ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 83.090 82.890 -0.200 -0.2% 83.290
High 83.195 83.045 -0.150 -0.2% 83.525
Low 82.790 82.360 -0.430 -0.5% 82.350
Close 82.894 82.507 -0.387 -0.5% 83.002
Range 0.405 0.685 0.280 69.1% 1.175
ATR 0.563 0.572 0.009 1.5% 0.000
Volume 22,994 25,040 2,046 8.9% 16,859
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 84.692 84.285 82.884
R3 84.007 83.600 82.695
R2 83.322 83.322 82.633
R1 82.915 82.915 82.570 82.776
PP 82.637 82.637 82.637 82.568
S1 82.230 82.230 82.444 82.091
S2 81.952 81.952 82.381
S3 81.267 81.545 82.319
S4 80.582 80.860 82.130
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% 0.670 0.8% 30% False False 13,545
10 84.000 82.100 1.900 2.3% 0.658 0.8% 21% False False 7,386
20 84.000 81.415 2.585 3.1% 0.586 0.7% 42% False False 3,788
40 84.000 79.025 4.975 6.0% 0.419 0.5% 70% False False 1,916
60 84.000 79.025 4.975 6.0% 0.335 0.4% 70% False False 1,283
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 0.178
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.956
2.618 84.838
1.618 84.153
1.000 83.730
0.618 83.468
HIGH 83.045
0.618 82.783
0.500 82.703
0.382 82.622
LOW 82.360
0.618 81.937
1.000 81.675
1.618 81.252
2.618 80.567
4.250 79.449
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 82.703 82.648
PP 82.637 82.601
S1 82.572 82.554

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

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