ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 81.235 81.490 0.255 0.3% 81.615
High 81.395 81.675 0.280 0.3% 81.840
Low 81.055 81.115 0.060 0.1% 80.960
Close 81.316 81.235 -0.081 -0.1% 81.216
Range 0.340 0.560 0.220 64.7% 0.880
ATR 0.497 0.502 0.004 0.9% 0.000
Volume 12,608 19,884 7,276 57.7% 67,376
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 83.022 82.688 81.543
R3 82.462 82.128 81.389
R2 81.902 81.902 81.338
R1 81.568 81.568 81.286 81.455
PP 81.342 81.342 81.342 81.285
S1 81.008 81.008 81.184 80.895
S2 80.782 80.782 81.132
S3 80.222 80.448 81.081
S4 79.662 79.888 80.927
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 81.780 80.960 0.820 1.0% 0.461 0.6% 34% False False 15,502
10 82.135 80.960 1.175 1.4% 0.446 0.5% 23% False False 16,453
20 82.960 80.960 2.000 2.5% 0.451 0.6% 14% False False 16,484
40 84.245 80.960 3.285 4.0% 0.536 0.7% 8% False False 18,875
60 84.245 80.960 3.285 4.0% 0.566 0.7% 8% False False 21,423
80 84.245 80.960 3.285 4.0% 0.564 0.7% 8% False False 16,414
100 84.245 79.025 5.220 6.4% 0.500 0.6% 42% False False 13,140
120 84.245 79.025 5.220 6.4% 0.443 0.5% 42% False False 10,952
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.113
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.055
2.618 83.141
1.618 82.581
1.000 82.235
0.618 82.021
HIGH 81.675
0.618 81.461
0.500 81.395
0.382 81.329
LOW 81.115
0.618 80.769
1.000 80.555
1.618 80.209
2.618 79.649
4.250 78.735
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 81.395 81.350
PP 81.342 81.312
S1 81.288 81.273

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

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