ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 06-Jun-2012
Day Change Summary
Previous Current
05-Jun-2012 06-Jun-2012 Change Change % Previous Week
Open 82.880 83.170 0.290 0.3% 82.600
High 83.445 83.300 -0.145 -0.2% 84.000
Low 82.765 82.595 -0.170 -0.2% 82.350
Close 83.313 82.779 -0.534 -0.6% 83.343
Range 0.680 0.705 0.025 3.7% 1.650
ATR 0.495 0.511 0.016 3.2% 0.000
Volume 3,001 1,354 -1,647 -54.9% 1,635
Daily Pivots for day following 06-Jun-2012
Classic Woodie Camarilla DeMark
R4 85.006 84.598 83.167
R3 84.301 83.893 82.973
R2 83.596 83.596 82.908
R1 83.188 83.188 82.844 83.040
PP 82.891 82.891 82.891 82.817
S1 82.483 82.483 82.714 82.335
S2 82.186 82.186 82.650
S3 81.481 81.778 82.585
S4 80.776 81.073 82.391
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 82.595 1.405 1.7% 0.645 0.8% 13% False True 1,227
10 84.000 82.350 1.650 2.0% 0.557 0.7% 26% False False 762
20 84.000 80.395 3.605 4.4% 0.484 0.6% 66% False False 407
40 84.000 79.025 4.975 6.0% 0.362 0.4% 75% False False 226
60 84.000 79.025 4.975 6.0% 0.285 0.3% 75% False False 154
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 0.168
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.296
2.618 85.146
1.618 84.441
1.000 84.005
0.618 83.736
HIGH 83.300
0.618 83.031
0.500 82.948
0.382 82.864
LOW 82.595
0.618 82.159
1.000 81.890
1.618 81.454
2.618 80.749
4.250 79.599
Fisher Pivots for day following 06-Jun-2012
Pivot 1 day 3 day
R1 82.948 83.060
PP 82.891 82.966
S1 82.835 82.873

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

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