ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 81.700 81.235 -0.465 -0.6% 81.615
High 81.740 81.395 -0.345 -0.4% 81.840
Low 80.960 81.055 0.095 0.1% 80.960
Close 81.216 81.316 0.100 0.1% 81.216
Range 0.780 0.340 -0.440 -56.4% 0.880
ATR 0.509 0.497 -0.012 -2.4% 0.000
Volume 24,483 12,608 -11,875 -48.5% 67,376
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 82.275 82.136 81.503
R3 81.935 81.796 81.410
R2 81.595 81.595 81.378
R1 81.456 81.456 81.347 81.526
PP 81.255 81.255 81.255 81.290
S1 81.116 81.116 81.285 81.186
S2 80.915 80.915 81.254
S3 80.575 80.776 81.223
S4 80.235 80.436 81.129
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% 0.462 0.6% 40% False False 14,092
10 82.510 80.960 1.550 1.9% 0.461 0.6% 23% False False 17,205
20 82.960 80.960 2.000 2.5% 0.441 0.5% 18% False False 16,318
40 84.245 80.960 3.285 4.0% 0.535 0.7% 11% False False 18,852
60 84.245 80.960 3.285 4.0% 0.572 0.7% 11% False False 21,227
80 84.245 80.760 3.485 4.3% 0.562 0.7% 16% False False 16,166
100 84.245 79.025 5.220 6.4% 0.496 0.6% 44% False False 12,942
120 84.245 79.025 5.220 6.4% 0.439 0.5% 44% False False 10,787
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.097
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.840
2.618 82.285
1.618 81.945
1.000 81.735
0.618 81.605
HIGH 81.395
0.618 81.265
0.500 81.225
0.382 81.185
LOW 81.055
0.618 80.845
1.000 80.715
1.618 80.505
2.618 80.165
4.250 79.610
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 81.286 81.370
PP 81.255 81.352
S1 81.225 81.334

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

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