ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 82.890 82.585 -0.305 -0.4% 83.290
High 83.045 82.750 -0.295 -0.4% 83.525
Low 82.360 82.115 -0.245 -0.3% 82.350
Close 82.507 82.346 -0.161 -0.2% 83.002
Range 0.685 0.635 -0.050 -7.3% 1.175
ATR 0.572 0.577 0.004 0.8% 0.000
Volume 25,040 28,530 3,490 13.9% 16,859
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 84.309 83.962 82.695
R3 83.674 83.327 82.521
R2 83.039 83.039 82.462
R1 82.692 82.692 82.404 82.548
PP 82.404 82.404 82.404 82.332
S1 82.057 82.057 82.288 81.913
S2 81.769 81.769 82.230
S3 81.134 81.422 82.171
S4 80.499 80.787 81.997
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% 0.695 0.8% 18% False False 18,623
10 84.000 82.100 1.900 2.3% 0.682 0.8% 13% False False 10,189
20 84.000 81.415 2.585 3.1% 0.598 0.7% 36% False False 5,212
40 84.000 79.025 4.975 6.0% 0.429 0.5% 67% False False 2,629
60 84.000 79.025 4.975 6.0% 0.346 0.4% 67% False False 1,758
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.179
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.449
2.618 84.412
1.618 83.777
1.000 83.385
0.618 83.142
HIGH 82.750
0.618 82.507
0.500 82.433
0.382 82.358
LOW 82.115
0.618 81.723
1.000 81.480
1.618 81.088
2.618 80.453
4.250 79.416
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 82.433 82.655
PP 82.404 82.552
S1 82.375 82.449

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

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