ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 18-Jul-2012
Day Change Summary
Previous Current
17-Jul-2012 18-Jul-2012 Change Change % Previous Week
Open 83.260 83.120 -0.140 -0.2% 83.560
High 83.690 83.460 -0.230 -0.3% 83.985
Low 83.030 83.045 0.015 0.0% 83.135
Close 83.168 83.196 0.028 0.0% 83.474
Range 0.660 0.415 -0.245 -37.1% 0.850
ATR 0.609 0.595 -0.014 -2.3% 0.000
Volume 19,750 14,570 -5,180 -26.2% 103,751
Daily Pivots for day following 18-Jul-2012
Classic Woodie Camarilla DeMark
R4 84.479 84.252 83.424
R3 84.064 83.837 83.310
R2 83.649 83.649 83.272
R1 83.422 83.422 83.234 83.536
PP 83.234 83.234 83.234 83.290
S1 83.007 83.007 83.158 83.121
S2 82.819 82.819 83.120
S3 82.404 82.592 83.082
S4 81.989 82.177 82.968
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 83.030 0.955 1.1% 0.535 0.6% 17% False False 18,402
10 83.985 82.180 1.805 2.2% 0.569 0.7% 56% False False 21,188
20 83.985 81.405 2.580 3.1% 0.577 0.7% 69% False False 23,675
40 84.000 81.390 2.610 3.1% 0.604 0.7% 69% False False 16,719
60 84.000 79.025 4.975 6.0% 0.502 0.6% 84% False False 11,164
80 84.000 79.025 4.975 6.0% 0.425 0.5% 84% False False 8,379
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.132
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.224
2.618 84.546
1.618 84.131
1.000 83.875
0.618 83.716
HIGH 83.460
0.618 83.301
0.500 83.253
0.382 83.204
LOW 83.045
0.618 82.789
1.000 82.630
1.618 82.374
2.618 81.959
4.250 81.281
Fisher Pivots for day following 18-Jul-2012
Pivot 1 day 3 day
R1 83.253 83.400
PP 83.234 83.332
S1 83.215 83.264

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

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