ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 01-Aug-2012
Day Change Summary
Previous Current
31-Jul-2012 01-Aug-2012 Change Change % Previous Week
Open 83.005 83.175 0.170 0.2% 84.150
High 83.255 83.550 0.295 0.4% 84.610
Low 83.005 83.055 0.050 0.1% 82.825
Close 83.030 83.518 0.488 0.6% 83.115
Range 0.250 0.495 0.245 98.0% 1.785
ATR 0.428 0.435 0.007 1.5% 0.000
Volume 3 48 45 1,500.0% 342
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 84.859 84.684 83.790
R3 84.364 84.189 83.654
R2 83.869 83.869 83.609
R1 83.694 83.694 83.563 83.782
PP 83.374 83.374 83.374 83.418
S1 83.199 83.199 83.473 83.287
S2 82.879 82.879 83.427
S3 82.384 82.704 83.382
S4 81.889 82.209 83.246
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 84.000 82.825 1.175 1.4% 0.475 0.6% 59% False False 51
10 84.610 82.825 1.785 2.1% 0.369 0.4% 39% False False 43
20 84.610 82.685 1.925 2.3% 0.366 0.4% 43% False False 30
40 84.610 81.745 2.865 3.4% 0.263 0.3% 62% False False 84
60 84.610 80.902 3.708 4.4% 0.175 0.2% 71% False False 56
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 0.025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.654
2.618 84.846
1.618 84.351
1.000 84.045
0.618 83.856
HIGH 83.550
0.618 83.361
0.500 83.303
0.382 83.244
LOW 83.055
0.618 82.749
1.000 82.560
1.618 82.254
2.618 81.759
4.250 80.951
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 83.446 83.438
PP 83.374 83.358
S1 83.303 83.278

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

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