ICE US Dollar Index Future September 2012

Trading Metrics calculated at close of trading on 22-Aug-2012

Day Change Summary
	Previous	Current
	21-Aug-2012	22-Aug-2012	Change	Change %	Previous Week
Open	82.485	81.900	-0.585	-0.7%	82.640
High	82.510	82.135	-0.375	-0.5%	82.960
Low	81.805	81.470	-0.335	-0.4%	82.250
Close	81.920	81.497	-0.423	-0.5%	82.663
Range	0.705	0.665	-0.040	-5.7%	0.710
ATR	0.556	0.563	0.008	1.4%	0.000
Volume	27,408	26,964	-444	-1.6%	76,376

Daily Pivots for day following 22-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.696	83.261	81.863
R3	83.031	82.596	81.680
R2	82.366	82.366	81.619
R1	81.931	81.931	81.558	81.816
PP	81.701	81.701	81.701	81.643
S1	81.266	81.266	81.436	81.151
S2	81.036	81.036	81.375
S3	80.371	80.601	81.314
S4	79.706	79.936	81.131

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	84.754	84.419	83.054
R3	84.044	83.709	82.858
R2	83.334	83.334	82.793
R1	82.999	82.999	82.728	83.167
PP	82.624	82.624	82.624	82.708
S1	82.289	82.289	82.598	82.457
S2	81.914	81.914	82.533
S3	81.204	81.579	82.468
S4	80.494	80.869	82.273

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.960	81.470	1.490	1.8%	0.546	0.7%	2%	False	True	20,191
10	82.960	81.470	1.490	1.8%	0.495	0.6%	2%	False	True	17,627
20	83.850	81.470	2.380	2.9%	0.593	0.7%	1%	False	True	20,246
40	84.245	81.470	2.775	3.4%	0.584	0.7%	1%	False	True	21,038
60	84.245	81.390	2.855	3.5%	0.603	0.7%	4%	False	False	19,568
80	84.245	79.510	4.735	5.8%	0.543	0.7%	42%	False	False	14,697
100	84.245	79.025	5.220	6.4%	0.475	0.6%	47%	False	False	11,766

Crabel Price Patterns
NR	True
NR4	False
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	0.130
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.961
2.618	83.876
1.618	83.211
1.000	82.800
0.618	82.546
HIGH	82.135
0.618	81.881
0.500	81.803
0.382	81.724
LOW	81.470
0.618	81.059
1.000	80.805
1.618	80.394
2.618	79.729
4.250	78.644

Fisher Pivots for day following 22-Aug-2012
Pivot	1 day	3 day
R1	81.803	82.118
PP	81.701	81.911
S1	81.599	81.704

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