ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary
Previous Current
09-May-2012 10-May-2012 Change Change % Previous Week
Open 80.005 80.295 0.290 0.4% 78.835
High 80.415 80.340 -0.075 -0.1% 79.615
Low 79.975 80.085 0.110 0.1% 78.665
Close 80.290 80.320 0.030 0.0% 79.587
Range 0.440 0.255 -0.185 -42.0% 0.950
ATR 0.477 0.461 -0.016 -3.3% 0.000
Volume 38,813 28,158 -10,655 -27.5% 97,022
Daily Pivots for day following 10-May-2012
Classic Woodie Camarilla DeMark
R4 81.013 80.922 80.460
R3 80.758 80.667 80.390
R2 80.503 80.503 80.367
R1 80.412 80.412 80.343 80.458
PP 80.248 80.248 80.248 80.271
S1 80.157 80.157 80.297 80.203
S2 79.993 79.993 80.273
S3 79.738 79.902 80.250
S4 79.483 79.647 80.180
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 80.415 79.145 1.270 1.6% 0.415 0.5% 93% False False 27,774
10 80.415 78.665 1.750 2.2% 0.424 0.5% 95% False False 23,395
20 80.415 78.665 1.750 2.2% 0.436 0.5% 95% False False 21,258
40 81.160 78.665 2.495 3.1% 0.498 0.6% 66% False False 21,934
60 81.160 78.420 2.740 3.4% 0.513 0.6% 69% False False 16,186
80 81.160 78.420 2.740 3.4% 0.443 0.6% 69% False False 12,146
100 82.286 78.420 3.866 4.8% 0.373 0.5% 49% False False 9,718
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.088
Narrowest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 81.424
2.618 81.008
1.618 80.753
1.000 80.595
0.618 80.498
HIGH 80.340
0.618 80.243
0.500 80.213
0.382 80.182
LOW 80.085
0.618 79.927
1.000 79.830
1.618 79.672
2.618 79.417
4.250 79.001
Fisher Pivots for day following 10-May-2012
Pivot 1 day 3 day
R1 80.284 80.228
PP 80.248 80.135
S1 80.213 80.043

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

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