ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 81.570 81.700 0.130 0.2% 81.615
High 81.780 81.740 -0.040 0.0% 81.840
Low 81.410 80.960 -0.450 -0.6% 80.960
Close 81.713 81.216 -0.497 -0.6% 81.216
Range 0.370 0.780 0.410 110.8% 0.880
ATR 0.488 0.509 0.021 4.3% 0.000
Volume 9,498 24,483 14,985 157.8% 67,376
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 83.645 83.211 81.645
R3 82.865 82.431 81.431
R2 82.085 82.085 81.359
R1 81.651 81.651 81.288 81.478
PP 81.305 81.305 81.305 81.219
S1 80.871 80.871 81.145 80.698
S2 80.525 80.525 81.073
S3 79.745 80.091 81.002
S4 78.965 79.311 80.787
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 83.979 83.477 81.700
R3 83.099 82.597 81.458
R2 82.219 82.219 81.377
R1 81.717 81.717 81.297 81.528
PP 81.339 81.339 81.339 81.244
S1 80.837 80.837 81.135 80.648
S2 80.459 80.459 81.055
S3 79.579 79.957 80.974
S4 78.699 79.077 80.732
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.840 80.960 0.880 1.1% 0.439 0.5% 29% False True 13,475
10 82.765 80.960 1.805 2.2% 0.460 0.6% 14% False True 17,052
20 82.960 80.960 2.000 2.5% 0.449 0.6% 13% False True 16,444
40 84.245 80.960 3.285 4.0% 0.535 0.7% 8% False True 19,129
60 84.245 80.960 3.285 4.0% 0.580 0.7% 8% False True 21,157
80 84.245 80.540 3.705 4.6% 0.560 0.7% 18% False False 16,009
100 84.245 79.025 5.220 6.4% 0.496 0.6% 42% False False 12,816
120 84.245 79.025 5.220 6.4% 0.437 0.5% 42% False False 10,682
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.093
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 85.055
2.618 83.782
1.618 83.002
1.000 82.520
0.618 82.222
HIGH 81.740
0.618 81.442
0.500 81.350
0.382 81.258
LOW 80.960
0.618 80.478
1.000 80.180
1.618 79.698
2.618 78.918
4.250 77.645
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 81.350 81.370
PP 81.305 81.319
S1 81.261 81.267

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

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