ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 23-Aug-2012
Day Change Summary
Previous Current
22-Aug-2012 23-Aug-2012 Change Change % Previous Week
Open 81.900 81.480 -0.420 -0.5% 82.640
High 82.135 81.535 -0.600 -0.7% 82.960
Low 81.470 81.220 -0.250 -0.3% 82.250
Close 81.497 81.359 -0.138 -0.2% 82.663
Range 0.665 0.315 -0.350 -52.6% 0.710
ATR 0.563 0.546 -0.018 -3.1% 0.000
Volume 26,964 22,209 -4,755 -17.6% 76,376
Daily Pivots for day following 23-Aug-2012
Classic Woodie Camarilla DeMark
R4 82.316 82.153 81.532
R3 82.001 81.838 81.446
R2 81.686 81.686 81.417
R1 81.523 81.523 81.388 81.447
PP 81.371 81.371 81.371 81.334
S1 81.208 81.208 81.330 81.132
S2 81.056 81.056 81.301
S3 80.741 80.893 81.272
S4 80.426 80.578 81.186
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 82.825 81.220 1.605 2.0% 0.492 0.6% 9% False True 20,705
10 82.960 81.220 1.740 2.1% 0.467 0.6% 8% False True 18,069
20 83.610 81.220 2.390 2.9% 0.549 0.7% 6% False True 19,573
40 84.245 81.220 3.025 3.7% 0.581 0.7% 5% False True 21,105
60 84.245 81.220 3.025 3.7% 0.599 0.7% 5% False True 19,930
80 84.245 79.510 4.735 5.8% 0.547 0.7% 39% False False 14,974
100 84.245 79.025 5.220 6.4% 0.475 0.6% 45% False False 11,988
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.127
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 82.874
2.618 82.360
1.618 82.045
1.000 81.850
0.618 81.730
HIGH 81.535
0.618 81.415
0.500 81.378
0.382 81.340
LOW 81.220
0.618 81.025
1.000 80.905
1.618 80.710
2.618 80.395
4.250 79.881
Fisher Pivots for day following 23-Aug-2012
Pivot 1 day 3 day
R1 81.378 81.865
PP 81.371 81.696
S1 81.365 81.528

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

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