ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 80.560 80.825 0.265 0.3% 79.790
High 80.860 81.450 0.590 0.7% 80.480
Low 80.490 80.630 0.140 0.2% 79.630
Close 80.748 81.420 0.672 0.8% 80.404
Range 0.370 0.820 0.450 121.6% 0.850
ATR 0.448 0.475 0.027 5.9% 0.000
Volume 30,319 47,765 17,446 57.5% 135,806
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 83.627 83.343 81.871
R3 82.807 82.523 81.646
R2 81.987 81.987 81.570
R1 81.703 81.703 81.495 81.845
PP 81.167 81.167 81.167 81.238
S1 80.883 80.883 81.345 81.025
S2 80.347 80.347 81.270
S3 79.527 80.063 81.195
S4 78.707 79.243 80.969
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 81.450 79.975 1.475 1.8% 0.431 0.5% 98% True False 33,348
10 81.450 78.900 2.550 3.1% 0.442 0.5% 99% True False 27,840
20 81.450 78.665 2.785 3.4% 0.425 0.5% 99% True False 23,228
40 81.450 78.665 2.785 3.4% 0.480 0.6% 99% True False 22,233
60 81.450 78.420 3.030 3.7% 0.514 0.6% 99% True False 17,844
80 81.450 78.420 3.030 3.7% 0.451 0.6% 99% True False 13,393
100 82.286 78.420 3.866 4.7% 0.387 0.5% 78% False False 10,716
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.085
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 84.935
2.618 83.597
1.618 82.777
1.000 82.270
0.618 81.957
HIGH 81.450
0.618 81.137
0.500 81.040
0.382 80.943
LOW 80.630
0.618 80.123
1.000 79.810
1.618 79.303
2.618 78.483
4.250 77.145
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 81.293 81.223
PP 81.167 81.027
S1 81.040 80.830

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

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