ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 83.490 83.800 0.310 0.4% 83.380
High 83.945 83.800 -0.145 -0.2% 83.945
Low 82.650 82.720 0.070 0.1% 82.650
Close 83.801 82.771 -1.030 -1.2% 82.771
Range 1.295 1.080 -0.215 -16.6% 1.295
ATR 0.496 0.538 0.042 8.4% 0.000
Volume 22 81 59 268.2% 176
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 86.337 85.634 83.365
R3 85.257 84.554 83.068
R2 84.177 84.177 82.969
R1 83.474 83.474 82.870 83.286
PP 83.097 83.097 83.097 83.003
S1 82.394 82.394 82.672 82.206
S2 82.017 82.017 82.573
S3 80.937 81.314 82.474
S4 79.857 80.234 82.177
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 87.007 86.184 83.483
R3 85.712 84.889 83.127
R2 84.417 84.417 83.008
R1 83.594 83.594 82.890 83.358
PP 83.122 83.122 83.122 83.004
S1 82.299 82.299 82.652 82.063
S2 81.827 81.827 82.534
S3 80.532 81.004 82.415
S4 79.237 79.709 82.059
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 1.6% 0.644 0.8% 9% False False 35
10 84.610 82.650 1.960 2.4% 0.568 0.7% 6% False False 51
20 84.610 82.650 1.960 2.4% 0.432 0.5% 6% False False 33
40 84.610 81.745 2.865 3.5% 0.322 0.4% 36% False False 86
60 84.610 81.423 3.187 3.9% 0.215 0.3% 42% False False 58
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.070
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.390
2.618 86.627
1.618 85.547
1.000 84.880
0.618 84.467
HIGH 83.800
0.618 83.387
0.500 83.260
0.382 83.133
LOW 82.720
0.618 82.053
1.000 81.640
1.618 80.973
2.618 79.893
4.250 78.130
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 83.260 83.298
PP 83.097 83.122
S1 82.934 82.947

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

View Archives - Comment on this page... - Back to Index of Symbols