ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 83.755 82.930 -0.825 -1.0% 83.750
High 83.850 83.065 -0.785 -0.9% 84.245
Low 82.660 82.400 -0.260 -0.3% 82.400
Close 82.859 82.765 -0.094 -0.1% 82.765
Range 1.190 0.665 -0.525 -44.1% 1.845
ATR 0.624 0.627 0.003 0.5% 0.000
Volume 35,680 34,353 -1,327 -3.7% 130,374
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 84.738 84.417 83.131
R3 84.073 83.752 82.948
R2 83.408 83.408 82.887
R1 83.087 83.087 82.826 82.915
PP 82.743 82.743 82.743 82.658
S1 82.422 82.422 82.704 82.250
S2 82.078 82.078 82.643
S3 81.413 81.757 82.582
S4 80.748 81.092 82.399
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 88.672 87.563 83.780
R3 86.827 85.718 83.272
R2 84.982 84.982 83.103
R1 83.873 83.873 82.934 83.505
PP 83.137 83.137 83.137 82.953
S1 82.028 82.028 82.596 81.660
S2 81.292 81.292 82.427
S3 79.447 80.183 82.258
S4 77.602 78.338 81.750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.245 82.400 1.845 2.2% 0.662 0.8% 20% False True 26,074
10 84.245 82.400 1.845 2.2% 0.617 0.7% 20% False True 22,145
20 84.245 81.560 2.685 3.2% 0.613 0.7% 45% False False 22,798
40 84.245 81.390 2.855 3.4% 0.631 0.8% 48% False False 20,956
60 84.245 79.510 4.735 5.7% 0.555 0.7% 69% False False 14,014
80 84.245 79.025 5.220 6.3% 0.462 0.6% 72% False False 10,521
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 0.114
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.891
2.618 84.806
1.618 84.141
1.000 83.730
0.618 83.476
HIGH 83.065
0.618 82.811
0.500 82.733
0.382 82.654
LOW 82.400
0.618 81.989
1.000 81.735
1.618 81.324
2.618 80.659
4.250 79.574
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 82.754 83.288
PP 82.743 83.113
S1 82.733 82.939

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

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