ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 80.185 80.360 0.175 0.2% 81.235
High 80.400 80.370 -0.030 0.0% 81.675
Low 80.170 79.765 -0.405 -0.5% 80.140
Close 80.343 79.836 -0.507 -0.6% 80.234
Range 0.230 0.605 0.375 163.0% 1.535
ATR 0.512 0.519 0.007 1.3% 0.000
Volume 20,647 20,179 -468 -2.3% 84,932
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 81.805 81.426 80.169
R3 81.200 80.821 80.002
R2 80.595 80.595 79.947
R1 80.216 80.216 79.891 80.103
PP 79.990 79.990 79.990 79.934
S1 79.611 79.611 79.781 79.498
S2 79.385 79.385 79.725
S3 78.780 79.006 79.670
S4 78.175 78.401 79.503
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 81.675 79.765 1.910 2.4% 0.569 0.7% 4% False True 22,630
10 81.840 79.765 2.075 2.6% 0.516 0.6% 3% False True 18,361
20 82.960 79.765 3.195 4.0% 0.476 0.6% 2% False True 17,978
40 84.245 79.765 4.480 5.6% 0.540 0.7% 2% False True 19,289
60 84.245 79.765 4.480 5.6% 0.565 0.7% 2% False True 21,228
80 84.245 79.765 4.480 5.6% 0.574 0.7% 2% False True 17,576
100 84.245 79.025 5.220 6.5% 0.512 0.6% 16% False False 14,072
120 84.245 79.025 5.220 6.5% 0.458 0.6% 16% False False 11,730
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 0.095
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.941
2.618 81.954
1.618 81.349
1.000 80.975
0.618 80.744
HIGH 80.370
0.618 80.139
0.500 80.068
0.382 79.996
LOW 79.765
0.618 79.391
1.000 79.160
1.618 78.786
2.618 78.181
4.250 77.194
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 80.068 80.453
PP 79.990 80.247
S1 79.913 80.042

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

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