ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 16-Aug-2012

Day Change Summary
	Previous	Current
	15-Aug-2012	16-Aug-2012	Change	Change %	Previous Week
Open	82.595	82.695	0.100	0.1%	82.405
High	82.845	82.960	0.115	0.1%	82.945
Low	82.510	82.375	-0.135	-0.2%	82.065
Close	82.711	82.417	-0.294	-0.4%	82.631
Range	0.335	0.585	0.250	74.6%	0.880
ATR	0.568	0.569	0.001	0.2%	0.000
Volume	12,114	19,638	7,524	62.1%	81,986

Daily Pivots for day following 16-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.339	83.963	82.739
R3	83.754	83.378	82.578
R2	83.169	83.169	82.524
R1	82.793	82.793	82.471	82.689
PP	82.584	82.584	82.584	82.532
S1	82.208	82.208	82.363	82.104
S2	81.999	81.999	82.310
S3	81.414	81.623	82.256
S4	80.829	81.038	82.095

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	82.960	82.250	0.710	0.9%	0.442	0.5%	24%	True	False	15,433
10	83.470	82.065	1.405	1.7%	0.505	0.6%	25%	False	False	16,692
20	84.245	82.065	2.180	2.6%	0.593	0.7%	16%	False	False	20,307
40	84.245	81.560	2.685	3.3%	0.582	0.7%	32%	False	False	21,402
60	84.245	81.390	2.855	3.5%	0.597	0.7%	36%	False	False	18,230
80	84.245	79.025	5.220	6.3%	0.528	0.6%	65%	False	False	13,683
100	84.245	79.025	5.220	6.3%	0.463	0.6%	65%	False	False	10,954

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.129
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	85.446
2.618	84.492
1.618	83.907
1.000	83.545
0.618	83.322
HIGH	82.960
0.618	82.737
0.500	82.668
0.382	82.598
LOW	82.375
0.618	82.013
1.000	81.790
1.618	81.428
2.618	80.843
4.250	79.889

Fisher Pivots for day following 16-Aug-2012
Pivot	1 day	3 day
R1	82.668	82.605
PP	82.584	82.542
S1	82.501	82.480

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