ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 82.010 82.125 0.115 0.1% 82.775
High 82.010 82.130 0.120 0.1% 83.070
Low 81.810 81.600 -0.210 -0.3% 81.525
Close 81.981 81.691 -0.290 -0.4% 81.893
Range 0.200 0.530 0.330 165.0% 1.545
ATR 0.409 0.417 0.009 2.1% 0.000
Volume 39 62 23 59.0% 474
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 83.397 83.074 81.983
R3 82.867 82.544 81.837
R2 82.337 82.337 81.788
R1 82.014 82.014 81.740 81.911
PP 81.807 81.807 81.807 81.755
S1 81.484 81.484 81.642 81.381
S2 81.277 81.277 81.594
S3 80.747 80.954 81.545
S4 80.217 80.424 81.400
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 82.370 81.525 0.845 1.0% 0.370 0.5% 20% False False 103
10 83.105 81.525 1.580 1.9% 0.374 0.5% 11% False False 66
20 83.945 81.525 2.420 3.0% 0.427 0.5% 7% False False 52
40 84.610 81.525 3.085 3.8% 0.384 0.5% 5% False False 40
60 84.610 81.525 3.085 3.8% 0.309 0.4% 5% False False 72
80 84.610 80.902 3.708 4.5% 0.232 0.3% 21% False False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.383
2.618 83.518
1.618 82.988
1.000 82.660
0.618 82.458
HIGH 82.130
0.618 81.928
0.500 81.865
0.382 81.802
LOW 81.600
0.618 81.272
1.000 81.070
1.618 80.742
2.618 80.212
4.250 79.348
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 81.865 81.865
PP 81.807 81.807
S1 81.749 81.749

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

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