ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 21-Aug-2012
Day Change Summary
Previous Current
20-Aug-2012 21-Aug-2012 Change Change % Previous Week
Open 82.775 82.680 -0.095 -0.1% 82.860
High 83.070 82.770 -0.300 -0.4% 83.105
Low 82.775 82.105 -0.670 -0.8% 82.690
Close 82.825 82.220 -0.605 -0.7% 82.978
Range 0.295 0.665 0.370 125.4% 0.415
ATR 0.409 0.431 0.022 5.4% 0.000
Volume 29 31 2 6.9% 102
Daily Pivots for day following 21-Aug-2012
Classic Woodie Camarilla DeMark
R4 84.360 83.955 82.586
R3 83.695 83.290 82.403
R2 83.030 83.030 82.342
R1 82.625 82.625 82.281 82.495
PP 82.365 82.365 82.365 82.300
S1 81.960 81.960 82.159 81.830
S2 81.700 81.700 82.098
S3 81.035 81.295 82.037
S4 80.370 80.630 81.854
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 82.105 1.000 1.2% 0.377 0.5% 12% False True 29
10 83.250 82.105 1.145 1.4% 0.306 0.4% 10% False True 26
20 84.435 82.105 2.330 2.8% 0.447 0.5% 5% False True 39
40 84.610 81.955 2.655 3.2% 0.365 0.4% 10% False False 31
60 84.610 81.745 2.865 3.5% 0.278 0.3% 17% False False 64
80 84.610 79.901 4.709 5.7% 0.209 0.3% 49% False False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 85.596
2.618 84.511
1.618 83.846
1.000 83.435
0.618 83.181
HIGH 82.770
0.618 82.516
0.500 82.438
0.382 82.359
LOW 82.105
0.618 81.694
1.000 81.440
1.618 81.029
2.618 80.364
4.250 79.279
Fisher Pivots for day following 21-Aug-2012
Pivot 1 day 3 day
R1 82.438 82.603
PP 82.365 82.475
S1 82.293 82.348

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

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