ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 01-May-2012

Day Change Summary
	Previous	Current
	30-Apr-2012	01-May-2012	Change	Change %	Previous Week
Open	78.835	78.875	0.040	0.1%	79.375
High	78.960	79.050	0.090	0.1%	79.775
Low	78.685	78.665	-0.020	0.0%	78.720
Close	78.855	78.905	0.050	0.1%	78.757
Range	0.275	0.385	0.110	40.0%	1.055
ATR	0.482	0.475	-0.007	-1.4%	0.000
Volume	19,460	13,049	-6,411	-32.9%	94,966

Daily Pivots for day following 01-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.028	79.852	79.117
R3	79.643	79.467	79.011
R2	79.258	79.258	78.976
R1	79.082	79.082	78.940	79.170
PP	78.873	78.873	78.873	78.918
S1	78.697	78.697	78.870	78.785
S2	78.488	78.488	78.834
S3	78.103	78.312	78.799
S4	77.718	77.927	78.693

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	79.415	78.665	0.750	1.0%	0.377	0.5%	32%	False	True	18,600
10	80.025	78.665	1.360	1.7%	0.407	0.5%	18%	False	True	18,617
20	80.365	78.665	1.700	2.2%	0.487	0.6%	14%	False	True	20,205
40	81.160	78.665	2.495	3.2%	0.530	0.7%	10%	False	True	19,761
60	81.160	78.420	2.740	3.5%	0.509	0.6%	18%	False	False	13,216
80	82.286	78.420	3.866	4.9%	0.407	0.5%	13%	False	False	9,914
100	82.286	78.420	3.866	4.9%	0.343	0.4%	13%	False	False	7,939

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.106
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.686
2.618	80.058
1.618	79.673
1.000	79.435
0.618	79.288
HIGH	79.050
0.618	78.903
0.500	78.858
0.382	78.812
LOW	78.665
0.618	78.427
1.000	78.280
1.618	78.042
2.618	77.657
4.250	77.029

Fisher Pivots for day following 01-May-2012
Pivot	1 day	3 day
R1	78.889	79.000
PP	78.873	78.968
S1	78.858	78.937

Download as Excel Spreadsheet

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

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