ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 07-Aug-2012
Day Change Summary
Previous Current
06-Aug-2012 07-Aug-2012 Change Change % Previous Week
Open 82.405 82.330 -0.075 -0.1% 82.755
High 82.625 82.425 -0.200 -0.2% 83.610
Low 82.125 82.065 -0.060 -0.1% 82.225
Close 82.304 82.250 -0.054 -0.1% 82.446
Range 0.500 0.360 -0.140 -28.0% 1.385
ATR 0.674 0.652 -0.022 -3.3% 0.000
Volume 15,132 16,553 1,421 9.4% 111,093
Daily Pivots for day following 07-Aug-2012
Classic Woodie Camarilla DeMark
R4 83.327 83.148 82.448
R3 82.967 82.788 82.349
R2 82.607 82.607 82.316
R1 82.428 82.428 82.283 82.338
PP 82.247 82.247 82.247 82.201
S1 82.068 82.068 82.217 81.978
S2 81.887 81.887 82.184
S3 81.527 81.708 82.151
S4 81.167 81.348 82.052
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 82.065 1.545 1.9% 0.817 1.0% 12% False True 22,814
10 84.175 82.065 2.110 2.6% 0.718 0.9% 9% False True 23,156
20 84.245 82.065 2.180 2.7% 0.621 0.8% 8% False True 21,267
40 84.245 81.390 2.855 3.5% 0.623 0.8% 30% False False 23,892
60 84.245 81.390 2.855 3.5% 0.602 0.7% 30% False False 16,391
80 84.245 79.025 5.220 6.3% 0.512 0.6% 62% False False 12,305
100 84.245 79.025 5.220 6.3% 0.442 0.5% 62% False False 9,846
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.140
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 83.955
2.618 83.367
1.618 83.007
1.000 82.785
0.618 82.647
HIGH 82.425
0.618 82.287
0.500 82.245
0.382 82.203
LOW 82.065
0.618 81.843
1.000 81.705
1.618 81.483
2.618 81.123
4.250 80.535
Fisher Pivots for day following 07-Aug-2012
Pivot 1 day 3 day
R1 82.248 82.768
PP 82.247 82.595
S1 82.245 82.423

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

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