ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 09-Aug-2012
Day Change Summary
Previous Current
08-Aug-2012 09-Aug-2012 Change Change % Previous Week
Open 82.635 82.760 0.125 0.2% 83.380
High 82.855 83.150 0.295 0.4% 83.945
Low 82.635 82.760 0.125 0.2% 82.650
Close 82.759 83.030 0.271 0.3% 82.771
Range 0.220 0.390 0.170 77.3% 1.295
ATR 0.500 0.492 -0.008 -1.6% 0.000
Volume 29 12 -17 -58.6% 176
Daily Pivots for day following 09-Aug-2012
Classic Woodie Camarilla DeMark
R4 84.150 83.980 83.245
R3 83.760 83.590 83.137
R2 83.370 83.370 83.102
R1 83.200 83.200 83.066 83.285
PP 82.980 82.980 82.980 83.023
S1 82.810 82.810 82.994 82.895
S2 82.590 82.590 82.959
S3 82.200 82.420 82.923
S4 81.810 82.030 82.816
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 87.007 86.184 83.483
R3 85.712 84.889 83.127
R2 84.417 84.417 83.008
R1 83.594 83.594 82.890 83.358
PP 83.122 83.122 83.122 83.004
S1 82.299 82.299 82.652 82.063
S2 81.827 81.827 82.534
S3 80.532 81.004 82.415
S4 79.237 79.709 82.059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.800 82.420 1.380 1.7% 0.490 0.6% 44% False False 47
10 83.945 82.420 1.525 1.8% 0.522 0.6% 40% False False 49
20 84.610 82.420 2.190 2.6% 0.451 0.5% 28% False False 37
40 84.610 81.745 2.865 3.5% 0.357 0.4% 45% False False 53
60 84.610 81.745 2.865 3.5% 0.238 0.3% 45% False False 60
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.076
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.808
2.618 84.171
1.618 83.781
1.000 83.540
0.618 83.391
HIGH 83.150
0.618 83.001
0.500 82.955
0.382 82.909
LOW 82.760
0.618 82.519
1.000 82.370
1.618 82.129
2.618 81.739
4.250 81.103
Fisher Pivots for day following 09-Aug-2012
Pivot 1 day 3 day
R1 83.005 82.948
PP 82.980 82.867
S1 82.955 82.785

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

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