ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 81.120 80.185 -0.935 -1.2% 81.235
High 81.140 80.400 -0.740 -0.9% 81.675
Low 80.140 80.170 0.030 0.0% 80.140
Close 80.234 80.343 0.109 0.1% 80.234
Range 1.000 0.230 -0.770 -77.0% 1.535
ATR 0.534 0.512 -0.022 -4.1% 0.000
Volume 28,229 20,647 -7,582 -26.9% 84,932
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 80.994 80.899 80.470
R3 80.764 80.669 80.406
R2 80.534 80.534 80.385
R1 80.439 80.439 80.364 80.487
PP 80.304 80.304 80.304 80.328
S1 80.209 80.209 80.322 80.257
S2 80.074 80.074 80.301
S3 79.844 79.979 80.280
S4 79.614 79.749 80.217
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 85.288 84.296 81.078
R3 83.753 82.761 80.656
R2 82.218 82.218 80.515
R1 81.226 81.226 80.375 80.955
PP 80.683 80.683 80.683 80.547
S1 79.691 79.691 80.093 79.420
S2 79.148 79.148 79.953
S3 77.613 78.156 79.812
S4 76.078 76.621 79.390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.675 80.140 1.535 1.9% 0.516 0.6% 13% False False 21,115
10 81.840 80.140 1.700 2.1% 0.478 0.6% 12% False False 17,295
20 82.960 80.140 2.820 3.5% 0.469 0.6% 7% False False 17,623
40 84.245 80.140 4.105 5.1% 0.541 0.7% 5% False False 19,175
60 84.245 80.140 4.105 5.1% 0.565 0.7% 5% False False 21,365
80 84.245 80.140 4.105 5.1% 0.573 0.7% 5% False False 17,326
100 84.245 79.025 5.220 6.5% 0.510 0.6% 25% False False 13,870
120 84.245 79.025 5.220 6.5% 0.455 0.6% 25% False False 11,561
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.105
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 81.378
2.618 81.002
1.618 80.772
1.000 80.630
0.618 80.542
HIGH 80.400
0.618 80.312
0.500 80.285
0.382 80.258
LOW 80.170
0.618 80.028
1.000 79.940
1.618 79.798
2.618 79.568
4.250 79.193
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 80.324 80.798
PP 80.304 80.646
S1 80.285 80.495

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

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