ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 20-Apr-2012
Day Change Summary
Previous Current
19-Apr-2012 20-Apr-2012 Change Change % Previous Week
Open 79.725 79.675 -0.050 -0.1% 80.085
High 79.980 79.745 -0.235 -0.3% 80.345
Low 79.515 79.225 -0.290 -0.4% 79.225
Close 79.707 79.313 -0.394 -0.5% 79.313
Range 0.465 0.520 0.055 11.8% 1.120
ATR 0.537 0.536 -0.001 -0.2% 0.000
Volume 19,386 23,406 4,020 20.7% 99,494
Daily Pivots for day following 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 80.988 80.670 79.599
R3 80.468 80.150 79.456
R2 79.948 79.948 79.408
R1 79.630 79.630 79.361 79.529
PP 79.428 79.428 79.428 79.377
S1 79.110 79.110 79.265 79.009
S2 78.908 78.908 79.218
S3 78.388 78.590 79.170
S4 77.868 78.070 79.027
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 82.988 82.270 79.929
R3 81.868 81.150 79.621
R2 80.748 80.748 79.518
R1 80.030 80.030 79.416 79.829
PP 79.628 79.628 79.628 79.527
S1 78.910 78.910 79.210 78.709
S2 78.508 78.508 79.108
S3 77.388 77.790 79.005
S4 76.268 76.670 78.697
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.345 79.225 1.120 1.4% 0.487 0.6% 8% False True 19,898
10 80.345 79.225 1.120 1.4% 0.505 0.6% 8% False True 20,073
20 80.365 78.795 1.570 2.0% 0.530 0.7% 33% False False 21,586
40 81.160 78.420 2.740 3.5% 0.560 0.7% 33% False False 16,613
60 81.160 78.420 2.740 3.5% 0.475 0.6% 33% False False 11,093
80 82.286 78.420 3.866 4.9% 0.395 0.5% 23% False False 8,321
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.130
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.955
2.618 81.106
1.618 80.586
1.000 80.265
0.618 80.066
HIGH 79.745
0.618 79.546
0.500 79.485
0.382 79.424
LOW 79.225
0.618 78.904
1.000 78.705
1.618 78.384
2.618 77.864
4.250 77.015
Fisher Pivots for day following 20-Apr-2012
Pivot 1 day 3 day
R1 79.485 79.625
PP 79.428 79.521
S1 79.370 79.417

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

View Archives - Comment on this page... - Back to Index of Symbols