ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 83.430 82.405 -1.025 -1.2% 82.755
High 83.470 82.625 -0.845 -1.0% 83.610
Low 82.360 82.125 -0.235 -0.3% 82.225
Close 82.446 82.304 -0.142 -0.2% 82.446
Range 1.110 0.500 -0.610 -55.0% 1.385
ATR 0.687 0.674 -0.013 -1.9% 0.000
Volume 24,432 15,132 -9,300 -38.1% 111,093
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 83.851 83.578 82.579
R3 83.351 83.078 82.442
R2 82.851 82.851 82.396
R1 82.578 82.578 82.350 82.465
PP 82.351 82.351 82.351 82.295
S1 82.078 82.078 82.258 81.965
S2 81.851 81.851 82.212
S3 81.351 81.578 82.167
S4 80.851 81.078 82.029
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 86.915 86.066 83.208
R3 85.530 84.681 82.827
R2 84.145 84.145 82.700
R1 83.296 83.296 82.573 83.028
PP 82.760 82.760 82.760 82.627
S1 81.911 81.911 82.319 81.643
S2 81.375 81.375 82.192
S3 79.990 80.526 82.065
S4 78.605 79.141 81.684
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.610 82.125 1.485 1.8% 0.820 1.0% 12% False True 22,451
10 84.245 82.125 2.120 2.6% 0.731 0.9% 8% False True 23,365
20 84.245 82.125 2.120 2.6% 0.629 0.8% 8% False True 21,386
40 84.245 81.390 2.855 3.5% 0.638 0.8% 32% False False 23,682
60 84.245 80.760 3.485 4.2% 0.603 0.7% 44% False False 16,115
80 84.245 79.025 5.220 6.3% 0.510 0.6% 63% False False 12,098
100 84.245 79.025 5.220 6.3% 0.438 0.5% 63% False False 9,681
Crabel Price Patterns
NR True
NR4 True
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 0.138
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.750
2.618 83.934
1.618 83.434
1.000 83.125
0.618 82.934
HIGH 82.625
0.618 82.434
0.500 82.375
0.382 82.316
LOW 82.125
0.618 81.816
1.000 81.625
1.618 81.316
2.618 80.816
4.250 80.000
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 82.375 82.868
PP 82.351 82.680
S1 82.328 82.492

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.