ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 82.930 82.755 -0.175 -0.2% 83.750
High 83.065 83.045 -0.020 0.0% 84.245
Low 82.400 82.730 0.330 0.4% 82.400
Close 82.765 82.868 0.103 0.1% 82.765
Range 0.665 0.315 -0.350 -52.6% 1.845
ATR 0.627 0.605 -0.022 -3.6% 0.000
Volume 34,353 13,967 -20,386 -59.3% 130,374
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 83.826 83.662 83.041
R3 83.511 83.347 82.955
R2 83.196 83.196 82.926
R1 83.032 83.032 82.897 83.114
PP 82.881 82.881 82.881 82.922
S1 82.717 82.717 82.839 82.799
S2 82.566 82.566 82.810
S3 82.251 82.402 82.781
S4 81.936 82.087 82.695
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 88.672 87.563 83.780
R3 86.827 85.718 83.272
R2 84.982 84.982 83.103
R1 83.873 83.873 82.934 83.505
PP 83.137 83.137 83.137 82.953
S1 82.028 82.028 82.596 81.660
S2 81.292 81.292 82.427
S3 79.447 80.183 82.258
S4 77.602 78.338 81.750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.245 82.400 1.845 2.2% 0.641 0.8% 25% False False 24,278
10 84.245 82.400 1.845 2.2% 0.585 0.7% 25% False False 21,979
20 84.245 81.655 2.590 3.1% 0.562 0.7% 47% False False 21,471
40 84.245 81.390 2.855 3.4% 0.617 0.7% 52% False False 21,297
60 84.245 79.995 4.250 5.1% 0.554 0.7% 68% False False 14,247
80 84.245 79.025 5.220 6.3% 0.466 0.6% 74% False False 10,695
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.090
Narrowest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 84.384
2.618 83.870
1.618 83.555
1.000 83.360
0.618 83.240
HIGH 83.045
0.618 82.925
0.500 82.888
0.382 82.850
LOW 82.730
0.618 82.535
1.000 82.415
1.618 82.220
2.618 81.905
4.250 81.391
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 82.888 83.125
PP 82.881 83.039
S1 82.875 82.954

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

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