ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 81.730 82.025 0.295 0.4% 82.490
High 82.095 82.145 0.050 0.1% 83.070
Low 81.655 81.815 0.160 0.2% 81.560
Close 82.008 81.872 -0.136 -0.2% 81.753
Range 0.440 0.330 -0.110 -25.0% 1.510
ATR 0.634 0.612 -0.022 -3.4% 0.000
Volume 17,071 15,004 -2,067 -12.1% 135,268
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 82.934 82.733 82.054
R3 82.604 82.403 81.963
R2 82.274 82.274 81.933
R1 82.073 82.073 81.902 82.009
PP 81.944 81.944 81.944 81.912
S1 81.743 81.743 81.842 81.679
S2 81.614 81.614 81.812
S3 81.284 81.413 81.781
S4 80.954 81.083 81.691
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% 0.642 0.8% 21% False False 24,644
10 83.070 81.405 1.665 2.0% 0.585 0.7% 28% False False 26,161
20 83.450 81.390 2.060 2.5% 0.648 0.8% 23% False False 22,527
40 84.000 80.320 3.680 4.5% 0.556 0.7% 42% False False 11,434
60 84.000 79.025 4.975 6.1% 0.445 0.5% 57% False False 7,637
80 84.000 79.025 4.975 6.1% 0.367 0.4% 57% False False 5,731
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.132
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 83.548
2.618 83.009
1.618 82.679
1.000 82.475
0.618 82.349
HIGH 82.145
0.618 82.019
0.500 81.980
0.382 81.941
LOW 81.815
0.618 81.611
1.000 81.485
1.618 81.281
2.618 80.951
4.250 80.413
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 81.980 82.233
PP 81.944 82.112
S1 81.908 81.992

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

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