ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 81.615 81.700 0.085 0.1% 82.560
High 81.730 81.840 0.110 0.1% 82.765
Low 81.505 81.275 -0.230 -0.3% 81.220
Close 81.691 81.381 -0.310 -0.4% 81.603
Range 0.225 0.565 0.340 151.1% 1.545
ATR 0.512 0.516 0.004 0.7% 0.000
Volume 9,523 12,832 3,309 34.7% 103,148
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 83.194 82.852 81.692
R3 82.629 82.287 81.536
R2 82.064 82.064 81.485
R1 81.722 81.722 81.433 81.611
PP 81.499 81.499 81.499 81.443
S1 81.157 81.157 81.329 81.046
S2 80.934 80.934 81.277
S3 80.369 80.592 81.226
S4 79.804 80.027 81.070
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 82.135 81.220 0.915 1.1% 0.431 0.5% 18% False False 17,403
10 82.960 81.220 1.740 2.1% 0.456 0.6% 9% False False 17,312
20 83.610 81.220 2.390 2.9% 0.540 0.7% 7% False False 18,312
40 84.245 81.220 3.025 3.7% 0.549 0.7% 5% False False 19,833
60 84.245 81.220 3.025 3.7% 0.588 0.7% 5% False False 20,531
80 84.245 80.190 4.055 5.0% 0.551 0.7% 29% False False 15,447
100 84.245 79.025 5.220 6.4% 0.484 0.6% 45% False False 12,366
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.113
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.241
2.618 83.319
1.618 82.754
1.000 82.405
0.618 82.189
HIGH 81.840
0.618 81.624
0.500 81.558
0.382 81.491
LOW 81.275
0.618 80.926
1.000 80.710
1.618 80.361
2.618 79.796
4.250 78.874
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 81.558 81.558
PP 81.499 81.499
S1 81.440 81.440

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

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