ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 26-Apr-2012
Day Change Summary
Previous Current
25-Apr-2012 26-Apr-2012 Change Change % Previous Week
Open 79.295 79.100 -0.195 -0.2% 80.085
High 79.415 79.170 -0.245 -0.3% 80.345
Low 79.075 78.900 -0.175 -0.2% 79.225
Close 79.111 79.001 -0.110 -0.1% 79.313
Range 0.340 0.270 -0.070 -20.6% 1.120
ATR 0.505 0.488 -0.017 -3.3% 0.000
Volume 20,417 17,256 -3,161 -15.5% 99,494
Daily Pivots for day following 26-Apr-2012
Classic Woodie Camarilla DeMark
R4 79.834 79.687 79.150
R3 79.564 79.417 79.075
R2 79.294 79.294 79.051
R1 79.147 79.147 79.026 79.086
PP 79.024 79.024 79.024 78.993
S1 78.877 78.877 78.976 78.816
S2 78.754 78.754 78.952
S3 78.484 78.607 78.927
S4 78.214 78.337 78.853
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 79.775 78.900 0.875 1.1% 0.387 0.5% 12% False True 19,110
10 80.345 78.900 1.445 1.8% 0.448 0.6% 7% False True 19,120
20 80.365 78.795 1.570 2.0% 0.479 0.6% 13% False False 20,582
40 81.160 78.795 2.365 3.0% 0.543 0.7% 9% False False 18,403
60 81.160 78.420 2.740 3.5% 0.497 0.6% 21% False False 12,294
80 82.286 78.420 3.866 4.9% 0.401 0.5% 15% False False 9,223
100 82.286 78.420 3.866 4.9% 0.334 0.4% 15% False False 7,386
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.111
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 80.318
2.618 79.877
1.618 79.607
1.000 79.440
0.618 79.337
HIGH 79.170
0.618 79.067
0.500 79.035
0.382 79.003
LOW 78.900
0.618 78.733
1.000 78.630
1.618 78.463
2.618 78.193
4.250 77.753
Fisher Pivots for day following 26-Apr-2012
Pivot 1 day 3 day
R1 79.035 79.218
PP 79.024 79.145
S1 79.012 79.073

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

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