ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 16-Apr-2012
Day Change Summary
Previous Current
13-Apr-2012 16-Apr-2012 Change Change % Previous Week
Open 79.495 80.085 0.590 0.7% 80.050
High 80.080 80.345 0.265 0.3% 80.320
Low 79.450 79.670 0.220 0.3% 79.365
Close 80.055 79.732 -0.323 -0.4% 80.055
Range 0.630 0.675 0.045 7.1% 0.955
ATR 0.559 0.567 0.008 1.5% 0.000
Volume 19,563 25,314 5,751 29.4% 101,245
Daily Pivots for day following 16-Apr-2012
Classic Woodie Camarilla DeMark
R4 81.941 81.511 80.103
R3 81.266 80.836 79.918
R2 80.591 80.591 79.856
R1 80.161 80.161 79.794 80.039
PP 79.916 79.916 79.916 79.854
S1 79.486 79.486 79.670 79.364
S2 79.241 79.241 79.608
S3 78.566 78.811 79.546
S4 77.891 78.136 79.361
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 82.778 82.372 80.580
R3 81.823 81.417 80.318
R2 80.868 80.868 80.230
R1 80.462 80.462 80.143 80.665
PP 79.913 79.913 79.913 80.015
S1 79.507 79.507 79.967 79.710
S2 78.958 78.958 79.880
S3 78.003 78.552 79.792
S4 77.048 77.597 79.530
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.345 79.365 0.980 1.2% 0.561 0.7% 37% True False 22,995
10 80.365 78.795 1.570 2.0% 0.564 0.7% 60% False False 22,180
20 80.365 78.795 1.570 2.0% 0.546 0.7% 60% False False 21,432
40 81.160 78.420 2.740 3.4% 0.555 0.7% 48% False False 14,765
60 81.160 78.420 2.740 3.4% 0.462 0.6% 48% False False 9,857
80 82.286 78.420 3.866 4.8% 0.373 0.5% 34% False False 7,394
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.115
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 83.214
2.618 82.112
1.618 81.437
1.000 81.020
0.618 80.762
HIGH 80.345
0.618 80.087
0.500 80.008
0.382 79.928
LOW 79.670
0.618 79.253
1.000 78.995
1.618 78.578
2.618 77.903
4.250 76.801
Fisher Pivots for day following 16-Apr-2012
Pivot 1 day 3 day
R1 80.008 79.855
PP 79.916 79.814
S1 79.824 79.773

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

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