ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 84.000 83.450 -0.550 -0.7% 84.150
High 84.000 83.450 -0.550 -0.7% 84.610
Low 83.095 82.825 -0.270 -0.3% 82.825
Close 83.209 83.115 -0.094 -0.1% 83.115
Range 0.905 0.625 -0.280 -30.9% 1.785
ATR 0.443 0.456 0.013 2.9% 0.000
Volume 21 165 144 685.7% 342
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 85.005 84.685 83.459
R3 84.380 84.060 83.287
R2 83.755 83.755 83.230
R1 83.435 83.435 83.172 83.283
PP 83.130 83.130 83.130 83.054
S1 82.810 82.810 83.058 82.658
S2 82.505 82.505 83.000
S3 81.880 82.185 82.943
S4 81.255 81.560 82.771
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 88.872 87.778 84.097
R3 87.087 85.993 83.606
R2 85.302 85.302 83.442
R1 84.208 84.208 83.279 83.863
PP 83.517 83.517 83.517 83.344
S1 82.423 82.423 82.951 82.078
S2 81.732 81.732 82.788
S3 79.947 80.638 82.624
S4 78.162 78.853 82.133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.610 82.825 1.785 2.1% 0.491 0.6% 16% False True 68
10 84.610 82.825 1.785 2.1% 0.389 0.5% 16% False True 40
20 84.610 82.135 2.475 3.0% 0.338 0.4% 40% False False 35
40 84.610 81.745 2.865 3.4% 0.242 0.3% 48% False False 82
60 84.610 80.425 4.185 5.0% 0.161 0.2% 64% False False 55
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.106
2.618 85.086
1.618 84.461
1.000 84.075
0.618 83.836
HIGH 83.450
0.618 83.211
0.500 83.138
0.382 83.064
LOW 82.825
0.618 82.439
1.000 82.200
1.618 81.814
2.618 81.189
4.250 80.169
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 83.138 83.630
PP 83.130 83.458
S1 83.123 83.287

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

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