ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 24-Aug-2012
Day Change Summary
Previous Current
23-Aug-2012 24-Aug-2012 Change Change % Previous Week
Open 81.480 81.390 -0.090 -0.1% 82.560
High 81.535 81.750 0.215 0.3% 82.765
Low 81.220 81.365 0.145 0.2% 81.220
Close 81.359 81.603 0.244 0.3% 81.603
Range 0.315 0.385 0.070 22.2% 1.545
ATR 0.546 0.535 -0.011 -2.0% 0.000
Volume 22,209 15,490 -6,719 -30.3% 103,148
Daily Pivots for day following 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 82.728 82.550 81.815
R3 82.343 82.165 81.709
R2 81.958 81.958 81.674
R1 81.780 81.780 81.638 81.869
PP 81.573 81.573 81.573 81.617
S1 81.395 81.395 81.568 81.484
S2 81.188 81.188 81.532
S3 80.803 81.010 81.497
S4 80.418 80.625 81.391
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 86.498 85.595 82.453
R3 84.953 84.050 82.028
R2 83.408 83.408 81.886
R1 82.505 82.505 81.745 82.184
PP 81.863 81.863 81.863 81.702
S1 80.960 80.960 81.461 80.639
S2 80.318 80.318 81.320
S3 78.773 79.415 81.178
S4 77.228 77.870 80.753
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.765 81.220 1.545 1.9% 0.480 0.6% 25% False False 20,629
10 82.960 81.220 1.740 2.1% 0.461 0.6% 22% False False 17,952
20 83.610 81.220 2.390 2.9% 0.535 0.7% 16% False False 18,630
40 84.245 81.220 3.025 3.7% 0.574 0.7% 13% False False 20,714
60 84.245 81.220 3.025 3.7% 0.599 0.7% 13% False False 20,180
80 84.245 79.510 4.735 5.8% 0.550 0.7% 44% False False 15,168
100 84.245 79.025 5.220 6.4% 0.477 0.6% 49% False False 12,142
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.110
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.386
2.618 82.758
1.618 82.373
1.000 82.135
0.618 81.988
HIGH 81.750
0.618 81.603
0.500 81.558
0.382 81.512
LOW 81.365
0.618 81.127
1.000 80.980
1.618 80.742
2.618 80.357
4.250 79.729
Fisher Pivots for day following 24-Aug-2012
Pivot 1 day 3 day
R1 81.588 81.678
PP 81.573 81.653
S1 81.558 81.628

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

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