ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 82.725 82.800 0.075 0.1% 82.860
High 82.920 83.105 0.185 0.2% 83.250
Low 82.725 82.800 0.075 0.1% 82.420
Close 82.847 83.011 0.164 0.2% 82.951
Range 0.195 0.305 0.110 56.4% 0.830
ATR 0.437 0.427 -0.009 -2.2% 0.000
Volume 2 26 24 1,200.0% 223
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 83.887 83.754 83.179
R3 83.582 83.449 83.095
R2 83.277 83.277 83.067
R1 83.144 83.144 83.039 83.211
PP 82.972 82.972 82.972 83.005
S1 82.839 82.839 82.983 82.906
S2 82.667 82.667 82.955
S3 82.362 82.534 82.927
S4 82.057 82.229 82.843
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 85.364 84.987 83.408
R3 84.534 84.157 83.179
R2 83.704 83.704 83.103
R1 83.327 83.327 83.027 83.516
PP 82.874 82.874 82.874 82.968
S1 82.497 82.497 82.875 82.686
S2 82.044 82.044 82.799
S3 81.214 81.667 82.723
S4 80.384 80.837 82.495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.250 82.725 0.525 0.6% 0.251 0.3% 54% False False 23
10 83.945 82.420 1.525 1.8% 0.461 0.6% 39% False False 36
20 84.610 82.420 2.190 2.6% 0.415 0.5% 27% False False 40
40 84.610 81.955 2.655 3.2% 0.341 0.4% 40% False False 29
60 84.610 81.745 2.865 3.5% 0.252 0.3% 44% False False 62
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.076
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.401
2.618 83.903
1.618 83.598
1.000 83.410
0.618 83.293
HIGH 83.105
0.618 82.988
0.500 82.953
0.382 82.917
LOW 82.800
0.618 82.612
1.000 82.495
1.618 82.307
2.618 82.002
4.250 81.504
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 82.992 82.979
PP 82.972 82.947
S1 82.953 82.915

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

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