ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 07-Aug-2012
Day Change Summary
Previous Current
06-Aug-2012 07-Aug-2012 Change Change % Previous Week
Open 82.860 82.615 -0.245 -0.3% 83.380
High 82.860 82.800 -0.060 -0.1% 83.945
Low 82.480 82.420 -0.060 -0.1% 82.650
Close 82.649 82.570 -0.079 -0.1% 82.771
Range 0.380 0.380 0.000 0.0% 1.295
ATR 0.527 0.516 -0.010 -2.0% 0.000
Volume 80 37 -43 -53.8% 176
Daily Pivots for day following 07-Aug-2012
Classic Woodie Camarilla DeMark
R4 83.737 83.533 82.779
R3 83.357 83.153 82.675
R2 82.977 82.977 82.640
R1 82.773 82.773 82.605 82.685
PP 82.597 82.597 82.597 82.553
S1 82.393 82.393 82.535 82.305
S2 82.217 82.217 82.500
S3 81.837 82.013 82.466
S4 81.457 81.633 82.361
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 82.420 1.525 1.8% 0.726 0.9% 10% False True 53
10 84.435 82.420 2.015 2.4% 0.589 0.7% 7% False True 51
20 84.610 82.420 2.190 2.7% 0.438 0.5% 7% False True 36
40 84.610 81.745 2.865 3.5% 0.341 0.4% 29% False False 77
60 84.610 81.745 2.865 3.5% 0.228 0.3% 29% False False 60
Crabel Price Patterns
NR False
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 0.077
Fibonacci Retracements and Extensions
4.250 84.415
2.618 83.795
1.618 83.415
1.000 83.180
0.618 83.035
HIGH 82.800
0.618 82.655
0.500 82.610
0.382 82.565
LOW 82.420
0.618 82.185
1.000 82.040
1.618 81.805
2.618 81.425
4.250 80.805
Fisher Pivots for day following 07-Aug-2012
Pivot 1 day 3 day
R1 82.610 83.110
PP 82.597 82.930
S1 82.583 82.750

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

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