ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 15-Aug-2012

Day Change Summary
	Previous	Current
	14-Aug-2012	15-Aug-2012	Change	Change %	Previous Week
Open	82.525	82.595	0.070	0.1%	82.405
High	82.615	82.845	0.230	0.3%	82.945
Low	82.250	82.510	0.260	0.3%	82.065
Close	82.527	82.711	0.184	0.2%	82.631
Range	0.365	0.335	-0.030	-8.2%	0.880
ATR	0.586	0.568	-0.018	-3.1%	0.000
Volume	15,659	12,114	-3,545	-22.6%	81,986

Daily Pivots for day following 15-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.694	83.537	82.895
R3	83.359	83.202	82.803
R2	83.024	83.024	82.772
R1	82.867	82.867	82.742	82.946
PP	82.689	82.689	82.689	82.728
S1	82.532	82.532	82.680	82.611
S2	82.354	82.354	82.650
S3	82.019	82.197	82.619
S4	81.684	81.862	82.527

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	85.187	84.789	83.115
R3	84.307	83.909	82.873
R2	83.427	83.427	82.792
R1	83.029	83.029	82.712	83.228
PP	82.547	82.547	82.547	82.647
S1	82.149	82.149	82.550	82.348
S2	81.667	81.667	82.470
S3	80.787	81.269	82.389
S4	79.907	80.389	82.147

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.945	82.250	0.695	0.8%	0.444	0.5%	66%	False	False	15,063
10	83.610	82.065	1.545	1.9%	0.585	0.7%	42%	False	False	18,520
20	84.245	82.065	2.180	2.6%	0.586	0.7%	30%	False	False	20,272
40	84.245	81.405	2.840	3.4%	0.582	0.7%	46%	False	False	21,973
60	84.245	81.390	2.855	3.5%	0.598	0.7%	46%	False	False	17,903
80	84.245	79.025	5.220	6.3%	0.523	0.6%	71%	False	False	13,441
100	84.245	79.025	5.220	6.3%	0.457	0.6%	71%	False	False	10,757

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.146
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	84.269
2.618	83.722
1.618	83.387
1.000	83.180
0.618	83.052
HIGH	82.845
0.618	82.717
0.500	82.678
0.382	82.638
LOW	82.510
0.618	82.303
1.000	82.175
1.618	81.968
2.618	81.633
4.250	81.086

Fisher Pivots for day following 15-Aug-2012
Pivot	1 day	3 day
R1	82.700	82.657
PP	82.689	82.602
S1	82.678	82.548

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