ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 06-Aug-2012

Day Change Summary
	Previous	Current
	03-Aug-2012	06-Aug-2012	Change	Change %	Previous Week
Open	83.430	82.405	-1.025	-1.2%	82.755
High	83.470	82.625	-0.845	-1.0%	83.610
Low	82.360	82.125	-0.235	-0.3%	82.225
Close	82.446	82.304	-0.142	-0.2%	82.446
Range	1.110	0.500	-0.610	-55.0%	1.385
ATR	0.687	0.674	-0.013	-1.9%	0.000
Volume	24,432	15,132	-9,300	-38.1%	111,093

Daily Pivots for day following 06-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.851	83.578	82.579
R3	83.351	83.078	82.442
R2	82.851	82.851	82.396
R1	82.578	82.578	82.350	82.465
PP	82.351	82.351	82.351	82.295
S1	82.078	82.078	82.258	81.965
S2	81.851	81.851	82.212
S3	81.351	81.578	82.167
S4	80.851	81.078	82.029

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.915	86.066	83.208
R3	85.530	84.681	82.827
R2	84.145	84.145	82.700
R1	83.296	83.296	82.573	83.028
PP	82.760	82.760	82.760	82.627
S1	81.911	81.911	82.319	81.643
S2	81.375	81.375	82.192
S3	79.990	80.526	82.065
S4	78.605	79.141	81.684

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.610	82.125	1.485	1.8%	0.820	1.0%	12%	False	True	22,451
10	84.245	82.125	2.120	2.6%	0.731	0.9%	8%	False	True	23,365
20	84.245	82.125	2.120	2.6%	0.629	0.8%	8%	False	True	21,386
40	84.245	81.390	2.855	3.5%	0.638	0.8%	32%	False	False	23,682
60	84.245	80.760	3.485	4.2%	0.603	0.7%	44%	False	False	16,115
80	84.245	79.025	5.220	6.3%	0.510	0.6%	63%	False	False	12,098
100	84.245	79.025	5.220	6.3%	0.438	0.5%	63%	False	False	9,681

Crabel Price Patterns
NR	True
NR4	True
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	0.138
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	84.750
2.618	83.934
1.618	83.434
1.000	83.125
0.618	82.934
HIGH	82.625
0.618	82.434
0.500	82.375
0.382	82.316
LOW	82.125
0.618	81.816
1.000	81.625
1.618	81.316
2.618	80.816
4.250	80.000

Fisher Pivots for day following 06-Aug-2012
Pivot	1 day	3 day
R1	82.375	82.868
PP	82.351	82.680
S1	82.328	82.492

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols