ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 16-Aug-2012
Day Change Summary
Previous Current
15-Aug-2012 16-Aug-2012 Change Change % Previous Week
Open 82.595 82.695 0.100 0.1% 82.405
High 82.845 82.960 0.115 0.1% 82.945
Low 82.510 82.375 -0.135 -0.2% 82.065
Close 82.711 82.417 -0.294 -0.4% 82.631
Range 0.335 0.585 0.250 74.6% 0.880
ATR 0.568 0.569 0.001 0.2% 0.000
Volume 12,114 19,638 7,524 62.1% 81,986
Daily Pivots for day following 16-Aug-2012
Classic Woodie Camarilla DeMark
R4 84.339 83.963 82.739
R3 83.754 83.378 82.578
R2 83.169 83.169 82.524
R1 82.793 82.793 82.471 82.689
PP 82.584 82.584 82.584 82.532
S1 82.208 82.208 82.363 82.104
S2 81.999 81.999 82.310
S3 81.414 81.623 82.256
S4 80.829 81.038 82.095
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 85.187 84.789 83.115
R3 84.307 83.909 82.873
R2 83.427 83.427 82.792
R1 83.029 83.029 82.712 83.228
PP 82.547 82.547 82.547 82.647
S1 82.149 82.149 82.550 82.348
S2 81.667 81.667 82.470
S3 80.787 81.269 82.389
S4 79.907 80.389 82.147
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.960 82.250 0.710 0.9% 0.442 0.5% 24% True False 15,433
10 83.470 82.065 1.405 1.7% 0.505 0.6% 25% False False 16,692
20 84.245 82.065 2.180 2.6% 0.593 0.7% 16% False False 20,307
40 84.245 81.560 2.685 3.3% 0.582 0.7% 32% False False 21,402
60 84.245 81.390 2.855 3.5% 0.597 0.7% 36% False False 18,230
80 84.245 79.025 5.220 6.3% 0.528 0.6% 65% False False 13,683
100 84.245 79.025 5.220 6.3% 0.463 0.6% 65% False False 10,954
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.129
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 85.446
2.618 84.492
1.618 83.907
1.000 83.545
0.618 83.322
HIGH 82.960
0.618 82.737
0.500 82.668
0.382 82.598
LOW 82.375
0.618 82.013
1.000 81.790
1.618 81.428
2.618 80.843
4.250 79.889
Fisher Pivots for day following 16-Aug-2012
Pivot 1 day 3 day
R1 82.668 82.605
PP 82.584 82.542
S1 82.501 82.480

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

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