ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 20-Aug-2012
Day Change Summary
Previous Current
17-Aug-2012 20-Aug-2012 Change Change % Previous Week
Open 82.830 82.775 -0.055 -0.1% 82.860
High 83.100 83.070 -0.030 0.0% 83.105
Low 82.830 82.775 -0.055 -0.1% 82.690
Close 82.978 82.825 -0.153 -0.2% 82.978
Range 0.270 0.295 0.025 9.3% 0.415
ATR 0.418 0.409 -0.009 -2.1% 0.000
Volume 36 29 -7 -19.4% 102
Daily Pivots for day following 20-Aug-2012
Classic Woodie Camarilla DeMark
R4 83.775 83.595 82.987
R3 83.480 83.300 82.906
R2 83.185 83.185 82.879
R1 83.005 83.005 82.852 83.095
PP 82.890 82.890 82.890 82.935
S1 82.710 82.710 82.798 82.800
S2 82.595 82.595 82.771
S3 82.300 82.415 82.744
S4 82.005 82.120 82.663
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% 0.283 0.3% 33% False False 23
10 83.250 82.420 0.830 1.0% 0.277 0.3% 49% False False 27
20 84.610 82.420 2.190 2.6% 0.420 0.5% 18% False False 43
40 84.610 81.955 2.655 3.2% 0.349 0.4% 33% False False 31
60 84.610 81.745 2.865 3.5% 0.267 0.3% 38% False False 63
80 84.610 79.705 4.905 5.9% 0.201 0.2% 64% False False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.324
2.618 83.842
1.618 83.547
1.000 83.365
0.618 83.252
HIGH 83.070
0.618 82.957
0.500 82.923
0.382 82.888
LOW 82.775
0.618 82.593
1.000 82.480
1.618 82.298
2.618 82.003
4.250 81.521
Fisher Pivots for day following 20-Aug-2012
Pivot 1 day 3 day
R1 82.923 82.895
PP 82.890 82.872
S1 82.858 82.848

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

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