ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 81.510 82.110 0.600 0.7% 82.415
High 82.365 82.280 -0.085 -0.1% 83.195
Low 81.430 81.390 -0.040 0.0% 81.710
Close 82.216 81.586 -0.630 -0.8% 81.967
Range 0.935 0.890 -0.045 -4.8% 1.485
ATR 0.606 0.626 0.020 3.3% 0.000
Volume 28,001 34,984 6,983 24.9% 113,088
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 84.422 83.894 82.076
R3 83.532 83.004 81.831
R2 82.642 82.642 81.749
R1 82.114 82.114 81.668 81.933
PP 81.752 81.752 81.752 81.662
S1 81.224 81.224 81.504 81.043
S2 80.862 80.862 81.423
S3 79.972 80.334 81.341
S4 79.082 79.444 81.097
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 83.045 81.390 1.655 2.0% 0.748 0.9% 12% False True 28,981
10 83.450 81.390 2.060 2.5% 0.711 0.9% 10% False True 18,894
20 84.000 81.390 2.610 3.2% 0.632 0.8% 8% False True 9,764
40 84.000 79.025 4.975 6.1% 0.465 0.6% 51% False False 4,908
60 84.000 79.025 4.975 6.1% 0.374 0.5% 51% False False 3,280
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 0.143
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.063
2.618 84.610
1.618 83.720
1.000 83.170
0.618 82.830
HIGH 82.280
0.618 81.940
0.500 81.835
0.382 81.730
LOW 81.390
0.618 80.840
1.000 80.500
1.618 79.950
2.618 79.060
4.250 77.608
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 81.835 81.878
PP 81.752 81.780
S1 81.669 81.683

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

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