ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 82.865 83.005 0.140 0.2% 81.605
High 83.125 83.575 0.450 0.5% 82.965
Low 82.515 83.000 0.485 0.6% 81.415
Close 83.005 83.481 0.476 0.6% 82.963
Range 0.610 0.575 -0.035 -5.7% 1.550
ATR 0.437 0.447 0.010 2.3% 0.000
Volume 258 485 227 88.0% 840
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 85.077 84.854 83.797
R3 84.502 84.279 83.639
R2 83.927 83.927 83.586
R1 83.704 83.704 83.534 83.816
PP 83.352 83.352 83.352 83.408
S1 83.129 83.129 83.428 83.241
S2 82.777 82.777 83.376
S3 82.202 82.554 83.323
S4 81.627 81.979 83.165
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 87.098 86.580 83.816
R3 85.548 85.030 83.389
R2 83.998 83.998 83.247
R1 83.480 83.480 83.105 83.739
PP 82.448 82.448 82.448 82.577
S1 81.930 81.930 82.821 82.189
S2 80.898 80.898 82.679
S3 79.348 80.380 82.537
S4 77.798 78.830 82.111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.575 82.350 1.225 1.5% 0.469 0.6% 92% True False 298
10 83.575 81.415 2.160 2.6% 0.514 0.6% 96% True False 190
20 83.575 79.510 4.065 4.9% 0.392 0.5% 98% True False 106
40 83.575 79.025 4.550 5.5% 0.288 0.3% 98% True False 74
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 0.136
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.019
2.618 85.080
1.618 84.505
1.000 84.150
0.618 83.930
HIGH 83.575
0.618 83.355
0.500 83.288
0.382 83.220
LOW 83.000
0.618 82.645
1.000 82.425
1.618 82.070
2.618 81.495
4.250 80.556
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 83.417 83.308
PP 83.352 83.135
S1 83.288 82.963

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

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