ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 84.150 84.500 0.350 0.4% 83.820
High 84.465 84.610 0.145 0.2% 83.980
Low 84.030 84.500 0.470 0.6% 83.220
Close 84.185 84.515 0.330 0.4% 83.913
Range 0.435 0.110 -0.325 -74.7% 0.760
ATR 0.400 0.402 0.002 0.4% 0.000
Volume 10 113 103 1,030.0% 62
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 84.872 84.803 84.576
R3 84.762 84.693 84.545
R2 84.652 84.652 84.535
R1 84.583 84.583 84.525 84.618
PP 84.542 84.542 84.542 84.559
S1 84.473 84.473 84.505 84.508
S2 84.432 84.432 84.495
S3 84.322 84.363 84.485
S4 84.212 84.253 84.455
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 84.610 83.220 1.390 1.6% 0.226 0.3% 93% True False 32
10 84.610 83.220 1.390 1.6% 0.287 0.3% 93% True False 21
20 84.610 81.955 2.655 3.1% 0.283 0.3% 96% True False 24
40 84.610 81.745 2.865 3.4% 0.194 0.2% 97% True False 77
60 84.610 79.901 4.709 5.6% 0.129 0.2% 98% True False 51
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.025
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 85.078
2.618 84.898
1.618 84.788
1.000 84.720
0.618 84.678
HIGH 84.610
0.618 84.568
0.500 84.555
0.382 84.542
LOW 84.500
0.618 84.432
1.000 84.390
1.618 84.322
2.618 84.212
4.250 84.033
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 84.555 84.410
PP 84.542 84.305
S1 84.528 84.200

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

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