ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 83.920 84.000 0.080 0.1% 82.135
High 83.920 84.250 0.330 0.4% 83.880
Low 83.810 84.000 0.190 0.2% 82.135
Close 84.058 84.149 0.091 0.1% 83.911
Range 0.110 0.250 0.140 127.3% 1.745
ATR 0.372 0.363 -0.009 -2.3% 0.000
Volume 6 12 6 100.0% 208
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 84.883 84.766 84.287
R3 84.633 84.516 84.218
R2 84.383 84.383 84.195
R1 84.266 84.266 84.172 84.325
PP 84.133 84.133 84.133 84.162
S1 84.016 84.016 84.126 84.075
S2 83.883 83.883 84.103
S3 83.633 83.766 84.080
S4 83.383 83.516 84.012
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 88.544 87.972 84.871
R3 86.799 86.227 84.391
R2 85.054 85.054 84.231
R1 84.482 84.482 84.071 84.768
PP 83.309 83.309 83.309 83.452
S1 82.737 82.737 83.751 83.023
S2 81.564 81.564 83.591
S3 79.819 80.992 83.431
S4 78.074 79.247 82.951
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.250 83.430 0.820 1.0% 0.285 0.3% 88% True False 21
10 84.250 81.955 2.295 2.7% 0.311 0.4% 96% True False 28
20 84.250 81.745 2.505 3.0% 0.263 0.3% 96% True False 68
40 84.250 81.745 2.505 3.0% 0.131 0.2% 96% True False 72
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.313
2.618 84.905
1.618 84.655
1.000 84.500
0.618 84.405
HIGH 84.250
0.618 84.155
0.500 84.125
0.382 84.096
LOW 84.000
0.618 83.846
1.000 83.750
1.618 83.596
2.618 83.346
4.250 82.938
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 84.141 84.046
PP 84.133 83.943
S1 84.125 83.840

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

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