ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 30-Apr-2012
Day Change Summary
Previous Current
27-Apr-2012 30-Apr-2012 Change Change % Previous Week
Open 79.210 78.835 -0.375 -0.5% 79.375
High 79.335 78.960 -0.375 -0.5% 79.775
Low 78.720 78.685 -0.035 0.0% 78.720
Close 78.757 78.855 0.098 0.1% 78.757
Range 0.615 0.275 -0.340 -55.3% 1.055
ATR 0.498 0.482 -0.016 -3.2% 0.000
Volume 22,819 19,460 -3,359 -14.7% 94,966
Daily Pivots for day following 30-Apr-2012
Classic Woodie Camarilla DeMark
R4 79.658 79.532 79.006
R3 79.383 79.257 78.931
R2 79.108 79.108 78.905
R1 78.982 78.982 78.880 79.045
PP 78.833 78.833 78.833 78.865
S1 78.707 78.707 78.830 78.770
S2 78.558 78.558 78.805
S3 78.283 78.432 78.779
S4 78.008 78.157 78.704
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 82.249 81.558 79.337
R3 81.194 80.503 79.047
R2 80.139 80.139 78.950
R1 79.448 79.448 78.854 79.266
PP 79.084 79.084 79.084 78.993
S1 78.393 78.393 78.660 78.211
S2 78.029 78.029 78.564
S3 76.974 77.338 78.467
S4 75.919 76.283 78.177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.535 78.685 0.850 1.1% 0.370 0.5% 20% False True 19,195
10 80.025 78.685 1.340 1.7% 0.407 0.5% 13% False True 18,860
20 80.365 78.685 1.680 2.1% 0.485 0.6% 10% False True 20,520
40 81.160 78.685 2.475 3.1% 0.541 0.7% 7% False True 19,452
60 81.160 78.420 2.740 3.5% 0.509 0.6% 16% False False 12,998
80 82.286 78.420 3.866 4.9% 0.402 0.5% 11% False False 9,751
100 82.286 78.420 3.866 4.9% 0.343 0.4% 11% False False 7,809
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.105
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.129
2.618 79.680
1.618 79.405
1.000 79.235
0.618 79.130
HIGH 78.960
0.618 78.855
0.500 78.823
0.382 78.790
LOW 78.685
0.618 78.515
1.000 78.410
1.618 78.240
2.618 77.965
4.250 77.516
Fisher Pivots for day following 30-Apr-2012
Pivot 1 day 3 day
R1 78.844 79.010
PP 78.833 78.958
S1 78.823 78.907

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

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