ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary
Previous Current
28-May-2012 29-May-2012 Change Change % Previous Week
Open 82.600 82.865 0.265 0.3% 81.605
High 82.715 83.125 0.410 0.5% 82.965
Low 82.350 82.515 0.165 0.2% 81.415
Close 82.963 83.005 0.042 0.1% 82.963
Range 0.365 0.610 0.245 67.1% 1.550
ATR 0.423 0.437 0.013 3.1% 0.000
Volume 95 258 163 171.6% 840
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 84.712 84.468 83.341
R3 84.102 83.858 83.173
R2 83.492 83.492 83.117
R1 83.248 83.248 83.061 83.370
PP 82.882 82.882 82.882 82.943
S1 82.638 82.638 82.949 82.760
S2 82.272 82.272 82.893
S3 81.662 82.028 82.837
S4 81.052 81.418 82.670
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 87.098 86.580 83.816
R3 85.548 85.030 83.389
R2 83.998 83.998 83.247
R1 83.480 83.480 83.105 83.739
PP 82.448 82.448 82.448 82.577
S1 81.930 81.930 82.821 82.189
S2 80.898 80.898 82.679
S3 79.348 80.380 82.537
S4 77.798 78.830 82.111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.125 82.100 1.025 1.2% 0.486 0.6% 88% True False 213
10 83.125 81.415 1.710 2.1% 0.479 0.6% 93% True False 145
20 83.125 79.510 3.615 4.4% 0.364 0.4% 97% True False 82
40 83.125 79.025 4.100 4.9% 0.282 0.3% 97% True False 63
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 0.140
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.718
2.618 84.722
1.618 84.112
1.000 83.735
0.618 83.502
HIGH 83.125
0.618 82.892
0.500 82.820
0.382 82.748
LOW 82.515
0.618 82.138
1.000 81.905
1.618 81.528
2.618 80.918
4.250 79.923
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 82.943 82.916
PP 82.882 82.827
S1 82.820 82.738

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

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