ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 10-Aug-2012
Day Change Summary
Previous Current
09-Aug-2012 10-Aug-2012 Change Change % Previous Week
Open 82.760 83.130 0.370 0.4% 82.860
High 83.150 83.250 0.100 0.1% 83.250
Low 82.760 82.940 0.180 0.2% 82.420
Close 83.030 82.951 -0.079 -0.1% 82.951
Range 0.390 0.310 -0.080 -20.5% 0.830
ATR 0.492 0.479 -0.013 -2.6% 0.000
Volume 12 65 53 441.7% 223
Daily Pivots for day following 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 83.977 83.774 83.122
R3 83.667 83.464 83.036
R2 83.357 83.357 83.008
R1 83.154 83.154 82.979 83.101
PP 83.047 83.047 83.047 83.020
S1 82.844 82.844 82.923 82.791
S2 82.737 82.737 82.894
S3 82.427 82.534 82.866
S4 82.117 82.224 82.781
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 85.364 84.987 83.408
R3 84.534 84.157 83.179
R2 83.704 83.704 83.103
R1 83.327 83.327 83.027 83.516
PP 82.874 82.874 82.874 82.968
S1 82.497 82.497 82.875 82.686
S2 82.044 82.044 82.799
S3 81.214 81.667 82.723
S4 80.384 80.837 82.495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.250 82.420 0.830 1.0% 0.336 0.4% 64% True False 44
10 83.945 82.420 1.525 1.8% 0.490 0.6% 35% False False 39
20 84.610 82.420 2.190 2.6% 0.440 0.5% 24% False False 40
40 84.610 81.745 2.865 3.5% 0.364 0.4% 42% False False 42
60 84.610 81.745 2.865 3.5% 0.243 0.3% 42% False False 61
Crabel Price Patterns
NR True
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 0.088
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.568
2.618 84.062
1.618 83.752
1.000 83.560
0.618 83.442
HIGH 83.250
0.618 83.132
0.500 83.095
0.382 83.058
LOW 82.940
0.618 82.748
1.000 82.630
1.618 82.438
2.618 82.128
4.250 81.623
Fisher Pivots for day following 10-Aug-2012
Pivot 1 day 3 day
R1 83.095 82.948
PP 83.047 82.945
S1 82.999 82.943

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

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