ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary
Previous Current
30-Jul-2012 31-Jul-2012 Change Change % Previous Week
Open 82.755 82.865 0.110 0.1% 83.750
High 83.045 82.935 -0.110 -0.1% 84.245
Low 82.730 82.560 -0.170 -0.2% 82.400
Close 82.868 82.710 -0.158 -0.2% 82.765
Range 0.315 0.375 0.060 19.0% 1.845
ATR 0.605 0.589 -0.016 -2.7% 0.000
Volume 13,967 14,739 772 5.5% 130,374
Daily Pivots for day following 31-Jul-2012
Classic Woodie Camarilla DeMark
R4 83.860 83.660 82.916
R3 83.485 83.285 82.813
R2 83.110 83.110 82.779
R1 82.910 82.910 82.744 82.823
PP 82.735 82.735 82.735 82.691
S1 82.535 82.535 82.676 82.448
S2 82.360 82.360 82.641
S3 81.985 82.160 82.607
S4 81.610 81.785 82.504
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 84.175 82.400 1.775 2.1% 0.619 0.7% 17% False False 23,498
10 84.245 82.400 1.845 2.2% 0.556 0.7% 17% False False 21,478
20 84.245 81.815 2.430 2.9% 0.558 0.7% 37% False False 21,355
40 84.245 81.390 2.855 3.5% 0.612 0.7% 46% False False 21,641
60 84.245 80.190 4.055 4.9% 0.555 0.7% 62% False False 14,492
80 84.245 79.025 5.220 6.3% 0.469 0.6% 71% False False 10,879
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.074
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.529
2.618 83.917
1.618 83.542
1.000 83.310
0.618 83.167
HIGH 82.935
0.618 82.792
0.500 82.748
0.382 82.703
LOW 82.560
0.618 82.328
1.000 82.185
1.618 81.953
2.618 81.578
4.250 80.966
Fisher Pivots for day following 31-Jul-2012
Pivot 1 day 3 day
R1 82.748 82.733
PP 82.735 82.725
S1 82.723 82.718

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

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