ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 16-May-2012

Day Change Summary
	Previous	Current
	15-May-2012	16-May-2012	Change	Change %	Previous Week
Open	80.825	81.415	0.590	0.7%	79.790
High	81.450	81.745	0.295	0.4%	80.480
Low	80.630	81.345	0.715	0.9%	79.630
Close	81.420	81.524	0.104	0.1%	80.404
Range	0.820	0.400	-0.420	-51.2%	0.850
ATR	0.475	0.470	-0.005	-1.1%	0.000
Volume	47,765	37,930	-9,835	-20.6%	135,806

Daily Pivots for day following 16-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.738	82.531	81.744
R3	82.338	82.131	81.634
R2	81.938	81.938	81.597
R1	81.731	81.731	81.561	81.835
PP	81.538	81.538	81.538	81.590
S1	81.331	81.331	81.487	81.435
S2	81.138	81.138	81.451
S3	80.738	80.931	81.414
S4	80.338	80.531	81.304

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	81.745	80.085	1.660	2.0%	0.423	0.5%	87%	True	False	33,172
10	81.745	79.145	2.600	3.2%	0.432	0.5%	92%	True	False	29,703
20	81.745	78.665	3.080	3.8%	0.425	0.5%	93%	True	False	24,330
40	81.745	78.665	3.080	3.8%	0.480	0.6%	93%	True	False	22,834
60	81.745	78.420	3.325	4.1%	0.513	0.6%	93%	True	False	18,474
80	81.745	78.420	3.325	4.1%	0.456	0.6%	93%	True	False	13,867
100	82.286	78.420	3.866	4.7%	0.391	0.5%	80%	False	False	11,095

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.092
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.445
2.618	82.792
1.618	82.392
1.000	82.145
0.618	81.992
HIGH	81.745
0.618	81.592
0.500	81.545
0.382	81.498
LOW	81.345
0.618	81.098
1.000	80.945
1.618	80.698
2.618	80.298
4.250	79.645

Fisher Pivots for day following 16-May-2012
Pivot	1 day	3 day
R1	81.545	81.389
PP	81.538	81.253
S1	81.531	81.118

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols