ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 83.015 83.750 0.735 0.9% 83.400
High 83.665 84.140 0.475 0.6% 83.770
Low 82.975 83.720 0.745 0.9% 82.800
Close 83.573 83.815 0.242 0.3% 83.573
Range 0.690 0.420 -0.270 -39.1% 0.970
ATR 0.593 0.591 -0.002 -0.3% 0.000
Volume 22,200 22,948 748 3.4% 91,078
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 85.152 84.903 84.046
R3 84.732 84.483 83.931
R2 84.312 84.312 83.892
R1 84.063 84.063 83.854 84.188
PP 83.892 83.892 83.892 83.954
S1 83.643 83.643 83.777 83.768
S2 83.472 83.472 83.738
S3 83.052 83.223 83.700
S4 82.632 82.803 83.584
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 86.291 85.902 84.107
R3 85.321 84.932 83.840
R2 84.351 84.351 83.751
R1 83.962 83.962 83.662 84.157
PP 83.381 83.381 83.381 83.478
S1 82.992 82.992 83.484 83.187
S2 82.411 82.411 83.395
S3 81.441 82.022 83.306
S4 80.471 81.052 83.040
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.140 82.800 1.340 1.6% 0.528 0.6% 76% True False 19,680
10 84.140 82.800 1.340 1.6% 0.527 0.6% 76% True False 19,407
20 84.140 81.560 2.580 3.1% 0.563 0.7% 87% True False 22,165
40 84.140 81.390 2.750 3.3% 0.607 0.7% 88% True False 18,303
60 84.140 79.025 5.115 6.1% 0.516 0.6% 94% True False 12,224
80 84.140 79.025 5.115 6.1% 0.441 0.5% 94% True False 9,179
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 3 trading days
Fibonacci Retracements and Extensions
4.250 85.925
2.618 85.240
1.618 84.820
1.000 84.560
0.618 84.400
HIGH 84.140
0.618 83.980
0.500 83.930
0.382 83.880
LOW 83.720
0.618 83.460
1.000 83.300
1.618 83.040
2.618 82.620
4.250 81.935
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 83.930 83.700
PP 83.892 83.585
S1 83.853 83.470

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

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