ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 83.305 83.540 0.235 0.3% 81.730
High 83.650 83.760 0.110 0.1% 83.605
Low 83.135 83.250 0.115 0.1% 81.655
Close 83.559 83.728 0.169 0.2% 83.561
Range 0.515 0.510 -0.005 -1.0% 1.950
ATR 0.630 0.621 -0.009 -1.4% 0.000
Volume 18,930 19,049 119 0.6% 90,268
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 85.109 84.929 84.009
R3 84.599 84.419 83.868
R2 84.089 84.089 83.822
R1 83.909 83.909 83.775 83.999
PP 83.579 83.579 83.579 83.625
S1 83.399 83.399 83.681 83.489
S2 83.069 83.069 83.635
S3 82.559 82.889 83.588
S4 82.049 82.379 83.448
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 88.790 88.126 84.634
R3 86.840 86.176 84.097
R2 84.890 84.890 83.919
R1 84.226 84.226 83.740 84.558
PP 82.940 82.940 82.940 83.107
S1 82.276 82.276 83.382 82.608
S2 80.990 80.990 83.204
S3 79.040 80.326 83.025
S4 77.090 78.376 82.489
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.760 82.180 1.580 1.9% 0.603 0.7% 98% True False 23,975
10 83.760 81.560 2.200 2.6% 0.623 0.7% 99% True False 24,309
20 83.760 81.390 2.370 2.8% 0.630 0.8% 99% True False 26,319
40 84.000 81.390 2.610 3.1% 0.597 0.7% 90% False False 14,429
60 84.000 79.025 4.975 5.9% 0.480 0.6% 95% False False 9,633
80 84.000 79.025 4.975 5.9% 0.404 0.5% 95% False False 7,229
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 0.129
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.928
2.618 85.095
1.618 84.585
1.000 84.270
0.618 84.075
HIGH 83.760
0.618 83.565
0.500 83.505
0.382 83.445
LOW 83.250
0.618 82.935
1.000 82.740
1.618 82.425
2.618 81.915
4.250 81.083
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 83.654 83.635
PP 83.579 83.541
S1 83.505 83.448

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

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