ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 80.760 81.410 0.650 0.8% 80.250
High 81.190 81.745 0.555 0.7% 80.715
Low 80.760 81.410 0.650 0.8% 79.995
Close 81.073 81.730 0.657 0.8% 80.754
Range 0.430 0.335 -0.095 -22.1% 0.720
ATR 0.309 0.335 0.026 8.4% 0.000
Volume 20 26 6 30.0% 138
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 82.633 82.517 81.914
R3 82.298 82.182 81.822
R2 81.963 81.963 81.791
R1 81.847 81.847 81.761 81.905
PP 81.628 81.628 81.628 81.658
S1 81.512 81.512 81.699 81.570
S2 81.293 81.293 81.669
S3 80.958 81.177 81.638
S4 80.623 80.842 81.546
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 82.648 82.421 81.150
R3 81.928 81.701 80.952
R2 81.208 81.208 80.886
R1 80.981 80.981 80.820 81.095
PP 80.488 80.488 80.488 80.545
S1 80.261 80.261 80.688 80.375
S2 79.768 79.768 80.622
S3 79.048 79.541 80.556
S4 78.328 78.821 80.358
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.745 80.320 1.425 1.7% 0.281 0.3% 99% True False 19
10 81.745 79.510 2.235 2.7% 0.248 0.3% 99% True False 19
20 81.745 79.025 2.720 3.3% 0.247 0.3% 99% True False 43
40 81.745 79.025 2.720 3.3% 0.211 0.3% 99% True False 29
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 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.169
2.618 82.622
1.618 82.287
1.000 82.080
0.618 81.952
HIGH 81.745
0.618 81.617
0.500 81.578
0.382 81.538
LOW 81.410
0.618 81.203
1.000 81.075
1.618 80.868
2.618 80.533
4.250 79.986
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 81.679 81.534
PP 81.628 81.338
S1 81.578 81.143

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

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