ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 14-Sep-2012
Day Change Summary
Previous Current
13-Sep-2012 14-Sep-2012 Change Change % Previous Week
Open 79.665 79.230 -0.435 -0.5% 80.185
High 80.075 79.265 -0.810 -1.0% 80.400
Low 79.150 78.600 -0.550 -0.7% 78.600
Close 79.237 78.841 -0.396 -0.5% 78.841
Range 0.925 0.665 -0.260 -28.1% 1.800
ATR 0.546 0.554 0.009 1.6% 0.000
Volume 29,551 16,153 -13,398 -45.3% 121,825
Daily Pivots for day following 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 80.897 80.534 79.207
R3 80.232 79.869 79.024
R2 79.567 79.567 78.963
R1 79.204 79.204 78.902 79.053
PP 78.902 78.902 78.902 78.827
S1 78.539 78.539 78.780 78.388
S2 78.237 78.237 78.719
S3 77.572 77.874 78.658
S4 76.907 77.209 78.475
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 84.680 83.561 79.831
R3 82.880 81.761 79.336
R2 81.080 81.080 79.171
R1 79.961 79.961 79.006 79.621
PP 79.280 79.280 79.280 79.110
S1 78.161 78.161 78.676 77.821
S2 77.480 77.480 78.511
S3 75.680 76.361 78.346
S4 73.880 74.561 77.851
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.400 78.600 1.800 2.3% 0.583 0.7% 13% False True 24,365
10 81.740 78.600 3.140 4.0% 0.605 0.8% 8% False True 23,124
20 82.825 78.600 4.225 5.4% 0.515 0.7% 6% False True 19,657
40 84.245 78.600 5.645 7.2% 0.554 0.7% 4% False True 19,982
60 84.245 78.600 5.645 7.2% 0.560 0.7% 4% False True 20,821
80 84.245 78.600 5.645 7.2% 0.577 0.7% 4% False True 18,587
100 84.245 78.600 5.645 7.2% 0.525 0.7% 4% False True 14,878
120 84.245 78.600 5.645 7.2% 0.472 0.6% 4% False True 12,404
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 0.121
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.091
2.618 81.006
1.618 80.341
1.000 79.930
0.618 79.676
HIGH 79.265
0.618 79.011
0.500 78.933
0.382 78.854
LOW 78.600
0.618 78.189
1.000 77.935
1.618 77.524
2.618 76.859
4.250 75.774
Fisher Pivots for day following 14-Sep-2012
Pivot 1 day 3 day
R1 78.933 79.338
PP 78.902 79.172
S1 78.872 79.007

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

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