ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 83.460 83.790 0.330 0.4% 82.135
High 83.880 83.920 0.040 0.0% 83.880
Low 83.460 83.670 0.210 0.3% 82.135
Close 83.911 83.691 -0.220 -0.3% 83.911
Range 0.420 0.250 -0.170 -40.5% 1.745
ATR 0.403 0.392 -0.011 -2.7% 0.000
Volume 27 22 -5 -18.5% 208
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 84.510 84.351 83.829
R3 84.260 84.101 83.760
R2 84.010 84.010 83.737
R1 83.851 83.851 83.714 83.806
PP 83.760 83.760 83.760 83.738
S1 83.601 83.601 83.668 83.556
S2 83.510 83.510 83.645
S3 83.260 83.351 83.622
S4 83.010 83.101 83.554
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 88.544 87.972 84.871
R3 86.799 86.227 84.391
R2 85.054 85.054 84.231
R1 84.482 84.482 84.071 84.768
PP 83.309 83.309 83.309 83.452
S1 82.737 82.737 83.751 83.023
S2 81.564 81.564 83.591
S3 79.819 80.992 83.431
S4 78.074 79.247 82.951
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.920 82.232 1.688 2.0% 0.261 0.3% 86% True False 19
10 83.920 81.955 1.965 2.3% 0.240 0.3% 88% True False 23
20 83.920 81.745 2.175 2.6% 0.225 0.3% 89% True False 141
40 83.920 81.745 2.175 2.6% 0.112 0.1% 89% True False 71
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 0.034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.983
2.618 84.575
1.618 84.325
1.000 84.170
0.618 84.075
HIGH 83.920
0.618 83.825
0.500 83.795
0.382 83.766
LOW 83.670
0.618 83.516
1.000 83.420
1.618 83.266
2.618 83.016
4.250 82.608
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 83.795 83.562
PP 83.760 83.432
S1 83.726 83.303

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

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