ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 06-Sep-2012
Day Change Summary
Previous Current
05-Sep-2012 06-Sep-2012 Change Change % Previous Week
Open 81.735 81.600 -0.135 -0.2% 82.010
High 81.950 81.765 -0.185 -0.2% 82.130
Low 81.420 81.300 -0.120 -0.1% 81.300
Close 81.550 81.303 -0.247 -0.3% 81.531
Range 0.530 0.465 -0.065 -12.3% 0.830
ATR 0.420 0.423 0.003 0.8% 0.000
Volume 214 1,191 977 456.5% 594
Daily Pivots for day following 06-Sep-2012
Classic Woodie Camarilla DeMark
R4 82.851 82.542 81.559
R3 82.386 82.077 81.431
R2 81.921 81.921 81.388
R1 81.612 81.612 81.346 81.534
PP 81.456 81.456 81.456 81.417
S1 81.147 81.147 81.260 81.069
S2 80.991 80.991 81.218
S3 80.526 80.682 81.175
S4 80.061 80.217 81.047
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 82.070 81.300 0.770 0.9% 0.454 0.6% 0% False True 435
10 82.130 81.300 0.830 1.0% 0.373 0.5% 0% False True 281
20 83.250 81.300 1.950 2.4% 0.357 0.4% 0% False True 161
40 84.610 81.300 3.310 4.1% 0.400 0.5% 0% False True 99
60 84.610 81.300 3.310 4.1% 0.350 0.4% 0% False True 97
80 84.610 81.300 3.310 4.1% 0.263 0.3% 0% False True 85
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 0.064
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.741
2.618 82.982
1.618 82.517
1.000 82.230
0.618 82.052
HIGH 81.765
0.618 81.587
0.500 81.533
0.382 81.478
LOW 81.300
0.618 81.013
1.000 80.835
1.618 80.548
2.618 80.083
4.250 79.324
Fisher Pivots for day following 06-Sep-2012
Pivot 1 day 3 day
R1 81.533 81.625
PP 81.456 81.518
S1 81.380 81.410

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

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