ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 02-Jul-2012
Day Change Summary
Previous Current
29-Jun-2012 02-Jul-2012 Change Change % Previous Week
Open 82.885 81.730 -1.155 -1.4% 82.490
High 82.905 82.095 -0.810 -1.0% 83.070
Low 81.560 81.655 0.095 0.1% 81.560
Close 81.753 82.008 0.255 0.3% 81.753
Range 1.345 0.440 -0.905 -67.3% 1.510
ATR 0.649 0.634 -0.015 -2.3% 0.000
Volume 40,494 17,071 -23,423 -57.8% 135,268
Daily Pivots for day following 02-Jul-2012
Classic Woodie Camarilla DeMark
R4 83.239 83.064 82.250
R3 82.799 82.624 82.129
R2 82.359 82.359 82.089
R1 82.184 82.184 82.048 82.272
PP 81.919 81.919 81.919 81.963
S1 81.744 81.744 81.968 81.832
S2 81.479 81.479 81.927
S3 81.039 81.304 81.887
S4 80.599 80.864 81.766
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 86.658 85.715 82.584
R3 85.148 84.205 82.168
R2 83.638 83.638 82.030
R1 82.695 82.695 81.891 82.412
PP 82.128 82.128 82.128 81.986
S1 81.185 81.185 81.615 80.902
S2 80.618 80.618 81.476
S3 79.108 79.675 81.338
S4 77.598 78.165 80.923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.070 81.560 1.510 1.8% 0.663 0.8% 30% False False 26,783
10 83.070 81.390 1.680 2.0% 0.641 0.8% 37% False False 28,159
20 83.450 81.390 2.060 2.5% 0.666 0.8% 30% False False 21,927
40 84.000 80.190 3.810 4.6% 0.554 0.7% 48% False False 11,060
60 84.000 79.025 4.975 6.1% 0.440 0.5% 60% False False 7,387
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.137
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.965
2.618 83.247
1.618 82.807
1.000 82.535
0.618 82.367
HIGH 82.095
0.618 81.927
0.500 81.875
0.382 81.823
LOW 81.655
0.618 81.383
1.000 81.215
1.618 80.943
2.618 80.503
4.250 79.785
Fisher Pivots for day following 02-Jul-2012
Pivot 1 day 3 day
R1 81.964 82.315
PP 81.919 82.213
S1 81.875 82.110

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

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