ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 82.780 83.170 0.390 0.5% 83.750
High 83.270 83.610 0.340 0.4% 84.245
Low 82.540 82.225 -0.315 -0.4% 82.400
Close 83.178 83.451 0.273 0.3% 82.765
Range 0.730 1.385 0.655 89.7% 1.845
ATR 0.599 0.655 0.056 9.4% 0.000
Volume 20,038 37,917 17,879 89.2% 130,374
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 87.250 86.736 84.213
R3 85.865 85.351 83.832
R2 84.480 84.480 83.705
R1 83.966 83.966 83.578 84.223
PP 83.095 83.095 83.095 83.224
S1 82.581 82.581 83.324 82.838
S2 81.710 81.710 83.197
S3 80.325 81.196 83.070
S4 78.940 79.811 82.689
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 83.610 82.225 1.385 1.7% 0.694 0.8% 89% True True 24,202
10 84.245 82.225 2.020 2.4% 0.681 0.8% 61% False True 23,923
20 84.245 82.225 2.020 2.4% 0.602 0.7% 61% False True 22,122
40 84.245 81.390 2.855 3.4% 0.630 0.8% 72% False False 22,981
60 84.245 80.395 3.850 4.6% 0.581 0.7% 79% False False 15,456
80 84.245 79.025 5.220 6.3% 0.496 0.6% 85% False False 11,604
100 84.245 79.025 5.220 6.3% 0.423 0.5% 85% False False 9,285
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.119
Widest range in 102 trading days
Fibonacci Retracements and Extensions
4.250 89.496
2.618 87.236
1.618 85.851
1.000 84.995
0.618 84.466
HIGH 83.610
0.618 83.081
0.500 82.918
0.382 82.754
LOW 82.225
0.618 81.369
1.000 80.840
1.618 79.984
2.618 78.599
4.250 76.339
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 83.273 83.273
PP 83.095 83.095
S1 82.918 82.918

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

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