ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 83.150 83.250 0.100 0.1% 81.990
High 83.150 83.250 0.100 0.1% 82.850
Low 83.150 83.210 0.060 0.1% 81.745
Close 83.150 83.347 0.197 0.2% 82.792
Range 0.000 0.040 0.040 1.105
ATR 0.325 0.309 -0.016 -4.9% 0.000
Volume 2 2 0 0.0% 576
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 83.389 83.408 83.369
R3 83.349 83.368 83.358
R2 83.309 83.309 83.354
R1 83.328 83.328 83.351 83.319
PP 83.269 83.269 83.269 83.264
S1 83.288 83.288 83.343 83.279
S2 83.229 83.229 83.340
S3 83.189 83.248 83.336
S4 83.149 83.208 83.325
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 85.777 85.390 83.400
R3 84.672 84.285 83.096
R2 83.567 83.567 82.995
R1 83.180 83.180 82.893 83.374
PP 82.462 82.462 82.462 82.559
S1 82.075 82.075 82.691 82.269
S2 81.357 81.357 82.589
S3 80.252 80.970 82.488
S4 79.147 79.865 82.184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.250 82.780 0.470 0.6% 0.080 0.1% 121% True False 3
10 83.250 81.745 1.505 1.8% 0.214 0.3% 106% True False 109
20 83.753 81.745 2.008 2.4% 0.107 0.1% 80% False False 130
40 83.891 80.287 3.604 4.3% 0.054 0.1% 85% False False 65
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 0.013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.420
2.618 83.355
1.618 83.315
1.000 83.290
0.618 83.275
HIGH 83.250
0.618 83.235
0.500 83.230
0.382 83.225
LOW 83.210
0.618 83.185
1.000 83.170
1.618 83.145
2.618 83.105
4.250 83.040
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 83.308 83.253
PP 83.269 83.159
S1 83.230 83.065

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

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