ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 03-May-2012
Day Change Summary
Previous Current
02-May-2012 03-May-2012 Change Change % Previous Week
Open 78.900 79.260 0.360 0.5% 79.375
High 79.400 79.535 0.135 0.2% 79.775
Low 78.900 79.150 0.250 0.3% 78.720
Close 79.201 79.293 0.092 0.1% 78.757
Range 0.500 0.385 -0.115 -23.0% 1.055
ATR 0.477 0.470 -0.007 -1.4% 0.000
Volume 19,298 20,458 1,160 6.0% 94,966
Daily Pivots for day following 03-May-2012
Classic Woodie Camarilla DeMark
R4 80.481 80.272 79.505
R3 80.096 79.887 79.399
R2 79.711 79.711 79.364
R1 79.502 79.502 79.328 79.607
PP 79.326 79.326 79.326 79.378
S1 79.117 79.117 79.258 79.222
S2 78.941 78.941 79.222
S3 78.556 78.732 79.187
S4 78.171 78.347 79.081
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 78.665 0.870 1.1% 0.432 0.5% 72% True False 19,016
10 79.775 78.665 1.110 1.4% 0.410 0.5% 57% False False 19,063
20 80.365 78.665 1.700 2.1% 0.460 0.6% 37% False False 19,640
40 81.160 78.665 2.495 3.1% 0.526 0.7% 25% False False 20,687
60 81.160 78.420 2.740 3.5% 0.505 0.6% 32% False False 13,878
80 82.286 78.420 3.866 4.9% 0.418 0.5% 23% False False 10,410
100 82.286 78.420 3.866 4.9% 0.352 0.4% 23% False False 8,337
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 True
Bear Hook False
Bull Hook False
Stretch 0.089
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.171
2.618 80.543
1.618 80.158
1.000 79.920
0.618 79.773
HIGH 79.535
0.618 79.388
0.500 79.343
0.382 79.297
LOW 79.150
0.618 78.912
1.000 78.765
1.618 78.527
2.618 78.142
4.250 77.514
Fisher Pivots for day following 03-May-2012
Pivot 1 day 3 day
R1 79.343 79.229
PP 79.326 79.164
S1 79.310 79.100

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

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