ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary
Previous Current
24-May-2012 25-May-2012 Change Change % Previous Week
Open 82.280 82.445 0.165 0.2% 81.280
High 82.535 82.610 0.075 0.1% 82.610
Low 81.995 82.125 0.130 0.2% 81.025
Close 82.487 82.523 0.036 0.0% 82.523
Range 0.540 0.485 -0.055 -10.2% 1.585
ATR 0.533 0.530 -0.003 -0.6% 0.000
Volume 35,863 26,572 -9,291 -25.9% 162,321
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 83.874 83.684 82.790
R3 83.389 83.199 82.656
R2 82.904 82.904 82.612
R1 82.714 82.714 82.567 82.809
PP 82.419 82.419 82.419 82.467
S1 82.229 82.229 82.479 82.324
S2 81.934 81.934 82.434
S3 81.449 81.744 82.390
S4 80.964 81.259 82.256
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 86.808 86.250 83.395
R3 85.223 84.665 82.959
R2 83.638 83.638 82.814
R1 83.080 83.080 82.668 83.359
PP 82.053 82.053 82.053 82.192
S1 81.495 81.495 82.378 81.774
S2 80.468 80.468 82.232
S3 78.883 79.910 82.087
S4 77.298 78.325 81.651
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.610 81.025 1.585 1.9% 0.611 0.7% 95% True False 32,464
10 82.610 80.490 2.120 2.6% 0.585 0.7% 96% True False 35,786
20 82.610 78.665 3.945 4.8% 0.487 0.6% 98% True False 29,534
40 82.610 78.665 3.945 4.8% 0.488 0.6% 98% True False 25,142
60 82.610 78.665 3.945 4.8% 0.529 0.6% 98% True False 22,491
80 82.610 78.420 4.190 5.1% 0.501 0.6% 98% True False 16,889
100 82.610 78.420 4.190 5.1% 0.418 0.5% 98% True False 13,513
120 82.610 78.420 4.190 5.1% 0.364 0.4% 98% True False 11,267
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.163
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 84.671
2.618 83.880
1.618 83.395
1.000 83.095
0.618 82.910
HIGH 82.610
0.618 82.425
0.500 82.368
0.382 82.310
LOW 82.125
0.618 81.825
1.000 81.640
1.618 81.340
2.618 80.855
4.250 80.064
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 82.471 82.402
PP 82.419 82.281
S1 82.368 82.160

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

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