ICE US Dollar Index Future June 2012

Trading Metrics calculated at close of trading on 14-Jun-2012

Day Change Summary
	Previous	Current
	13-Jun-2012	14-Jun-2012	Change	Change %	Previous Week
Open	82.445	82.125	-0.320	-0.4%	82.885
High	82.590	82.295	-0.295	-0.4%	83.150
Low	81.920	81.805	-0.115	-0.1%	81.960
Close	82.057	81.988	-0.069	-0.1%	82.562
Range	0.670	0.490	-0.180	-26.9%	1.190
ATR	0.611	0.602	-0.009	-1.4%	0.000
Volume	44,597	29,401	-15,196	-34.1%	146,531

Daily Pivots for day following 14-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.499	83.234	82.258
R3	83.009	82.744	82.123
R2	82.519	82.519	82.078
R1	82.254	82.254	82.033	82.142
PP	82.029	82.029	82.029	81.973
S1	81.764	81.764	81.943	81.652
S2	81.539	81.539	81.898
S3	81.049	81.274	81.853
S4	80.559	80.784	81.719

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.127	85.535	83.217
R3	84.937	84.345	82.889
R2	83.747	83.747	82.780
R1	83.155	83.155	82.671	82.856
PP	82.557	82.557	82.557	82.408
S1	81.965	81.965	82.453	81.666
S2	81.367	81.367	82.344
S3	80.177	80.775	82.235
S4	78.987	79.585	81.908

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.945	81.720	1.225	1.5%	0.634	0.8%	22%	False	False	35,315
10	83.670	81.720	1.950	2.4%	0.661	0.8%	14%	False	False	35,073
20	83.670	81.025	2.645	3.2%	0.627	0.8%	36%	False	False	33,909
40	83.670	78.665	5.005	6.1%	0.526	0.6%	66%	False	False	29,119
60	83.670	78.665	5.005	6.1%	0.529	0.6%	66%	False	False	26,526
80	83.670	78.420	5.250	6.4%	0.541	0.7%	68%	False	False	22,333
100	83.670	78.420	5.250	6.4%	0.490	0.6%	68%	False	False	17,875
120	83.670	78.420	5.250	6.4%	0.431	0.5%	68%	False	False	14,897

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	0.184
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.378
2.618	83.578
1.618	83.088
1.000	82.785
0.618	82.598
HIGH	82.295
0.618	82.108
0.500	82.050
0.382	81.992
LOW	81.805
0.618	81.502
1.000	81.315
1.618	81.012
2.618	80.522
4.250	79.723

Fisher Pivots for day following 14-Jun-2012
Pivot	1 day	3 day
R1	82.050	82.280
PP	82.029	82.183
S1	82.009	82.085

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