ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 03-May-2012
Day Change Summary
Previous Current
02-May-2012 03-May-2012 Change Change % Previous Week
Open 79.660 79.525 -0.135 -0.2% 79.905
High 79.660 79.690 0.030 0.0% 80.055
Low 79.660 79.525 -0.135 -0.2% 79.045
Close 79.521 79.613 0.092 0.1% 79.127
Range 0.000 0.165 0.165 1.010
ATR 0.300 0.291 -0.009 -3.1% 0.000
Volume 1 3 2 200.0% 569
Daily Pivots for day following 03-May-2012
Classic Woodie Camarilla DeMark
R4 80.104 80.024 79.704
R3 79.939 79.859 79.658
R2 79.774 79.774 79.643
R1 79.694 79.694 79.628 79.734
PP 79.609 79.609 79.609 79.630
S1 79.529 79.529 79.598 79.569
S2 79.444 79.444 79.583
S3 79.279 79.364 79.568
S4 79.114 79.199 79.522
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 82.439 81.793 79.683
R3 81.429 80.783 79.405
R2 80.419 80.419 79.312
R1 79.773 79.773 79.220 79.591
PP 79.409 79.409 79.409 79.318
S1 78.763 78.763 79.034 78.581
S2 78.399 78.399 78.942
S3 77.389 77.753 78.849
S4 76.379 76.743 78.572
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.690 79.025 0.665 0.8% 0.171 0.2% 88% True False 25
10 80.100 79.025 1.075 1.4% 0.225 0.3% 55% False False 65
20 80.475 79.025 1.450 1.8% 0.183 0.2% 41% False False 40
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.391
2.618 80.122
1.618 79.957
1.000 79.855
0.618 79.792
HIGH 79.690
0.618 79.627
0.500 79.608
0.382 79.588
LOW 79.525
0.618 79.423
1.000 79.360
1.618 79.258
2.618 79.093
4.250 78.824
Fisher Pivots for day following 03-May-2012
Pivot 1 day 3 day
R1 79.611 79.528
PP 79.609 79.443
S1 79.608 79.358

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

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