ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 83.130 82.860 -0.270 -0.3% 82.860
High 83.250 82.860 -0.390 -0.5% 83.250
Low 82.940 82.805 -0.135 -0.2% 82.420
Close 82.951 82.806 -0.145 -0.2% 82.951
Range 0.310 0.055 -0.255 -82.3% 0.830
ATR 0.479 0.455 -0.024 -5.0% 0.000
Volume 65 12 -53 -81.5% 223
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 82.989 82.952 82.836
R3 82.934 82.897 82.821
R2 82.879 82.879 82.816
R1 82.842 82.842 82.811 82.833
PP 82.824 82.824 82.824 82.819
S1 82.787 82.787 82.801 82.778
S2 82.769 82.769 82.796
S3 82.714 82.732 82.791
S4 82.659 82.677 82.776
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% 0.271 0.3% 47% False False 31
10 83.945 82.420 1.525 1.8% 0.486 0.6% 25% False False 38
20 84.610 82.420 2.190 2.6% 0.426 0.5% 18% False False 40
40 84.610 81.745 2.865 3.5% 0.355 0.4% 37% False False 30
60 84.610 81.745 2.865 3.5% 0.244 0.3% 37% False False 62
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 28 trading days
Fibonacci Retracements and Extensions
4.250 83.094
2.618 83.004
1.618 82.949
1.000 82.915
0.618 82.894
HIGH 82.860
0.618 82.839
0.500 82.833
0.382 82.826
LOW 82.805
0.618 82.771
1.000 82.750
1.618 82.716
2.618 82.661
4.250 82.571
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 82.833 83.005
PP 82.824 82.939
S1 82.815 82.872

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

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