ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 29-Aug-2012
Day Change Summary
Previous Current
28-Aug-2012 29-Aug-2012 Change Change % Previous Week
Open 81.700 81.365 -0.335 -0.4% 82.560
High 81.840 81.605 -0.235 -0.3% 82.765
Low 81.275 81.350 0.075 0.1% 81.220
Close 81.381 81.564 0.183 0.2% 81.603
Range 0.565 0.255 -0.310 -54.9% 1.545
ATR 0.516 0.498 -0.019 -3.6% 0.000
Volume 12,832 11,040 -1,792 -14.0% 103,148
Daily Pivots for day following 29-Aug-2012
Classic Woodie Camarilla DeMark
R4 82.271 82.173 81.704
R3 82.016 81.918 81.634
R2 81.761 81.761 81.611
R1 81.663 81.663 81.587 81.712
PP 81.506 81.506 81.506 81.531
S1 81.408 81.408 81.541 81.457
S2 81.251 81.251 81.517
S3 80.996 81.153 81.494
S4 80.741 80.898 81.424
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 81.840 81.220 0.620 0.8% 0.349 0.4% 55% False False 14,218
10 82.960 81.220 1.740 2.1% 0.448 0.5% 20% False False 17,205
20 83.610 81.220 2.390 2.9% 0.516 0.6% 14% False False 17,862
40 84.245 81.220 3.025 3.7% 0.547 0.7% 11% False False 19,734
60 84.245 81.220 3.025 3.7% 0.581 0.7% 11% False False 20,665
80 84.245 80.320 3.925 4.8% 0.552 0.7% 32% False False 15,584
100 84.245 79.025 5.220 6.4% 0.486 0.6% 49% False False 12,476
120 84.245 79.025 5.220 6.4% 0.427 0.5% 49% False False 10,399
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.106
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.689
2.618 82.273
1.618 82.018
1.000 81.860
0.618 81.763
HIGH 81.605
0.618 81.508
0.500 81.478
0.382 81.447
LOW 81.350
0.618 81.192
1.000 81.095
1.618 80.937
2.618 80.682
4.250 80.266
Fisher Pivots for day following 29-Aug-2012
Pivot 1 day 3 day
R1 81.535 81.562
PP 81.506 81.560
S1 81.478 81.558

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

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