ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 22-May-2012

Day Change Summary
	Previous	Current
	21-May-2012	22-May-2012	Change	Change %	Previous Week
Open	81.280	81.115	-0.165	-0.2%	80.560
High	81.560	81.940	0.380	0.5%	81.930
Low	81.025	81.095	0.070	0.1%	80.490
Close	81.075	81.648	0.573	0.7%	81.424
Range	0.535	0.845	0.310	57.9%	1.440
ATR	0.492	0.519	0.027	5.4%	0.000
Volume	28,518	33,085	4,567	16.0%	195,544

Daily Pivots for day following 22-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.096	83.717	82.113
R3	83.251	82.872	81.880
R2	82.406	82.406	81.803
R1	82.027	82.027	81.725	82.217
PP	81.561	81.561	81.561	81.656
S1	81.182	81.182	81.571	81.372
S2	80.716	80.716	81.493
S3	79.871	80.337	81.416
S4	79.026	79.492	81.183

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	81.940	81.025	0.915	1.1%	0.597	0.7%	68%	True	False	35,812
10	81.940	79.975	1.965	2.4%	0.514	0.6%	85%	True	False	34,580
20	81.940	78.665	3.275	4.0%	0.465	0.6%	91%	True	False	27,523
40	81.940	78.665	3.275	4.0%	0.478	0.6%	91%	True	False	24,321
60	81.940	78.420	3.520	4.3%	0.527	0.6%	92%	True	False	20,820
80	81.940	78.420	3.520	4.3%	0.481	0.6%	92%	True	False	15,631
100	82.286	78.420	3.866	4.7%	0.417	0.5%	83%	False	False	12,506
120	82.286	78.420	3.866	4.7%	0.350	0.4%	83%	False	False	10,428

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	0.122
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	85.531
2.618	84.152
1.618	83.307
1.000	82.785
0.618	82.462
HIGH	81.940
0.618	81.617
0.500	81.518
0.382	81.418
LOW	81.095
0.618	80.573
1.000	80.250
1.618	79.728
2.618	78.883
4.250	77.504

Fisher Pivots for day following 22-May-2012
Pivot	1 day	3 day
R1	81.605	81.593
PP	81.561	81.538
S1	81.518	81.483

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