ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 83.540 83.600 0.060 0.1% 81.730
High 83.760 83.985 0.225 0.3% 83.605
Low 83.250 83.580 0.330 0.4% 81.655
Close 83.728 83.809 0.081 0.1% 83.561
Range 0.510 0.405 -0.105 -20.6% 1.950
ATR 0.621 0.606 -0.015 -2.5% 0.000
Volume 19,049 18,839 -210 -1.1% 90,268
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 85.006 84.813 84.032
R3 84.601 84.408 83.920
R2 84.196 84.196 83.883
R1 84.003 84.003 83.846 84.100
PP 83.791 83.791 83.791 83.840
S1 83.598 83.598 83.772 83.695
S2 83.386 83.386 83.735
S3 82.981 83.193 83.698
S4 82.576 82.788 83.586
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 83.985 82.885 1.100 1.3% 0.503 0.6% 84% True False 22,221
10 83.985 81.560 2.425 2.9% 0.620 0.7% 93% True False 24,244
20 83.985 81.390 2.595 3.1% 0.616 0.7% 93% True False 26,009
40 84.000 81.390 2.610 3.1% 0.601 0.7% 93% False False 14,898
60 84.000 79.025 4.975 5.9% 0.485 0.6% 96% False False 9,947
80 84.000 79.025 4.975 5.9% 0.405 0.5% 96% False False 7,464
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 0.120
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.706
2.618 85.045
1.618 84.640
1.000 84.390
0.618 84.235
HIGH 83.985
0.618 83.830
0.500 83.783
0.382 83.735
LOW 83.580
0.618 83.330
1.000 83.175
1.618 82.925
2.618 82.520
4.250 81.859
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 83.800 83.726
PP 83.791 83.643
S1 83.783 83.560

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

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