ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 81.815 81.930 0.115 0.1% 82.010
High 82.070 81.950 -0.120 -0.1% 82.130
Low 81.760 81.300 -0.460 -0.6% 81.300
Close 82.028 81.531 -0.497 -0.6% 81.531
Range 0.310 0.650 0.340 109.7% 0.830
ATR 0.395 0.419 0.024 6.0% 0.000
Volume 120 85 -35 -29.2% 594
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 83.544 83.187 81.889
R3 82.894 82.537 81.710
R2 82.244 82.244 81.650
R1 81.887 81.887 81.591 81.741
PP 81.594 81.594 81.594 81.520
S1 81.237 81.237 81.471 81.091
S2 80.944 80.944 81.412
S3 80.294 80.587 81.352
S4 79.644 79.937 81.174
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 84.144 83.667 81.988
R3 83.314 82.837 81.759
R2 82.484 82.484 81.683
R1 82.007 82.007 81.607 81.831
PP 81.654 81.654 81.654 81.565
S1 81.177 81.177 81.455 81.001
S2 80.824 80.824 81.379
S3 79.994 80.347 81.303
S4 79.164 79.517 81.075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.130 81.300 0.830 1.0% 0.376 0.5% 28% False True 118
10 83.070 81.300 1.770 2.2% 0.396 0.5% 13% False True 106
20 83.250 81.300 1.950 2.4% 0.341 0.4% 12% False True 69
40 84.610 81.300 3.310 4.1% 0.387 0.5% 7% False True 51
60 84.610 81.300 3.310 4.1% 0.328 0.4% 7% False True 81
80 84.610 81.300 3.310 4.1% 0.246 0.3% 7% False True 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 84.713
2.618 83.652
1.618 83.002
1.000 82.600
0.618 82.352
HIGH 81.950
0.618 81.702
0.500 81.625
0.382 81.548
LOW 81.300
0.618 80.898
1.000 80.650
1.618 80.248
2.618 79.598
4.250 78.538
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 81.625 81.685
PP 81.594 81.634
S1 81.562 81.582

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

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