.987
0.500 79.923
0.382 79.858
LOW 79.650
0.618 79.313
1.000 79.105
1.618 78.768
2.618 78.223
4.250 77.334
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 79.973 79.953
PP 79.948 79.908
S1 79.923 79.863

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

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