ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 83.040 82.830 -0.210 -0.3% 82.860
High 83.040 83.100 0.060 0.1% 83.105
Low 82.690 82.830 0.140 0.2% 82.690
Close 82.732 82.978 0.246 0.3% 82.978
Range 0.350 0.270 -0.080 -22.9% 0.415
ATR 0.422 0.418 -0.004 -0.9% 0.000
Volume 26 36 10 38.5% 102
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 83.779 83.649 83.127
R3 83.509 83.379 83.052
R2 83.239 83.239 83.028
R1 83.109 83.109 83.003 83.174
PP 82.969 82.969 82.969 83.002
S1 82.839 82.839 82.953 82.904
S2 82.699 82.699 82.929
S3 82.429 82.569 82.904
S4 82.159 82.299 82.830
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 84.169 83.989 83.206
R3 83.754 83.574 83.092
R2 83.339 83.339 83.054
R1 83.159 83.159 83.016 83.249
PP 82.924 82.924 82.924 82.970
S1 82.744 82.744 82.940 82.834
S2 82.509 82.509 82.902
S3 82.094 82.329 82.864
S4 81.679 81.914 82.750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.105 82.690 0.415 0.5% 0.235 0.3% 69% False False 20
10 83.250 82.420 0.830 1.0% 0.286 0.3% 67% False False 32
20 84.610 82.420 2.190 2.6% 0.427 0.5% 25% False False 42
40 84.610 81.955 2.655 3.2% 0.348 0.4% 39% False False 30
60 84.610 81.745 2.865 3.5% 0.262 0.3% 43% False False 63
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 84.248
2.618 83.807
1.618 83.537
1.000 83.370
0.618 83.267
HIGH 83.100
0.618 82.997
0.500 82.965
0.382 82.933
LOW 82.830
0.618 82.663
1.000 82.560
1.618 82.393
2.618 82.123
4.250 81.683
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 82.974 82.951
PP 82.969 82.924
S1 82.965 82.898

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

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