ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 83.600 83.855 0.255 0.3% 83.560
High 83.985 83.935 -0.050 -0.1% 83.985
Low 83.580 83.380 -0.200 -0.2% 83.135
Close 83.809 83.474 -0.335 -0.4% 83.474
Range 0.405 0.555 0.150 37.0% 0.850
ATR 0.606 0.602 -0.004 -0.6% 0.000
Volume 18,839 23,228 4,389 23.3% 103,751
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 85.261 84.923 83.779
R3 84.706 84.368 83.627
R2 84.151 84.151 83.576
R1 83.813 83.813 83.525 83.705
PP 83.596 83.596 83.596 83.542
S1 83.258 83.258 83.423 83.150
S2 83.041 83.041 83.372
S3 82.486 82.703 83.321
S4 81.931 82.148 83.169
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 86.081 85.628 83.942
R3 85.231 84.778 83.708
R2 84.381 84.381 83.630
R1 83.928 83.928 83.552 83.730
PP 83.531 83.531 83.531 83.432
S1 83.078 83.078 83.396 82.880
S2 82.681 82.681 83.318
S3 81.831 82.228 83.240
S4 80.981 81.378 83.007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.985 83.135 0.850 1.0% 0.470 0.6% 40% False False 20,750
10 83.985 81.560 2.425 2.9% 0.609 0.7% 79% False False 23,451
20 83.985 81.390 2.595 3.1% 0.612 0.7% 80% False False 25,744
40 84.000 81.390 2.610 3.1% 0.605 0.7% 80% False False 15,478
60 84.000 79.025 4.975 6.0% 0.490 0.6% 89% False False 10,334
80 84.000 79.025 4.975 6.0% 0.412 0.5% 89% False False 7,755
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.096
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 86.294
2.618 85.388
1.618 84.833
1.000 84.490
0.618 84.278
HIGH 83.935
0.618 83.723
0.500 83.658
0.382 83.592
LOW 83.380
0.618 83.037
1.000 82.825
1.618 82.482
2.618 81.927
4.250 81.021
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 83.658 83.618
PP 83.596 83.570
S1 83.535 83.522

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

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