ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 82.585 82.210 -0.375 -0.5% 82.415
High 82.750 82.305 -0.445 -0.5% 83.195
Low 82.115 81.710 -0.405 -0.5% 81.710
Close 82.346 81.967 -0.379 -0.5% 81.967
Range 0.635 0.595 -0.040 -6.3% 1.485
ATR 0.577 0.581 0.004 0.7% 0.000
Volume 28,530 28,352 -178 -0.6% 113,088
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 83.779 83.468 82.294
R3 83.184 82.873 82.131
R2 82.589 82.589 82.076
R1 82.278 82.278 82.022 82.136
PP 81.994 81.994 81.994 81.923
S1 81.683 81.683 81.912 81.541
S2 81.399 81.399 81.858
S3 80.804 81.088 81.803
S4 80.209 80.493 81.640
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 86.746 85.841 82.784
R3 85.261 84.356 82.375
R2 83.776 83.776 82.239
R1 82.871 82.871 82.103 82.581
PP 82.291 82.291 82.291 82.146
S1 81.386 81.386 81.831 81.096
S2 80.806 80.806 81.695
S3 79.321 79.901 81.559
S4 77.836 78.416 81.150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.195 81.710 1.485 1.8% 0.658 0.8% 17% False True 22,617
10 83.525 81.710 1.815 2.2% 0.654 0.8% 14% False True 12,994
20 84.000 81.415 2.585 3.2% 0.599 0.7% 21% False False 6,621
40 84.000 79.025 4.975 6.1% 0.433 0.5% 59% False False 3,337
60 84.000 79.025 4.975 6.1% 0.352 0.4% 59% False False 2,231
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 0.153
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.834
2.618 83.863
1.618 83.268
1.000 82.900
0.618 82.673
HIGH 82.305
0.618 82.078
0.500 82.008
0.382 81.937
LOW 81.710
0.618 81.342
1.000 81.115
1.618 80.747
2.618 80.152
4.250 79.181
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 82.008 82.378
PP 81.994 82.241
S1 81.981 82.104

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

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