ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 05-Jul-2012

Day Change Summary
	Previous	Current
	04-Jul-2012	05-Jul-2012	Change	Change %	Previous Week
Open	82.232	82.685	0.453	0.6%	82.950
High	82.232	83.320	1.088	1.3%	83.250
Low	82.232	82.685	0.453	0.6%	81.955
Close	82.232	83.302	1.070	1.3%	82.133
Range	0.000	0.635	0.635		1.295
ATR	0.336	0.389	0.054	16.0%	0.000
Volume	16	16	0	0.0%	15

Daily Pivots for day following 05-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	85.007	84.790	83.651
R3	84.372	84.155	83.477
R2	83.737	83.737	83.418
R1	83.520	83.520	83.360	83.629
PP	83.102	83.102	83.102	83.157
S1	82.885	82.885	83.244	82.994
S2	82.467	82.467	83.186
S3	81.832	82.250	83.127
S4	81.197	81.615	82.953

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.331	85.527	82.845
R3	85.036	84.232	82.489
R2	83.741	83.741	82.370
R1	82.937	82.937	82.252	82.692
PP	82.446	82.446	82.446	82.323
S1	81.642	81.642	82.014	81.397
S2	81.151	81.151	81.896
S3	79.856	80.347	81.777
S4	78.561	79.052	81.421

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.320	81.955	1.365	1.6%	0.337	0.4%	99%	True	False	36
10	83.320	81.955	1.365	1.6%	0.209	0.3%	99%	True	False	19
20	83.422	81.745	1.677	2.0%	0.191	0.2%	93%	False	False	138
40	83.891	81.104	2.787	3.3%	0.096	0.1%	79%	False	False	69

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.022
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	86.019
2.618	84.982
1.618	84.347
1.000	83.955
0.618	83.712
HIGH	83.320
0.618	83.077
0.500	83.003
0.382	82.928
LOW	82.685
0.618	82.293
1.000	82.050
1.618	81.658
2.618	81.023
4.250	79.986

Fisher Pivots for day following 05-Jul-2012
Pivot	1 day	3 day
R1	83.202	83.127
PP	83.102	82.951
S1	83.003	82.776

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