ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 06-Sep-2012
Day Change Summary
Previous Current
05-Sep-2012 06-Sep-2012 Change Change % Previous Week
Open 81.490 81.255 -0.235 -0.3% 81.615
High 81.675 81.455 -0.220 -0.3% 81.840
Low 81.115 81.005 -0.110 -0.1% 80.960
Close 81.235 81.033 -0.202 -0.2% 81.216
Range 0.560 0.450 -0.110 -19.6% 0.880
ATR 0.502 0.498 -0.004 -0.7% 0.000
Volume 19,884 24,211 4,327 21.8% 67,376
Daily Pivots for day following 06-Sep-2012
Classic Woodie Camarilla DeMark
R4 82.514 82.224 81.281
R3 82.064 81.774 81.157
R2 81.614 81.614 81.116
R1 81.324 81.324 81.074 81.244
PP 81.164 81.164 81.164 81.125
S1 80.874 80.874 80.992 80.794
S2 80.714 80.714 80.951
S3 80.264 80.424 80.909
S4 79.814 79.974 80.786
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% 0.500 0.6% 9% False False 18,136
10 81.840 80.960 0.880 1.1% 0.425 0.5% 8% False False 16,177
20 82.960 80.960 2.000 2.5% 0.460 0.6% 4% False False 16,902
40 84.245 80.960 3.285 4.1% 0.534 0.7% 2% False False 19,005
60 84.245 80.960 3.285 4.1% 0.566 0.7% 2% False False 21,443
80 84.245 80.960 3.285 4.1% 0.565 0.7% 2% False False 16,717
100 84.245 79.025 5.220 6.4% 0.502 0.6% 38% False False 13,382
120 84.245 79.025 5.220 6.4% 0.447 0.6% 38% False False 11,154
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.109
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.368
2.618 82.633
1.618 82.183
1.000 81.905
0.618 81.733
HIGH 81.455
0.618 81.283
0.500 81.230
0.382 81.177
LOW 81.005
0.618 80.727
1.000 80.555
1.618 80.277
2.618 79.827
4.250 79.093
Fisher Pivots for day following 06-Sep-2012
Pivot 1 day 3 day
R1 81.230 81.340
PP 81.164 81.238
S1 81.099 81.135

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

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