ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 29-Mar-2012
Day Change Summary
Previous Current
28-Mar-2012 29-Mar-2012 Change Change % Previous Week
Open 79.290 79.275 -0.015 0.0% 80.065
High 79.515 79.530 0.015 0.0% 80.195
Low 79.050 79.125 0.075 0.1% 79.325
Close 79.299 79.357 0.058 0.1% 79.576
Range 0.465 0.405 -0.060 -12.9% 0.870
ATR 0.580 0.568 -0.013 -2.2% 0.000
Volume 27,629 19,453 -8,176 -29.6% 95,797
Daily Pivots for day following 29-Mar-2012
Classic Woodie Camarilla DeMark
R4 80.552 80.360 79.580
R3 80.147 79.955 79.468
R2 79.742 79.742 79.431
R1 79.550 79.550 79.394 79.646
PP 79.337 79.337 79.337 79.386
S1 79.145 79.145 79.320 79.241
S2 78.932 78.932 79.283
S3 78.527 78.740 79.246
S4 78.122 78.335 79.134
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 82.309 81.812 80.055
R3 81.439 80.942 79.815
R2 80.569 80.569 79.736
R1 80.072 80.072 79.656 79.886
PP 79.699 79.699 79.699 79.605
S1 79.202 79.202 79.496 79.016
S2 78.829 78.829 79.417
S3 77.959 78.332 79.337
S4 77.089 77.462 79.098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.010 78.930 1.080 1.4% 0.570 0.7% 40% False False 22,336
10 80.760 78.930 1.830 2.3% 0.574 0.7% 23% False False 21,173
20 81.160 78.930 2.230 2.8% 0.610 0.8% 19% False False 17,188
40 81.160 78.420 2.740 3.5% 0.515 0.6% 34% False False 8,636
60 82.286 78.420 3.866 4.9% 0.372 0.5% 24% False False 5,760
80 82.286 78.420 3.866 4.9% 0.303 0.4% 24% False False 4,330
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.185
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 81.251
2.618 80.590
1.618 80.185
1.000 79.935
0.618 79.780
HIGH 79.530
0.618 79.375
0.500 79.328
0.382 79.280
LOW 79.125
0.618 78.875
1.000 78.720
1.618 78.470
2.618 78.065
4.250 77.404
Fisher Pivots for day following 29-Mar-2012
Pivot 1 day 3 day
R1 79.347 79.315
PP 79.337 79.272
S1 79.328 79.230

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

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