ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 05-Jul-2012
Day Change Summary
Previous Current
03-Jul-2012 05-Jul-2012 Change Change % Previous Week
Open 82.025 82.340 0.315 0.4% 82.490
High 82.145 83.085 0.940 1.1% 83.070
Low 81.815 82.180 0.365 0.4% 81.560
Close 81.872 82.942 1.070 1.3% 81.753
Range 0.330 0.905 0.575 174.2% 1.510
ATR 0.612 0.655 0.043 7.0% 0.000
Volume 15,004 27,610 12,606 84.0% 135,268
Daily Pivots for day following 05-Jul-2012
Classic Woodie Camarilla DeMark
R4 85.451 85.101 83.440
R3 84.546 84.196 83.191
R2 83.641 83.641 83.108
R1 83.291 83.291 83.025 83.466
PP 82.736 82.736 82.736 82.823
S1 82.386 82.386 82.859 82.561
S2 81.831 81.831 82.776
S3 80.926 81.481 82.693
S4 80.021 80.576 82.444
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 83.085 81.560 1.525 1.8% 0.736 0.9% 91% True False 26,266
10 83.085 81.560 1.525 1.8% 0.620 0.7% 91% True False 24,673
20 83.450 81.390 2.060 2.5% 0.658 0.8% 75% False False 23,840
40 84.000 80.395 3.605 4.3% 0.571 0.7% 71% False False 12,124
60 84.000 79.025 4.975 6.0% 0.460 0.6% 79% False False 8,097
80 84.000 79.025 4.975 6.0% 0.379 0.5% 79% False False 6,076
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 0.123
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.931
2.618 85.454
1.618 84.549
1.000 83.990
0.618 83.644
HIGH 83.085
0.618 82.739
0.500 82.633
0.382 82.526
LOW 82.180
0.618 81.621
1.000 81.275
1.618 80.716
2.618 79.811
4.250 78.334
Fisher Pivots for day following 05-Jul-2012
Pivot 1 day 3 day
R1 82.839 82.751
PP 82.736 82.561
S1 82.633 82.370

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

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