ICE US Dollar Index Future September 2012

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

Day Change Summary
	Previous	Current
	05-Sep-2012	06-Sep-2012	Change	Change %	Previous Week
Open	81.490	81.255	-0.235	-0.3%	81.615
High	81.675	81.455	-0.220	-0.3%	81.840
Low	81.115	81.005	-0.110	-0.1%	80.960
Close	81.235	81.033	-0.202	-0.2%	81.216
Range	0.560	0.450	-0.110	-19.6%	0.880
ATR	0.502	0.498	-0.004	-0.7%	0.000
Volume	19,884	24,211	4,327	21.8%	67,376

Daily Pivots for day following 06-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.514	82.224	81.281
R3	82.064	81.774	81.157
R2	81.614	81.614	81.116
R1	81.324	81.324	81.074	81.244
PP	81.164	81.164	81.164	81.125
S1	80.874	80.874	80.992	80.794
S2	80.714	80.714	80.951
S3	80.264	80.424	80.909
S4	79.814	79.974	80.786

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.979	83.477	81.700
R3	83.099	82.597	81.458
R2	82.219	82.219	81.377
R1	81.717	81.717	81.297	81.528
PP	81.339	81.339	81.339	81.244
S1	80.837	80.837	81.135	80.648
S2	80.459	80.459	81.055
S3	79.579	79.957	80.974
S4	78.699	79.077	80.732

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.780	80.960	0.820	1.0%	0.500	0.6%	9%	False	False	18,136
10	81.840	80.960	0.880	1.1%	0.425	0.5%	8%	False	False	16,177
20	82.960	80.960	2.000	2.5%	0.460	0.6%	4%	False	False	16,902
40	84.245	80.960	3.285	4.1%	0.534	0.7%	2%	False	False	19,005
60	84.245	80.960	3.285	4.1%	0.566	0.7%	2%	False	False	21,443
80	84.245	80.960	3.285	4.1%	0.565	0.7%	2%	False	False	16,717
100	84.245	79.025	5.220	6.4%	0.502	0.6%	38%	False	False	13,382
120	84.245	79.025	5.220	6.4%	0.447	0.6%	38%	False	False	11,154

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	0.109
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.368
2.618	82.633
1.618	82.183
1.000	81.905
0.618	81.733
HIGH	81.455
0.618	81.283
0.500	81.230
0.382	81.177
LOW	81.005
0.618	80.727
1.000	80.555
1.618	80.277
2.618	79.827
4.250	79.093

Fisher Pivots for day following 06-Sep-2012
Pivot	1 day	3 day
R1	81.230	81.340
PP	81.164	81.238
S1	81.099	81.135

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