ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 81.390 81.615 0.225 0.3% 82.560
High 81.750 81.730 -0.020 0.0% 82.765
Low 81.365 81.505 0.140 0.2% 81.220
Close 81.603 81.691 0.088 0.1% 81.603
Range 0.385 0.225 -0.160 -41.6% 1.545
ATR 0.535 0.512 -0.022 -4.1% 0.000
Volume 15,490 9,523 -5,967 -38.5% 103,148
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 82.317 82.229 81.815
R3 82.092 82.004 81.753
R2 81.867 81.867 81.732
R1 81.779 81.779 81.712 81.823
PP 81.642 81.642 81.642 81.664
S1 81.554 81.554 81.670 81.598
S2 81.417 81.417 81.650
S3 81.192 81.329 81.629
S4 80.967 81.104 81.567
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 82.510 81.220 1.290 1.6% 0.459 0.6% 37% False False 20,318
10 82.960 81.220 1.740 2.1% 0.436 0.5% 27% False False 17,595
20 83.610 81.220 2.390 2.9% 0.531 0.6% 20% False False 18,407
40 84.245 81.220 3.025 3.7% 0.546 0.7% 16% False False 19,939
60 84.245 81.220 3.025 3.7% 0.588 0.7% 16% False False 20,334
80 84.245 79.995 4.250 5.2% 0.548 0.7% 40% False False 15,287
100 84.245 79.025 5.220 6.4% 0.479 0.6% 51% False False 12,238
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.108
Narrowest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 82.686
2.618 82.319
1.618 82.094
1.000 81.955
0.618 81.869
HIGH 81.730
0.618 81.644
0.500 81.618
0.382 81.591
LOW 81.505
0.618 81.366
1.000 81.280
1.618 81.141
2.618 80.916
4.250 80.549
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 81.667 81.622
PP 81.642 81.554
S1 81.618 81.485

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

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