ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 83.175 83.490 0.315 0.4% 84.150
High 83.550 83.945 0.395 0.5% 84.610
Low 83.055 82.650 -0.405 -0.5% 82.825
Close 83.518 83.801 0.283 0.3% 83.115
Range 0.495 1.295 0.800 161.6% 1.785
ATR 0.435 0.496 0.061 14.1% 0.000
Volume 48 22 -26 -54.2% 342
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 87.350 86.871 84.513
R3 86.055 85.576 84.157
R2 84.760 84.760 84.038
R1 84.281 84.281 83.920 84.521
PP 83.465 83.465 83.465 83.585
S1 82.986 82.986 83.682 83.226
S2 82.170 82.170 83.564
S3 80.875 81.691 83.445
S4 79.580 80.396 83.089
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 83.945 82.650 1.295 1.5% 0.553 0.7% 89% True True 52
10 84.610 82.650 1.960 2.3% 0.479 0.6% 59% False True 45
20 84.610 82.650 1.960 2.3% 0.399 0.5% 59% False True 30
40 84.610 81.745 2.865 3.4% 0.295 0.4% 72% False False 84
60 84.610 81.104 3.506 4.2% 0.197 0.2% 77% False False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.070
Widest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 89.449
2.618 87.335
1.618 86.040
1.000 85.240
0.618 84.745
HIGH 83.945
0.618 83.450
0.500 83.298
0.382 83.145
LOW 82.650
0.618 81.850
1.000 81.355
1.618 80.555
2.618 79.260
4.250 77.146
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 83.633 83.633
PP 83.465 83.465
S1 83.298 83.298

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

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