ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 14-Aug-2012

Day Change Summary
	Previous	Current
	13-Aug-2012	14-Aug-2012	Change	Change %	Previous Week
Open	82.640	82.525	-0.115	-0.1%	82.405
High	82.765	82.615	-0.150	-0.2%	82.945
Low	82.285	82.250	-0.035	0.0%	82.065
Close	82.486	82.527	0.041	0.0%	82.631
Range	0.480	0.365	-0.115	-24.0%	0.880
ATR	0.603	0.586	-0.017	-2.8%	0.000
Volume	13,095	15,659	2,564	19.6%	81,986

Daily Pivots for day following 14-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.559	83.408	82.728
R3	83.194	83.043	82.627
R2	82.829	82.829	82.594
R1	82.678	82.678	82.560	82.754
PP	82.464	82.464	82.464	82.502
S1	82.313	82.313	82.494	82.389
S2	82.099	82.099	82.460
S3	81.734	81.948	82.427
S4	81.369	81.583	82.326

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	85.187	84.789	83.115
R3	84.307	83.909	82.873
R2	83.427	83.427	82.792
R1	83.029	83.029	82.712	83.228
PP	82.547	82.547	82.547	82.647
S1	82.149	82.149	82.550	82.348
S2	81.667	81.667	82.470
S3	80.787	81.269	82.389
S4	79.907	80.389	82.147

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.945	82.250	0.695	0.8%	0.432	0.5%	40%	False	True	15,811
10	83.610	82.065	1.545	1.9%	0.625	0.8%	30%	False	False	19,312
20	84.245	82.065	2.180	2.6%	0.590	0.7%	21%	False	False	20,395
40	84.245	81.390	2.855	3.5%	0.596	0.7%	40%	False	False	22,545
60	84.245	81.390	2.855	3.5%	0.604	0.7%	40%	False	False	17,703
80	84.245	79.025	5.220	6.3%	0.524	0.6%	67%	False	False	13,291
100	84.245	79.025	5.220	6.3%	0.457	0.6%	67%	False	False	10,636

Crabel Price Patterns
NR	True
NR4	True
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	0.162
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	84.166
2.618	83.571
1.618	83.206
1.000	82.980
0.618	82.841
HIGH	82.615
0.618	82.476
0.500	82.433
0.382	82.389
LOW	82.250
0.618	82.024
1.000	81.885
1.618	81.659
2.618	81.294
4.250	80.699

Fisher Pivots for day following 14-Aug-2012
Pivot	1 day	3 day
R1	82.496	82.598
PP	82.464	82.574
S1	82.433	82.551

Download as Excel Spreadsheet

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

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