ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 82.695 82.445 -0.250 -0.3% 82.640
High 82.960 82.825 -0.135 -0.2% 82.960
Low 82.375 82.380 0.005 0.0% 82.250
Close 82.417 82.663 0.246 0.3% 82.663
Range 0.585 0.445 -0.140 -23.9% 0.710
ATR 0.569 0.560 -0.009 -1.6% 0.000
Volume 19,638 15,870 -3,768 -19.2% 76,376
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 83.958 83.755 82.908
R3 83.513 83.310 82.785
R2 83.068 83.068 82.745
R1 82.865 82.865 82.704 82.967
PP 82.623 82.623 82.623 82.673
S1 82.420 82.420 82.622 82.522
S2 82.178 82.178 82.581
S3 81.733 81.975 82.541
S4 81.288 81.530 82.418
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 84.754 84.419 83.054
R3 84.044 83.709 82.858
R2 83.334 83.334 82.793
R1 82.999 82.999 82.728 83.167
PP 82.624 82.624 82.624 82.708
S1 82.289 82.289 82.598 82.457
S2 81.914 81.914 82.533
S3 81.204 81.579 82.468
S4 80.494 80.869 82.273
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% 58% False False 15,275
10 82.960 82.065 0.895 1.1% 0.439 0.5% 67% False False 15,836
20 84.245 82.065 2.180 2.6% 0.581 0.7% 27% False False 19,991
40 84.245 81.560 2.685 3.2% 0.570 0.7% 41% False False 21,057
60 84.245 81.390 2.855 3.5% 0.597 0.7% 45% False False 18,490
80 84.245 79.025 5.220 6.3% 0.531 0.6% 70% False False 13,880
100 84.245 79.025 5.220 6.3% 0.467 0.6% 70% False False 11,112
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.131
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.716
2.618 83.990
1.618 83.545
1.000 83.270
0.618 83.100
HIGH 82.825
0.618 82.655
0.500 82.603
0.382 82.550
LOW 82.380
0.618 82.105
1.000 81.935
1.618 81.660
2.618 81.215
4.250 80.489
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 82.643 82.668
PP 82.623 82.666
S1 82.603 82.665

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

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