ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 83.170 82.650 -0.520 -0.6% 82.600
High 83.300 82.860 -0.440 -0.5% 84.000
Low 82.595 82.350 -0.245 -0.3% 82.350
Close 82.779 82.456 -0.323 -0.4% 83.343
Range 0.705 0.510 -0.195 -27.7% 1.650
ATR 0.511 0.511 0.000 0.0% 0.000
Volume 1,354 3,137 1,783 131.7% 1,635
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 84.085 83.781 82.737
R3 83.575 83.271 82.596
R2 83.065 83.065 82.550
R1 82.761 82.761 82.503 82.658
PP 82.555 82.555 82.555 82.504
S1 82.251 82.251 82.409 82.148
S2 82.045 82.045 82.363
S3 81.535 81.741 82.316
S4 81.025 81.231 82.176
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% 0.669 0.8% 6% False True 1,756
10 84.000 82.350 1.650 2.0% 0.565 0.7% 6% False True 1,051
20 84.000 80.540 3.460 4.2% 0.502 0.6% 55% False False 563
40 84.000 79.025 4.975 6.0% 0.371 0.4% 69% False False 304
60 84.000 79.025 4.975 6.0% 0.294 0.4% 69% False False 207
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.174
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 85.028
2.618 84.195
1.618 83.685
1.000 83.370
0.618 83.175
HIGH 82.860
0.618 82.665
0.500 82.605
0.382 82.545
LOW 82.350
0.618 82.035
1.000 81.840
1.618 81.525
2.618 81.015
4.250 80.183
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 82.605 82.898
PP 82.555 82.750
S1 82.506 82.603

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

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