ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 82.340 82.910 0.570 0.7% 81.730
High 83.085 83.605 0.520 0.6% 83.605
Low 82.180 82.885 0.705 0.9% 81.655
Close 82.942 83.561 0.619 0.7% 83.561
Range 0.905 0.720 -0.185 -20.4% 1.950
ATR 0.655 0.660 0.005 0.7% 0.000
Volume 27,610 30,583 2,973 10.8% 90,268
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 85.510 85.256 83.957
R3 84.790 84.536 83.759
R2 84.070 84.070 83.693
R1 83.816 83.816 83.627 83.943
PP 83.350 83.350 83.350 83.414
S1 83.096 83.096 83.495 83.223
S2 82.630 82.630 83.429
S3 81.910 82.376 83.363
S4 81.190 81.656 83.165
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 88.790 88.126 84.634
R3 86.840 86.176 84.097
R2 84.890 84.890 83.919
R1 84.226 84.226 83.740 84.558
PP 82.940 82.940 82.940 83.107
S1 82.276 82.276 83.382 82.608
S2 80.990 80.990 83.204
S3 79.040 80.326 83.025
S4 77.090 78.376 82.489
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.605 81.560 2.045 2.4% 0.748 0.9% 98% True False 26,152
10 83.605 81.560 2.045 2.4% 0.597 0.7% 98% True False 24,764
20 83.605 81.390 2.215 2.7% 0.669 0.8% 98% True False 25,213
40 84.000 80.540 3.460 4.1% 0.585 0.7% 87% False False 12,888
60 84.000 79.025 4.975 6.0% 0.470 0.6% 91% False False 8,607
80 84.000 79.025 4.975 6.0% 0.388 0.5% 91% False False 6,458
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.123
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.665
2.618 85.490
1.618 84.770
1.000 84.325
0.618 84.050
HIGH 83.605
0.618 83.330
0.500 83.245
0.382 83.160
LOW 82.885
0.618 82.440
1.000 82.165
1.618 81.720
2.618 81.000
4.250 79.825
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 83.456 83.277
PP 83.350 82.994
S1 83.245 82.710

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

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