ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 79.275 79.225 -0.050 -0.1% 79.495
High 79.530 79.225 -0.305 -0.4% 79.940
Low 79.125 78.870 -0.255 -0.3% 78.870
Close 79.357 79.138 -0.219 -0.3% 79.138
Range 0.405 0.355 -0.050 -12.3% 1.070
ATR 0.568 0.562 -0.006 -1.0% 0.000
Volume 19,453 24,070 4,617 23.7% 111,054
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 80.143 79.995 79.333
R3 79.788 79.640 79.236
R2 79.433 79.433 79.203
R1 79.285 79.285 79.171 79.182
PP 79.078 79.078 79.078 79.026
S1 78.930 78.930 79.105 78.827
S2 78.723 78.723 79.073
S3 78.368 78.575 79.040
S4 78.013 78.220 78.943
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 82.526 81.902 79.727
R3 81.456 80.832 79.432
R2 80.386 80.386 79.334
R1 79.762 79.762 79.236 79.539
PP 79.316 79.316 79.316 79.205
S1 78.692 78.692 79.040 78.469
S2 78.246 78.246 78.942
S3 77.176 77.622 78.844
S4 76.106 76.552 78.550
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.940 78.870 1.070 1.4% 0.504 0.6% 25% False True 22,210
10 80.195 78.870 1.325 1.7% 0.529 0.7% 20% False True 20,685
20 81.160 78.870 2.290 2.9% 0.596 0.8% 12% False True 18,384
40 81.160 78.420 2.740 3.5% 0.522 0.7% 26% False False 9,238
60 82.286 78.420 3.866 4.9% 0.374 0.5% 19% False False 6,161
80 82.286 78.420 3.866 4.9% 0.307 0.4% 19% False False 4,631
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.170
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 80.734
2.618 80.154
1.618 79.799
1.000 79.580
0.618 79.444
HIGH 79.225
0.618 79.089
0.500 79.048
0.382 79.006
LOW 78.870
0.618 78.651
1.000 78.515
1.618 78.296
2.618 77.941
4.250 77.361
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 79.108 79.200
PP 79.078 79.179
S1 79.048 79.159

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

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