ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 79.230 78.840 -0.390 -0.5% 80.185
High 79.265 79.015 -0.250 -0.3% 80.400
Low 78.600 78.750 0.150 0.2% 78.600
Close 78.841 78.843 0.002 0.0% 78.841
Range 0.665 0.265 -0.400 -60.2% 1.800
ATR 0.554 0.534 -0.021 -3.7% 0.000
Volume 16,153 879 -15,274 -94.6% 121,825
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 79.664 79.519 78.989
R3 79.399 79.254 78.916
R2 79.134 79.134 78.892
R1 78.989 78.989 78.867 79.062
PP 78.869 78.869 78.869 78.906
S1 78.724 78.724 78.819 78.797
S2 78.604 78.604 78.794
S3 78.339 78.459 78.770
S4 78.074 78.194 78.697
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 80.370 78.600 1.770 2.2% 0.590 0.7% 14% False False 20,411
10 81.675 78.600 3.075 3.9% 0.553 0.7% 8% False False 20,763
20 82.765 78.600 4.165 5.3% 0.506 0.6% 6% False False 18,908
40 84.245 78.600 5.645 7.2% 0.543 0.7% 4% False False 19,449
60 84.245 78.600 5.645 7.2% 0.549 0.7% 4% False False 20,341
80 84.245 78.600 5.645 7.2% 0.575 0.7% 4% False False 18,594
100 84.245 78.600 5.645 7.2% 0.526 0.7% 4% False False 14,886
120 84.245 78.600 5.645 7.2% 0.474 0.6% 4% False False 12,412
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.126
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 80.141
2.618 79.709
1.618 79.444
1.000 79.280
0.618 79.179
HIGH 79.015
0.618 78.914
0.500 78.883
0.382 78.851
LOW 78.750
0.618 78.586
1.000 78.485
1.618 78.321
2.618 78.056
4.250 77.624
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 78.883 79.338
PP 78.869 79.173
S1 78.856 79.008

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

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