ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 83.500 83.640 0.140 0.2% 82.600
High 83.650 84.000 0.350 0.4% 84.000
Low 83.260 83.125 -0.135 -0.2% 82.350
Close 83.524 83.343 -0.181 -0.2% 83.343
Range 0.390 0.875 0.485 124.4% 1.650
ATR 0.443 0.473 0.031 7.0% 0.000
Volume 493 304 -189 -38.3% 1,635
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 86.114 85.604 83.824
R3 85.239 84.729 83.584
R2 84.364 84.364 83.503
R1 83.854 83.854 83.423 83.672
PP 83.489 83.489 83.489 83.398
S1 82.979 82.979 83.263 82.797
S2 82.614 82.614 83.183
S3 81.739 82.104 83.102
S4 80.864 81.229 82.862
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 88.181 87.412 84.251
R3 86.531 85.762 83.797
R2 84.881 84.881 83.646
R1 84.112 84.112 83.494 84.497
PP 83.231 83.231 83.231 83.423
S1 82.462 82.462 83.192 82.847
S2 81.581 81.581 83.041
S3 79.931 80.812 82.889
S4 78.281 79.162 82.436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.000 82.350 1.650 2.0% 0.563 0.7% 60% True False 327
10 84.000 81.415 2.585 3.1% 0.544 0.7% 75% True False 247
20 84.000 79.995 4.005 4.8% 0.429 0.5% 84% True False 146
40 84.000 79.025 4.975 6.0% 0.315 0.4% 87% True False 93
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.151
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 87.719
2.618 86.291
1.618 85.416
1.000 84.875
0.618 84.541
HIGH 84.000
0.618 83.666
0.500 83.563
0.382 83.459
LOW 83.125
0.618 82.584
1.000 82.250
1.618 81.709
2.618 80.834
4.250 79.406
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 83.563 83.500
PP 83.489 83.448
S1 83.416 83.395

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

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