ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 83.800 82.860 -0.940 -1.1% 83.380
High 83.800 82.860 -0.940 -1.1% 83.945
Low 82.720 82.480 -0.240 -0.3% 82.650
Close 82.771 82.649 -0.122 -0.1% 82.771
Range 1.080 0.380 -0.700 -64.8% 1.295
ATR 0.538 0.527 -0.011 -2.1% 0.000
Volume 81 80 -1 -1.2% 176
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 83.803 83.606 82.858
R3 83.423 83.226 82.754
R2 83.043 83.043 82.719
R1 82.846 82.846 82.684 82.755
PP 82.663 82.663 82.663 82.617
S1 82.466 82.466 82.614 82.375
S2 82.283 82.283 82.579
S3 81.903 82.086 82.545
S4 81.523 81.706 82.440
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 82.480 1.465 1.8% 0.700 0.8% 12% False True 46
10 84.610 82.480 2.130 2.6% 0.562 0.7% 8% False True 58
20 84.610 82.480 2.130 2.6% 0.439 0.5% 8% False True 36
40 84.610 81.745 2.865 3.5% 0.332 0.4% 32% False False 88
60 84.610 81.745 2.865 3.5% 0.221 0.3% 32% False False 59
Crabel Price Patterns
NR True
NR4 True
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 0.058
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.475
2.618 83.855
1.618 83.475
1.000 83.240
0.618 83.095
HIGH 82.860
0.618 82.715
0.500 82.670
0.382 82.625
LOW 82.480
0.618 82.245
1.000 82.100
1.618 81.865
2.618 81.485
4.250 80.865
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 82.670 83.213
PP 82.663 83.025
S1 82.656 82.837

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

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