ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 82.615 82.635 0.020 0.0% 83.380
High 82.800 82.855 0.055 0.1% 83.945
Low 82.420 82.635 0.215 0.3% 82.650
Close 82.570 82.759 0.189 0.2% 82.771
Range 0.380 0.220 -0.160 -42.1% 1.295
ATR 0.516 0.500 -0.017 -3.2% 0.000
Volume 37 29 -8 -21.6% 176
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 83.410 83.304 82.880
R3 83.190 83.084 82.820
R2 82.970 82.970 82.799
R1 82.864 82.864 82.779 82.917
PP 82.750 82.750 82.750 82.776
S1 82.644 82.644 82.739 82.697
S2 82.530 82.530 82.719
S3 82.310 82.424 82.699
S4 82.090 82.204 82.638
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 87.007 86.184 83.483
R3 85.712 84.889 83.127
R2 84.417 84.417 83.008
R1 83.594 83.594 82.890 83.358
PP 83.122 83.122 83.122 83.004
S1 82.299 82.299 82.652 82.063
S2 81.827 81.827 82.534
S3 80.532 81.004 82.415
S4 79.237 79.709 82.059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.945 82.420 1.525 1.8% 0.671 0.8% 22% False False 49
10 84.000 82.420 1.580 1.9% 0.573 0.7% 21% False False 50
20 84.610 82.420 2.190 2.6% 0.444 0.5% 15% False False 37
40 84.610 81.745 2.865 3.5% 0.347 0.4% 35% False False 65
60 84.610 81.745 2.865 3.5% 0.231 0.3% 35% False False 60
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.076
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 83.790
2.618 83.431
1.618 83.211
1.000 83.075
0.618 82.991
HIGH 82.855
0.618 82.771
0.500 82.745
0.382 82.719
LOW 82.635
0.618 82.499
1.000 82.415
1.618 82.279
2.618 82.059
4.250 81.700
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 82.754 82.719
PP 82.750 82.680
S1 82.745 82.640

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

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