ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 81.750 82.010 0.260 0.3% 82.775
High 81.950 82.010 0.060 0.1% 83.070
Low 81.750 81.810 0.060 0.1% 81.525
Close 81.893 81.981 0.088 0.1% 81.893
Range 0.200 0.200 0.000 0.0% 1.545
ATR 0.425 0.409 -0.016 -3.8% 0.000
Volume 79 39 -40 -50.6% 474
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 82.534 82.457 82.091
R3 82.334 82.257 82.036
R2 82.134 82.134 82.018
R1 82.057 82.057 81.999 81.996
PP 81.934 81.934 81.934 81.903
S1 81.857 81.857 81.963 81.796
S2 81.734 81.734 81.944
S3 81.534 81.657 81.926
S4 81.334 81.457 81.871
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 82.770 81.525 1.245 1.5% 0.397 0.5% 37% False False 96
10 83.105 81.525 1.580 1.9% 0.340 0.4% 29% False False 60
20 83.945 81.525 2.420 3.0% 0.413 0.5% 19% False False 49
40 84.610 81.525 3.085 3.8% 0.371 0.5% 15% False False 39
60 84.610 81.525 3.085 3.8% 0.300 0.4% 15% False False 71
80 84.610 80.554 4.056 4.9% 0.225 0.3% 35% False False 54
Crabel Price Patterns
NR False
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 0.027
Fibonacci Retracements and Extensions
4.250 82.860
2.618 82.534
1.618 82.334
1.000 82.210
0.618 82.134
HIGH 82.010
0.618 81.934
0.500 81.910
0.382 81.886
LOW 81.810
0.618 81.686
1.000 81.610
1.618 81.486
2.618 81.286
4.250 80.960
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 81.957 81.910
PP 81.934 81.839
S1 81.910 81.768

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

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