ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 18-May-2012

Day Change Summary
	Previous	Current
	17-May-2012	18-May-2012	Change	Change %	Previous Week
Open	81.520	81.650	0.130	0.2%	80.560
High	81.830	81.930	0.100	0.1%	81.930
Low	81.400	81.155	-0.245	-0.3%	80.490
Close	81.540	81.424	-0.116	-0.1%	81.424
Range	0.430	0.775	0.345	80.2%	1.440
ATR	0.467	0.489	0.022	4.7%	0.000
Volume	47,980	31,550	-16,430	-34.2%	195,544

Daily Pivots for day following 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.828	83.401	81.850
R3	83.053	82.626	81.637
R2	82.278	82.278	81.566
R1	81.851	81.851	81.495	81.677
PP	81.503	81.503	81.503	81.416
S1	81.076	81.076	81.353	80.902
S2	80.728	80.728	81.282
S3	79.953	80.301	81.211
S4	79.178	79.526	80.998

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	85.601	84.953	82.216
R3	84.161	83.513	81.820
R2	82.721	82.721	81.688
R1	82.073	82.073	81.556	82.397
PP	81.281	81.281	81.281	81.444
S1	80.633	80.633	81.292	80.957
S2	79.841	79.841	81.160
S3	78.401	79.193	81.028
S4	76.961	77.753	80.632

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.930	80.490	1.440	1.8%	0.559	0.7%	65%	True	False	39,108
10	81.930	79.630	2.300	2.8%	0.467	0.6%	78%	True	False	33,135
20	81.930	78.665	3.265	4.0%	0.436	0.5%	85%	True	False	26,166
40	81.930	78.665	3.265	4.0%	0.483	0.6%	85%	True	False	23,876
60	81.930	78.420	3.510	4.3%	0.519	0.6%	86%	True	False	19,798
80	81.930	78.420	3.510	4.3%	0.465	0.6%	86%	True	False	14,861
100	82.286	78.420	3.866	4.7%	0.403	0.5%	78%	False	False	11,890

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.111
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	85.224
2.618	83.959
1.618	83.184
1.000	82.705
0.618	82.409
HIGH	81.930
0.618	81.634
0.500	81.543
0.382	81.451
LOW	81.155
0.618	80.676
1.000	80.380
1.618	79.901
2.618	79.126
4.250	77.861

Fisher Pivots for day following 18-May-2012
Pivot	1 day	3 day
R1	81.543	81.543
PP	81.503	81.503
S1	81.464	81.464

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