ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 83.790 84.150 0.360 0.4% 83.820
High 83.980 84.465 0.485 0.6% 83.980
Low 83.790 84.030 0.240 0.3% 83.220
Close 83.913 84.185 0.272 0.3% 83.913
Range 0.190 0.435 0.245 128.9% 0.760
ATR 0.388 0.400 0.012 3.0% 0.000
Volume 18 10 -8 -44.4% 62
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 85.532 85.293 84.424
R3 85.097 84.858 84.305
R2 84.662 84.662 84.265
R1 84.423 84.423 84.225 84.543
PP 84.227 84.227 84.227 84.286
S1 83.988 83.988 84.145 84.108
S2 83.792 83.792 84.105
S3 83.357 83.553 84.065
S4 82.922 83.118 83.946
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 85.984 85.709 84.331
R3 85.224 84.949 84.122
R2 84.464 84.464 84.052
R1 84.189 84.189 83.983 84.327
PP 83.704 83.704 83.704 83.773
S1 83.429 83.429 83.843 83.567
S2 82.944 82.944 83.774
S3 82.184 82.669 83.704
S4 81.424 81.909 83.495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.465 83.220 1.245 1.5% 0.310 0.4% 78% True False 12
10 84.465 83.220 1.245 1.5% 0.316 0.4% 78% True False 14
20 84.465 81.955 2.510 3.0% 0.278 0.3% 89% True False 18
40 84.465 81.745 2.720 3.2% 0.191 0.2% 90% True False 74
60 84.465 79.705 4.760 5.7% 0.128 0.2% 94% True False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 86.314
2.618 85.604
1.618 85.169
1.000 84.900
0.618 84.734
HIGH 84.465
0.618 84.299
0.500 84.248
0.382 84.196
LOW 84.030
0.618 83.761
1.000 83.595
1.618 83.326
2.618 82.891
4.250 82.181
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 84.248 84.071
PP 84.227 83.957
S1 84.206 83.843

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

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