ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 83.560 83.305 -0.255 -0.3% 81.730
High 83.630 83.650 0.020 0.0% 83.605
Low 83.265 83.135 -0.130 -0.2% 81.655
Close 83.351 83.559 0.208 0.2% 83.561
Range 0.365 0.515 0.150 41.1% 1.950
ATR 0.639 0.630 -0.009 -1.4% 0.000
Volume 23,705 18,930 -4,775 -20.1% 90,268
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 84.993 84.791 83.842
R3 84.478 84.276 83.701
R2 83.963 83.963 83.653
R1 83.761 83.761 83.606 83.862
PP 83.448 83.448 83.448 83.499
S1 83.246 83.246 83.512 83.347
S2 82.933 82.933 83.465
S3 82.418 82.731 83.417
S4 81.903 82.216 83.276
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 83.650 81.815 1.835 2.2% 0.567 0.7% 95% True False 23,166
10 83.650 81.560 2.090 2.5% 0.615 0.7% 96% True False 24,974
20 83.650 81.390 2.260 2.7% 0.625 0.7% 96% True False 26,517
40 84.000 81.390 2.610 3.1% 0.592 0.7% 83% False False 13,953
60 84.000 79.025 4.975 6.0% 0.476 0.6% 91% False False 9,317
80 84.000 79.025 4.975 6.0% 0.397 0.5% 91% False False 6,991
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.129
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.839
2.618 84.998
1.618 84.483
1.000 84.165
0.618 83.968
HIGH 83.650
0.618 83.453
0.500 83.393
0.382 83.332
LOW 83.135
0.618 82.817
1.000 82.620
1.618 82.302
2.618 81.787
4.250 80.946
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 83.504 83.462
PP 83.448 83.365
S1 83.393 83.268

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

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