ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 07-Jun-2012

Day Change Summary
	Previous	Current
	06-Jun-2012	07-Jun-2012	Change	Change %	Previous Week
Open	82.820	82.250	-0.570	-0.7%	82.415
High	82.905	82.455	-0.450	-0.5%	83.670
Low	82.170	81.960	-0.210	-0.3%	82.130
Close	82.379	82.106	-0.273	-0.3%	82.973
Range	0.735	0.495	-0.240	-32.7%	1.540
ATR	0.586	0.579	-0.006	-1.1%	0.000
Volume	33,403	27,250	-6,153	-18.4%	143,279

Daily Pivots for day following 07-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.659	83.377	82.378
R3	83.164	82.882	82.242
R2	82.669	82.669	82.197
R1	82.387	82.387	82.151	82.281
PP	82.174	82.174	82.174	82.120
S1	81.892	81.892	82.061	81.786
S2	81.679	81.679	82.015
S3	81.184	81.397	81.970
S4	80.689	80.902	81.834

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	87.544	86.799	83.820
R3	86.004	85.259	83.397
R2	84.464	84.464	83.255
R1	83.719	83.719	83.114	84.092
PP	82.924	82.924	82.924	83.111
S1	82.179	82.179	82.832	82.552
S2	81.384	81.384	82.691
S3	79.844	80.639	82.550
S4	78.304	79.099	82.126

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.670	81.960	1.710	2.1%	0.688	0.8%	9%	False	True	34,832
10	83.670	81.960	1.710	2.1%	0.614	0.7%	9%	False	True	32,219
20	83.670	80.085	3.585	4.4%	0.575	0.7%	56%	False	False	33,373
40	83.670	78.665	5.005	6.1%	0.514	0.6%	69%	False	False	27,248
60	83.670	78.665	5.005	6.1%	0.528	0.6%	69%	False	False	25,980
80	83.670	78.420	5.250	6.4%	0.532	0.6%	70%	False	False	20,133
100	83.670	78.420	5.250	6.4%	0.466	0.6%	70%	False	False	16,110
120	83.670	78.420	5.250	6.4%	0.404	0.5%	70%	False	False	13,426

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	0.202
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	84.559
2.618	83.751
1.618	83.256
1.000	82.950
0.618	82.761
HIGH	82.455
0.618	82.266
0.500	82.208
0.382	82.149
LOW	81.960
0.618	81.654
1.000	81.465
1.618	81.159
2.618	80.664
4.250	79.856

Fisher Pivots for day following 07-Jun-2012
Pivot	1 day	3 day
R1	82.208	82.498
PP	82.174	82.367
S1	82.140	82.237

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