ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 82.755 82.885 0.130 0.2% 82.490
High 83.070 82.905 -0.165 -0.2% 83.070
Low 82.410 81.560 -0.850 -1.0% 81.560
Close 83.007 81.753 -1.254 -1.5% 81.753
Range 0.660 1.345 0.685 103.8% 1.510
ATR 0.588 0.649 0.061 10.4% 0.000
Volume 31,155 40,494 9,339 30.0% 135,268
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 86.108 85.275 82.493
R3 84.763 83.930 82.123
R2 83.418 83.418 82.000
R1 82.585 82.585 81.876 82.329
PP 82.073 82.073 82.073 81.945
S1 81.240 81.240 81.630 80.984
S2 80.728 80.728 81.506
S3 79.383 79.895 81.383
S4 78.038 78.550 81.013
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 86.658 85.715 82.584
R3 85.148 84.205 82.168
R2 83.638 83.638 82.030
R1 82.695 82.695 81.891 82.412
PP 82.128 82.128 82.128 81.986
S1 81.185 81.185 81.615 80.902
S2 80.618 80.618 81.476
S3 79.108 79.675 81.338
S4 77.598 78.165 80.923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.070 81.560 1.510 1.8% 0.648 0.8% 13% False True 27,053
10 83.070 81.390 1.680 2.1% 0.691 0.8% 22% False False 29,252
20 83.525 81.390 2.135 2.6% 0.672 0.8% 17% False False 21,123
40 84.000 79.995 4.005 4.9% 0.551 0.7% 44% False False 10,634
60 84.000 79.025 4.975 6.1% 0.434 0.5% 55% False False 7,103
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.137
Widest range in 79 trading days
Fibonacci Retracements and Extensions
4.250 88.621
2.618 86.426
1.618 85.081
1.000 84.250
0.618 83.736
HIGH 82.905
0.618 82.391
0.500 82.233
0.382 82.074
LOW 81.560
0.618 80.729
1.000 80.215
1.618 79.384
2.618 78.039
4.250 75.844
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 82.233 82.315
PP 82.073 82.128
S1 81.913 81.940

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

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