ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 21-Aug-2012
Day Change Summary
Previous Current
20-Aug-2012 21-Aug-2012 Change Change % Previous Week
Open 82.560 82.485 -0.075 -0.1% 82.640
High 82.765 82.510 -0.255 -0.3% 82.960
Low 82.435 81.805 -0.630 -0.8% 82.250
Close 82.500 81.920 -0.580 -0.7% 82.663
Range 0.330 0.705 0.375 113.6% 0.710
ATR 0.544 0.556 0.011 2.1% 0.000
Volume 11,077 27,408 16,331 147.4% 76,376
Daily Pivots for day following 21-Aug-2012
Classic Woodie Camarilla DeMark
R4 84.193 83.762 82.308
R3 83.488 83.057 82.114
R2 82.783 82.783 82.049
R1 82.352 82.352 81.985 82.215
PP 82.078 82.078 82.078 82.010
S1 81.647 81.647 81.855 81.510
S2 81.373 81.373 81.791
S3 80.668 80.942 81.726
S4 79.963 80.237 81.532
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 81.805 1.155 1.4% 0.480 0.6% 10% False True 17,221
10 82.960 81.805 1.155 1.4% 0.456 0.6% 10% False True 16,516
20 84.175 81.805 2.370 2.9% 0.587 0.7% 5% False True 19,836
40 84.245 81.560 2.685 3.3% 0.578 0.7% 13% False False 21,006
60 84.245 81.390 2.855 3.5% 0.602 0.7% 19% False False 19,123
80 84.245 79.025 5.220 6.4% 0.537 0.7% 55% False False 14,360
100 84.245 79.025 5.220 6.4% 0.474 0.6% 55% False False 11,497
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.115
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 85.506
2.618 84.356
1.618 83.651
1.000 83.215
0.618 82.946
HIGH 82.510
0.618 82.241
0.500 82.158
0.382 82.074
LOW 81.805
0.618 81.369
1.000 81.100
1.618 80.664
2.618 79.959
4.250 78.809
Fisher Pivots for day following 21-Aug-2012
Pivot 1 day 3 day
R1 82.158 82.315
PP 82.078 82.183
S1 81.999 82.052

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

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