ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 29-Aug-2012
Day Change Summary
Previous Current
28-Aug-2012 29-Aug-2012 Change Change % Previous Week
Open 82.125 81.700 -0.425 -0.5% 82.775
High 82.130 81.890 -0.240 -0.3% 83.070
Low 81.600 81.700 0.100 0.1% 81.525
Close 81.691 81.869 0.178 0.2% 81.893
Range 0.530 0.190 -0.340 -64.2% 1.545
ATR 0.417 0.402 -0.016 -3.7% 0.000
Volume 62 288 226 364.5% 474
Daily Pivots for day following 29-Aug-2012
Classic Woodie Camarilla DeMark
R4 82.390 82.319 81.974
R3 82.200 82.129 81.921
R2 82.010 82.010 81.904
R1 81.939 81.939 81.886 81.975
PP 81.820 81.820 81.820 81.837
S1 81.749 81.749 81.852 81.785
S2 81.630 81.630 81.834
S3 81.440 81.559 81.817
S4 81.250 81.369 81.765
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 82.130 81.525 0.605 0.7% 0.291 0.4% 57% False False 128
10 83.100 81.525 1.575 1.9% 0.362 0.4% 22% False False 92
20 83.945 81.525 2.420 3.0% 0.412 0.5% 14% False False 64
40 84.610 81.525 3.085 3.8% 0.389 0.5% 11% False False 47
60 84.610 81.525 3.085 3.8% 0.312 0.4% 11% False False 77
80 84.610 80.902 3.708 4.5% 0.234 0.3% 26% False False 58
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 82.698
2.618 82.387
1.618 82.197
1.000 82.080
0.618 82.007
HIGH 81.890
0.618 81.817
0.500 81.795
0.382 81.773
LOW 81.700
0.618 81.583
1.000 81.510
1.618 81.393
2.618 81.203
4.250 80.893
Fisher Pivots for day following 29-Aug-2012
Pivot 1 day 3 day
R1 81.844 81.868
PP 81.820 81.866
S1 81.795 81.865

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

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