ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 24-Aug-2012
Day Change Summary
Previous Current
23-Aug-2012 24-Aug-2012 Change Change % Previous Week
Open 81.805 81.750 -0.055 -0.1% 82.775
High 81.860 81.950 0.090 0.1% 83.070
Low 81.525 81.750 0.225 0.3% 81.525
Close 81.654 81.893 0.239 0.3% 81.893
Range 0.335 0.200 -0.135 -40.3% 1.545
ATR 0.435 0.425 -0.010 -2.3% 0.000
Volume 172 79 -93 -54.1% 474
Daily Pivots for day following 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 82.464 82.379 82.003
R3 82.264 82.179 81.948
R2 82.064 82.064 81.930
R1 81.979 81.979 81.911 82.022
PP 81.864 81.864 81.864 81.886
S1 81.779 81.779 81.875 81.822
S2 81.664 81.664 81.856
S3 81.464 81.579 81.838
S4 81.264 81.379 81.783
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 86.798 85.890 82.743
R3 85.253 84.345 82.318
R2 83.708 83.708 82.176
R1 82.800 82.800 82.035 82.482
PP 82.163 82.163 82.163 82.003
S1 81.255 81.255 81.751 80.937
S2 80.618 80.618 81.610
S3 79.073 79.710 81.468
S4 77.528 78.165 81.043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.070 81.525 1.545 1.9% 0.416 0.5% 24% False False 94
10 83.105 81.525 1.580 1.9% 0.326 0.4% 23% False False 57
20 83.945 81.525 2.420 3.0% 0.408 0.5% 15% False False 48
40 84.610 81.525 3.085 3.8% 0.373 0.5% 12% False False 41
60 84.610 81.525 3.085 3.8% 0.297 0.4% 12% False False 71
80 84.610 80.425 4.185 5.1% 0.223 0.3% 35% False False 53
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.027
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 82.800
2.618 82.474
1.618 82.274
1.000 82.150
0.618 82.074
HIGH 81.950
0.618 81.874
0.500 81.850
0.382 81.826
LOW 81.750
0.618 81.626
1.000 81.550
1.618 81.426
2.618 81.226
4.250 80.900
Fisher Pivots for day following 24-Aug-2012
Pivot 1 day 3 day
R1 81.879 81.948
PP 81.864 81.929
S1 81.850 81.911

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

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