ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 83.105 83.015 -0.090 -0.1% 83.400
High 83.255 83.665 0.410 0.5% 83.770
Low 82.800 82.975 0.175 0.2% 82.800
Close 82.980 83.573 0.593 0.7% 83.573
Range 0.455 0.690 0.235 51.6% 0.970
ATR 0.585 0.593 0.007 1.3% 0.000
Volume 18,933 22,200 3,267 17.3% 91,078
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 85.474 85.214 83.953
R3 84.784 84.524 83.763
R2 84.094 84.094 83.700
R1 83.834 83.834 83.636 83.964
PP 83.404 83.404 83.404 83.470
S1 83.144 83.144 83.510 83.274
S2 82.714 82.714 83.447
S3 82.024 82.454 83.383
S4 81.334 81.764 83.194
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 86.291 85.902 84.107
R3 85.321 84.932 83.840
R2 84.351 84.351 83.751
R1 83.962 83.962 83.662 84.157
PP 83.381 83.381 83.381 83.478
S1 82.992 82.992 83.484 83.187
S2 82.411 82.411 83.395
S3 81.441 82.022 83.306
S4 80.471 81.052 83.040
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.770 82.800 0.970 1.2% 0.572 0.7% 80% False False 18,215
10 83.985 82.800 1.185 1.4% 0.521 0.6% 65% False False 19,482
20 83.985 81.560 2.425 2.9% 0.559 0.7% 83% False False 22,123
40 84.000 81.390 2.610 3.1% 0.606 0.7% 84% False False 17,740
60 84.000 79.025 4.975 6.0% 0.514 0.6% 91% False False 11,843
80 84.000 79.025 4.975 6.0% 0.439 0.5% 91% False False 8,893
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.133
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 86.598
2.618 85.471
1.618 84.781
1.000 84.355
0.618 84.091
HIGH 83.665
0.618 83.401
0.500 83.320
0.382 83.239
LOW 82.975
0.618 82.549
1.000 82.285
1.618 81.859
2.618 81.169
4.250 80.043
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 83.489 83.460
PP 83.404 83.346
S1 83.320 83.233

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

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