ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 81.255 81.120 -0.135 -0.2% 81.235
High 81.455 81.140 -0.315 -0.4% 81.675
Low 81.005 80.140 -0.865 -1.1% 80.140
Close 81.033 80.234 -0.799 -1.0% 80.234
Range 0.450 1.000 0.550 122.2% 1.535
ATR 0.498 0.534 0.036 7.2% 0.000
Volume 24,211 28,229 4,018 16.6% 84,932
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 83.505 82.869 80.784
R3 82.505 81.869 80.509
R2 81.505 81.505 80.417
R1 80.869 80.869 80.326 80.687
PP 80.505 80.505 80.505 80.414
S1 79.869 79.869 80.142 79.687
S2 79.505 79.505 80.051
S3 78.505 78.869 79.959
S4 77.505 77.869 79.684
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 85.288 84.296 81.078
R3 83.753 82.761 80.656
R2 82.218 82.218 80.515
R1 81.226 81.226 80.375 80.955
PP 80.683 80.683 80.683 80.547
S1 79.691 79.691 80.093 79.420
S2 79.148 79.148 79.953
S3 77.613 78.156 79.812
S4 76.078 76.621 79.390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.740 80.140 1.600 2.0% 0.626 0.8% 6% False True 21,883
10 81.840 80.140 1.700 2.1% 0.493 0.6% 6% False True 16,779
20 82.960 80.140 2.820 3.5% 0.480 0.6% 3% False True 17,424
40 84.245 80.140 4.105 5.1% 0.549 0.7% 2% False True 19,239
60 84.245 80.140 4.105 5.1% 0.572 0.7% 2% False True 21,496
80 84.245 80.140 4.105 5.1% 0.575 0.7% 2% False True 17,069
100 84.245 79.025 5.220 6.5% 0.511 0.6% 23% False False 13,664
120 84.245 79.025 5.220 6.5% 0.453 0.6% 23% False False 11,389
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 0.106
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 85.390
2.618 83.758
1.618 82.758
1.000 82.140
0.618 81.758
HIGH 81.140
0.618 80.758
0.500 80.640
0.382 80.522
LOW 80.140
0.618 79.522
1.000 79.140
1.618 78.522
2.618 77.522
4.250 75.890
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 80.640 80.908
PP 80.505 80.683
S1 80.369 80.459

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

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