ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 81.930 81.500 -0.430 -0.5% 82.010
High 81.950 81.695 -0.255 -0.3% 82.130
Low 81.300 81.380 0.080 0.1% 81.300
Close 81.531 81.636 0.105 0.1% 81.531
Range 0.650 0.315 -0.335 -51.5% 0.830
ATR 0.419 0.412 -0.007 -1.8% 0.000
Volume 85 568 483 568.2% 594
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 82.515 82.391 81.809
R3 82.200 82.076 81.723
R2 81.885 81.885 81.694
R1 81.761 81.761 81.665 81.823
PP 81.570 81.570 81.570 81.602
S1 81.446 81.446 81.607 81.508
S2 81.255 81.255 81.578
S3 80.940 81.131 81.549
S4 80.625 80.816 81.463
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% 0.399 0.5% 40% False False 224
10 82.770 81.300 1.470 1.8% 0.398 0.5% 23% False False 160
20 83.250 81.300 1.950 2.4% 0.338 0.4% 17% False False 94
40 84.610 81.300 3.310 4.1% 0.388 0.5% 10% False False 65
60 84.610 81.300 3.310 4.1% 0.334 0.4% 10% False False 90
80 84.610 81.300 3.310 4.1% 0.250 0.3% 10% False False 68
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.034
2.618 82.520
1.618 82.205
1.000 82.010
0.618 81.890
HIGH 81.695
0.618 81.575
0.500 81.538
0.382 81.500
LOW 81.380
0.618 81.185
1.000 81.065
1.618 80.870
2.618 80.555
4.250 80.041
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 81.603 81.685
PP 81.570 81.669
S1 81.538 81.652

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

View Archives - Comment on this page... - Back to Index of Symbols