ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 19-Jul-2012
Day Change Summary
Previous Current
18-Jul-2012 19-Jul-2012 Change Change % Previous Week
Open 83.120 83.105 -0.015 0.0% 83.560
High 83.460 83.255 -0.205 -0.2% 83.985
Low 83.045 82.800 -0.245 -0.3% 83.135
Close 83.196 82.980 -0.216 -0.3% 83.474
Range 0.415 0.455 0.040 9.6% 0.850
ATR 0.595 0.585 -0.010 -1.7% 0.000
Volume 14,570 18,933 4,363 29.9% 103,751
Daily Pivots for day following 19-Jul-2012
Classic Woodie Camarilla DeMark
R4 84.377 84.133 83.230
R3 83.922 83.678 83.105
R2 83.467 83.467 83.063
R1 83.223 83.223 83.022 83.118
PP 83.012 83.012 83.012 82.959
S1 82.768 82.768 82.938 82.663
S2 82.557 82.557 82.897
S3 82.102 82.313 82.855
S4 81.647 81.858 82.730
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 83.935 82.800 1.135 1.4% 0.545 0.7% 16% False True 18,421
10 83.985 82.800 1.185 1.4% 0.524 0.6% 15% False True 20,321
20 83.985 81.560 2.425 2.9% 0.572 0.7% 59% False False 22,497
40 84.000 81.390 2.610 3.1% 0.599 0.7% 61% False False 17,191
60 84.000 79.025 4.975 6.0% 0.506 0.6% 79% False False 11,474
80 84.000 79.025 4.975 6.0% 0.431 0.5% 79% False False 8,615
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.131
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.189
2.618 84.446
1.618 83.991
1.000 83.710
0.618 83.536
HIGH 83.255
0.618 83.081
0.500 83.028
0.382 82.974
LOW 82.800
0.618 82.519
1.000 82.345
1.618 82.064
2.618 81.609
4.250 80.866
Fisher Pivots for day following 19-Jul-2012
Pivot 1 day 3 day
R1 83.028 83.245
PP 83.012 83.157
S1 82.996 83.068

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

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