ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 23-Aug-2012
Day Change Summary
Previous Current
22-Aug-2012 23-Aug-2012 Change Change % Previous Week
Open 82.250 81.805 -0.445 -0.5% 82.860
High 82.370 81.860 -0.510 -0.6% 83.105
Low 81.785 81.525 -0.260 -0.3% 82.690
Close 81.797 81.654 -0.143 -0.2% 82.978
Range 0.585 0.335 -0.250 -42.7% 0.415
ATR 0.442 0.435 -0.008 -1.7% 0.000
Volume 163 172 9 5.5% 102
Daily Pivots for day following 23-Aug-2012
Classic Woodie Camarilla DeMark
R4 82.685 82.504 81.838
R3 82.350 82.169 81.746
R2 82.015 82.015 81.715
R1 81.834 81.834 81.685 81.757
PP 81.680 81.680 81.680 81.641
S1 81.499 81.499 81.623 81.422
S2 81.345 81.345 81.593
S3 81.010 81.164 81.562
S4 80.675 80.829 81.470
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 83.100 81.525 1.575 1.9% 0.430 0.5% 8% False True 86
10 83.250 81.525 1.725 2.1% 0.337 0.4% 7% False True 56
20 83.945 81.525 2.420 3.0% 0.429 0.5% 5% False True 53
40 84.610 81.525 3.085 3.8% 0.387 0.5% 4% False True 40
60 84.610 81.525 3.085 3.8% 0.294 0.4% 4% False True 70
80 84.610 80.287 4.323 5.3% 0.220 0.3% 32% False False 52
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.284
2.618 82.737
1.618 82.402
1.000 82.195
0.618 82.067
HIGH 81.860
0.618 81.732
0.500 81.693
0.382 81.653
LOW 81.525
0.618 81.318
1.000 81.190
1.618 80.983
2.618 80.648
4.250 80.101
Fisher Pivots for day following 23-Aug-2012
Pivot 1 day 3 day
R1 81.693 82.148
PP 81.680 81.983
S1 81.667 81.819

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

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