ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 80.295 80.350 0.055 0.1% 79.790
High 80.340 80.480 0.140 0.2% 80.480
Low 80.085 80.210 0.125 0.2% 79.630
Close 80.320 80.404 0.084 0.1% 80.404
Range 0.255 0.270 0.015 5.9% 0.850
ATR 0.461 0.448 -0.014 -3.0% 0.000
Volume 28,158 21,689 -6,469 -23.0% 135,806
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 81.175 81.059 80.553
R3 80.905 80.789 80.478
R2 80.635 80.635 80.454
R1 80.519 80.519 80.429 80.577
PP 80.365 80.365 80.365 80.394
S1 80.249 80.249 80.379 80.307
S2 80.095 80.095 80.355
S3 79.825 79.979 80.330
S4 79.555 79.709 80.256
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 82.721 82.413 80.872
R3 81.871 81.563 80.638
R2 81.021 81.021 80.560
R1 80.713 80.713 80.482 80.867
PP 80.171 80.171 80.171 80.249
S1 79.863 79.863 80.326 80.017
S2 79.321 79.321 80.248
S3 78.471 79.013 80.170
S4 77.621 78.163 79.937
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.480 79.630 0.850 1.1% 0.375 0.5% 91% True False 27,161
10 80.480 78.665 1.815 2.3% 0.389 0.5% 96% True False 23,282
20 80.480 78.665 1.815 2.3% 0.418 0.5% 96% True False 21,364
40 80.760 78.665 2.095 2.6% 0.485 0.6% 83% False False 21,489
60 81.160 78.420 2.740 3.4% 0.504 0.6% 72% False False 16,545
80 81.160 78.420 2.740 3.4% 0.443 0.6% 72% False False 12,417
100 82.286 78.420 3.866 4.8% 0.376 0.5% 51% False False 9,935
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.088
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.628
2.618 81.187
1.618 80.917
1.000 80.750
0.618 80.647
HIGH 80.480
0.618 80.377
0.500 80.345
0.382 80.313
LOW 80.210
0.618 80.043
1.000 79.940
1.618 79.773
2.618 79.503
4.250 79.063
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 80.384 80.345
PP 80.365 80.286
S1 80.345 80.228

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

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