ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 13-Jul-2012

Day Change Summary
	Previous	Current
	12-Jul-2012	13-Jul-2012	Change	Change %	Previous Week
Open	84.000	84.130	0.130	0.2%	83.790
High	84.250	84.255	0.005	0.0%	84.255
Low	84.000	83.725	-0.275	-0.3%	83.430
Close	84.149	83.814	-0.335	-0.4%	83.814
Range	0.250	0.530	0.280	112.0%	0.825
ATR	0.363	0.375	0.012	3.3%	0.000
Volume	12	12	0	0.0%	91

Daily Pivots for day following 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	85.521	85.198	84.106
R3	84.991	84.668	83.960
R2	84.461	84.461	83.911
R1	84.138	84.138	83.863	84.035
PP	83.931	83.931	83.931	83.880
S1	83.608	83.608	83.765	83.505
S2	83.401	83.401	83.717
S3	82.871	83.078	83.668
S4	82.341	82.548	83.523

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	86.308	85.886	84.268
R3	85.483	85.061	84.041
R2	84.658	84.658	83.965
R1	84.236	84.236	83.890	84.447
PP	83.833	83.833	83.833	83.939
S1	83.411	83.411	83.738	83.622
S2	83.008	83.008	83.663
S3	82.183	82.586	83.587
S4	81.358	81.761	83.360

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.255	83.430	0.825	1.0%	0.307	0.4%	47%	True	False	18
10	84.255	82.135	2.120	2.5%	0.287	0.3%	79%	True	False	29
20	84.255	81.745	2.510	3.0%	0.289	0.3%	82%	True	False	44
40	84.255	81.745	2.510	3.0%	0.145	0.2%	82%	True	False	72

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	0.025
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	86.508
2.618	85.643
1.618	85.113
1.000	84.785
0.618	84.583
HIGH	84.255
0.618	84.053
0.500	83.990
0.382	83.927
LOW	83.725
0.618	83.397
1.000	83.195
1.618	82.867
2.618	82.337
4.250	81.473

Fisher Pivots for day following 13-Jul-2012
Pivot	1 day	3 day
R1	83.990	83.990
PP	83.931	83.931
S1	83.873	83.873

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