ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 12-Jul-2012

Day Change Summary
	Previous	Current
	11-Jul-2012	12-Jul-2012	Change	Change %	Previous Week
Open	83.540	83.600	0.060	0.1%	81.730
High	83.760	83.985	0.225	0.3%	83.605
Low	83.250	83.580	0.330	0.4%	81.655
Close	83.728	83.809	0.081	0.1%	83.561
Range	0.510	0.405	-0.105	-20.6%	1.950
ATR	0.621	0.606	-0.015	-2.5%	0.000
Volume	19,049	18,839	-210	-1.1%	90,268

Daily Pivots for day following 12-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	85.006	84.813	84.032
R3	84.601	84.408	83.920
R2	84.196	84.196	83.883
R1	84.003	84.003	83.846	84.100
PP	83.791	83.791	83.791	83.840
S1	83.598	83.598	83.772	83.695
S2	83.386	83.386	83.735
S3	82.981	83.193	83.698
S4	82.576	82.788	83.586

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	83.985	82.885	1.100	1.3%	0.503	0.6%	84%	True	False	22,221
10	83.985	81.560	2.425	2.9%	0.620	0.7%	93%	True	False	24,244
20	83.985	81.390	2.595	3.1%	0.616	0.7%	93%	True	False	26,009
40	84.000	81.390	2.610	3.1%	0.601	0.7%	93%	False	False	14,898
60	84.000	79.025	4.975	5.9%	0.485	0.6%	96%	False	False	9,947
80	84.000	79.025	4.975	5.9%	0.405	0.5%	96%	False	False	7,464

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	0.120
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	85.706
2.618	85.045
1.618	84.640
1.000	84.390
0.618	84.235
HIGH	83.985
0.618	83.830
0.500	83.783
0.382	83.735
LOW	83.580
0.618	83.330
1.000	83.175
1.618	82.925
2.618	82.520
4.250	81.859

Fisher Pivots for day following 12-Jul-2012
Pivot	1 day	3 day
R1	83.800	83.726
PP	83.791	83.643
S1	83.783	83.560

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols