ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 18-Apr-2012
Day Change Summary
Previous Current
17-Apr-2012 18-Apr-2012 Change Change % Previous Week
Open 79.775 79.700 -0.075 -0.1% 80.050
High 79.940 80.025 0.085 0.1% 80.320
Low 79.560 79.630 0.070 0.1% 79.365
Close 79.627 79.674 0.047 0.1% 80.055
Range 0.380 0.395 0.015 3.9% 0.955
ATR 0.554 0.543 -0.011 -2.0% 0.000
Volume 15,480 15,908 428 2.8% 101,245
Daily Pivots for day following 18-Apr-2012
Classic Woodie Camarilla DeMark
R4 80.961 80.713 79.891
R3 80.566 80.318 79.783
R2 80.171 80.171 79.746
R1 79.923 79.923 79.710 79.850
PP 79.776 79.776 79.776 79.740
S1 79.528 79.528 79.638 79.455
S2 79.381 79.381 79.602
S3 78.986 79.133 79.565
S4 78.591 78.738 79.457
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% 0.534 0.7% 32% False False 20,342
10 80.365 79.365 1.000 1.3% 0.520 0.7% 31% False False 20,561
20 80.365 78.795 1.570 2.0% 0.535 0.7% 56% False False 21,339
40 81.160 78.420 2.740 3.4% 0.556 0.7% 46% False False 15,547
60 81.160 78.420 2.740 3.4% 0.466 0.6% 46% False False 10,380
80 82.286 78.420 3.866 4.9% 0.383 0.5% 32% False False 7,786
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 True
Bear Hook False
Bull Hook False
Stretch 0.117
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.704
2.618 81.059
1.618 80.664
1.000 80.420
0.618 80.269
HIGH 80.025
0.618 79.874
0.500 79.828
0.382 79.781
LOW 79.630
0.618 79.386
1.000 79.235
1.618 78.991
2.618 78.596
4.250 77.951
Fisher Pivots for day following 18-Apr-2012
Pivot 1 day 3 day
R1 79.828 79.953
PP 79.776 79.860
S1 79.725 79.767

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

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