ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 16-Aug-2012
Day Change Summary
Previous Current
15-Aug-2012 16-Aug-2012 Change Change % Previous Week
Open 82.800 83.040 0.240 0.3% 82.860
High 83.105 83.040 -0.065 -0.1% 83.250
Low 82.800 82.690 -0.110 -0.1% 82.420
Close 83.011 82.732 -0.279 -0.3% 82.951
Range 0.305 0.350 0.045 14.8% 0.830
ATR 0.427 0.422 -0.006 -1.3% 0.000
Volume 26 26 0 0.0% 223
Daily Pivots for day following 16-Aug-2012
Classic Woodie Camarilla DeMark
R4 83.871 83.651 82.925
R3 83.521 83.301 82.828
R2 83.171 83.171 82.796
R1 82.951 82.951 82.764 82.886
PP 82.821 82.821 82.821 82.788
S1 82.601 82.601 82.700 82.536
S2 82.471 82.471 82.668
S3 82.121 82.251 82.636
S4 81.771 81.901 82.540
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 82.690 0.560 0.7% 0.243 0.3% 8% False True 26
10 83.800 82.420 1.380 1.7% 0.367 0.4% 23% False False 37
20 84.610 82.420 2.190 2.6% 0.423 0.5% 14% False False 41
40 84.610 81.955 2.655 3.2% 0.343 0.4% 29% False False 29
60 84.610 81.745 2.865 3.5% 0.258 0.3% 34% False False 62
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 84.528
2.618 83.956
1.618 83.606
1.000 83.390
0.618 83.256
HIGH 83.040
0.618 82.906
0.500 82.865
0.382 82.824
LOW 82.690
0.618 82.474
1.000 82.340
1.618 82.124
2.618 81.774
4.250 81.203
Fisher Pivots for day following 16-Aug-2012
Pivot 1 day 3 day
R1 82.865 82.898
PP 82.821 82.842
S1 82.776 82.787

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

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