ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 07-May-2012
Day Change Summary
Previous Current
04-May-2012 07-May-2012 Change Change % Previous Week
Open 79.240 79.790 0.550 0.7% 78.835
High 79.615 80.135 0.520 0.7% 79.615
Low 79.145 79.630 0.485 0.6% 78.665
Close 79.587 79.715 0.128 0.2% 79.587
Range 0.470 0.505 0.035 7.4% 0.950
ATR 0.470 0.476 0.006 1.2% 0.000
Volume 24,757 21,655 -3,102 -12.5% 97,022
Daily Pivots for day following 07-May-2012
Classic Woodie Camarilla DeMark
R4 81.342 81.033 79.993
R3 80.837 80.528 79.854
R2 80.332 80.332 79.808
R1 80.023 80.023 79.761 79.925
PP 79.827 79.827 79.827 79.778
S1 79.518 79.518 79.669 79.420
S2 79.322 79.322 79.622
S3 78.817 79.013 79.576
S4 78.312 78.508 79.437
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 82.139 81.813 80.110
R3 81.189 80.863 79.848
R2 80.239 80.239 79.761
R1 79.913 79.913 79.674 80.076
PP 79.289 79.289 79.289 79.371
S1 78.963 78.963 79.500 79.126
S2 78.339 78.339 79.413
S3 77.389 78.013 79.326
S4 76.439 77.063 79.065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.135 78.665 1.470 1.8% 0.449 0.6% 71% True False 19,843
10 80.135 78.665 1.470 1.8% 0.410 0.5% 71% True False 19,519
20 80.345 78.665 1.680 2.1% 0.456 0.6% 63% False False 20,139
40 81.160 78.665 2.495 3.1% 0.508 0.6% 42% False False 21,610
60 81.160 78.420 2.740 3.4% 0.519 0.7% 47% False False 14,651
80 82.286 78.420 3.866 4.8% 0.430 0.5% 33% False False 10,991
100 82.286 78.420 3.866 4.8% 0.362 0.5% 33% False False 8,793
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.102
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 82.281
2.618 81.457
1.618 80.952
1.000 80.640
0.618 80.447
HIGH 80.135
0.618 79.942
0.500 79.883
0.382 79.823
LOW 79.630
0.618 79.318
1.000 79.125
1.618 78.813
2.618 78.308
4.250 77.484
Fisher Pivots for day following 07-May-2012
Pivot 1 day 3 day
R1 79.883 79.690
PP 79.827 79.665
S1 79.771 79.640

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

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