ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 27-Mar-2012
Day Change Summary
Previous Current
26-Mar-2012 27-Mar-2012 Change Change % Previous Week
Open 79.495 79.125 -0.370 -0.5% 80.065
High 79.940 79.345 -0.595 -0.7% 80.195
Low 79.060 78.930 -0.130 -0.2% 79.325
Close 79.179 79.222 0.043 0.1% 79.576
Range 0.880 0.415 -0.465 -52.8% 0.870
ATR 0.602 0.589 -0.013 -2.2% 0.000
Volume 19,124 20,778 1,654 8.6% 95,797
Daily Pivots for day following 27-Mar-2012
Classic Woodie Camarilla DeMark
R4 80.411 80.231 79.450
R3 79.996 79.816 79.336
R2 79.581 79.581 79.298
R1 79.401 79.401 79.260 79.491
PP 79.166 79.166 79.166 79.211
S1 78.986 78.986 79.184 79.076
S2 78.751 78.751 79.146
S3 78.336 78.571 79.108
S4 77.921 78.156 78.994
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 82.309 81.812 80.055
R3 81.439 80.942 79.815
R2 80.569 80.569 79.736
R1 80.072 80.072 79.656 79.886
PP 79.699 79.699 79.699 79.605
S1 79.202 79.202 79.496 79.016
S2 78.829 78.829 79.417
S3 77.959 78.332 79.337
S4 77.089 77.462 79.098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.195 78.930 1.265 1.6% 0.613 0.8% 23% False True 20,488
10 81.160 78.930 2.230 2.8% 0.615 0.8% 13% False True 24,626
20 81.160 78.420 2.740 3.5% 0.626 0.8% 29% False False 14,852
40 81.160 78.420 2.740 3.5% 0.495 0.6% 29% False False 7,459
60 82.286 78.420 3.866 4.9% 0.380 0.5% 21% False False 4,976
80 82.286 78.420 3.866 4.9% 0.292 0.4% 21% False False 3,741
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.163
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.109
2.618 80.431
1.618 80.016
1.000 79.760
0.618 79.601
HIGH 79.345
0.618 79.186
0.500 79.138
0.382 79.089
LOW 78.930
0.618 78.674
1.000 78.515
1.618 78.259
2.618 77.844
4.250 77.166
Fisher Pivots for day following 27-Mar-2012
Pivot 1 day 3 day
R1 79.194 79.470
PP 79.166 79.387
S1 79.138 79.305

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

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