ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 82.670 82.415 -0.255 -0.3% 83.290
High 83.450 83.070 -0.380 -0.5% 83.525
Low 82.670 82.100 -0.570 -0.7% 82.350
Close 83.002 82.969 -0.033 0.0% 83.002
Range 0.780 0.970 0.190 24.4% 1.175
ATR 0.545 0.576 0.030 5.6% 0.000
Volume 8,383 8,172 -211 -2.5% 16,859
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 85.623 85.266 83.503
R3 84.653 84.296 83.236
R2 83.683 83.683 83.147
R1 83.326 83.326 83.058 83.505
PP 82.713 82.713 82.713 82.802
S1 82.356 82.356 82.880 82.535
S2 81.743 81.743 82.791
S3 80.773 81.386 82.702
S4 79.803 80.416 82.436
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 86.484 85.918 83.648
R3 85.309 84.743 83.325
R2 84.134 84.134 83.217
R1 83.568 83.568 83.110 83.264
PP 82.959 82.959 82.959 82.807
S1 82.393 82.393 82.894 82.089
S2 81.784 81.784 82.787
S3 80.609 81.218 82.679
S4 79.434 80.043 82.356
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.450 82.100 1.350 1.6% 0.729 0.9% 64% False True 4,809
10 84.000 82.100 1.900 2.3% 0.667 0.8% 46% False True 2,657
20 84.000 81.410 2.590 3.1% 0.559 0.7% 60% False False 1,389
40 84.000 79.025 4.975 6.0% 0.401 0.5% 79% False False 717
60 84.000 79.025 4.975 6.0% 0.321 0.4% 79% False False 482
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.178
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 87.193
2.618 85.609
1.618 84.639
1.000 84.040
0.618 83.669
HIGH 83.070
0.618 82.699
0.500 82.585
0.382 82.471
LOW 82.100
0.618 81.501
1.000 81.130
1.618 80.531
2.618 79.561
4.250 77.978
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 82.841 82.904
PP 82.713 82.840
S1 82.585 82.775

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

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