ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 83.290 82.880 -0.410 -0.5% 82.600
High 83.525 83.445 -0.080 -0.1% 84.000
Low 82.950 82.765 -0.185 -0.2% 82.350
Close 83.061 83.313 0.252 0.3% 83.343
Range 0.575 0.680 0.105 18.3% 1.650
ATR 0.481 0.495 0.014 3.0% 0.000
Volume 984 3,001 2,017 205.0% 1,635
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 85.214 84.944 83.687
R3 84.534 84.264 83.500
R2 83.854 83.854 83.438
R1 83.584 83.584 83.375 83.719
PP 83.174 83.174 83.174 83.242
S1 82.904 82.904 83.251 83.039
S2 82.494 82.494 83.188
S3 81.814 82.224 83.126
S4 81.134 81.544 82.939
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 82.765 1.235 1.5% 0.619 0.7% 44% False True 1,053
10 84.000 82.100 1.900 2.3% 0.553 0.7% 64% False False 633
20 84.000 80.320 3.680 4.4% 0.465 0.6% 81% False False 341
40 84.000 79.025 4.975 6.0% 0.344 0.4% 86% False False 192
60 84.000 79.025 4.975 6.0% 0.274 0.3% 86% False False 132
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.165
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.335
2.618 85.225
1.618 84.545
1.000 84.125
0.618 83.865
HIGH 83.445
0.618 83.185
0.500 83.105
0.382 83.025
LOW 82.765
0.618 82.345
1.000 82.085
1.618 81.665
2.618 80.985
4.250 79.875
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 83.244 83.383
PP 83.174 83.359
S1 83.105 83.336

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

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