ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 05-Sep-2012
Day Change Summary
Previous Current
04-Sep-2012 05-Sep-2012 Change Change % Previous Week
Open 81.500 81.735 0.235 0.3% 82.010
High 81.695 81.950 0.255 0.3% 82.130
Low 81.380 81.420 0.040 0.0% 81.300
Close 81.636 81.550 -0.086 -0.1% 81.531
Range 0.315 0.530 0.215 68.3% 0.830
ATR 0.412 0.420 0.008 2.1% 0.000
Volume 568 214 -354 -62.3% 594
Daily Pivots for day following 05-Sep-2012
Classic Woodie Camarilla DeMark
R4 83.230 82.920 81.842
R3 82.700 82.390 81.696
R2 82.170 82.170 81.647
R1 81.860 81.860 81.599 81.750
PP 81.640 81.640 81.640 81.585
S1 81.330 81.330 81.501 81.220
S2 81.110 81.110 81.453
S3 80.580 80.800 81.404
S4 80.050 80.270 81.259
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 84.144 83.667 81.988
R3 83.314 82.837 81.759
R2 82.484 82.484 81.683
R1 82.007 82.007 81.607 81.831
PP 81.654 81.654 81.654 81.565
S1 81.177 81.177 81.455 81.001
S2 80.824 80.824 81.379
S3 79.994 80.347 81.303
S4 79.164 79.517 81.075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.070 81.300 0.770 0.9% 0.399 0.5% 32% False False 255
10 82.370 81.300 1.070 1.3% 0.385 0.5% 23% False False 179
20 83.250 81.300 1.950 2.4% 0.345 0.4% 13% False False 102
40 84.610 81.300 3.310 4.1% 0.392 0.5% 8% False False 69
60 84.610 81.300 3.310 4.1% 0.343 0.4% 8% False False 85
80 84.610 81.300 3.310 4.1% 0.257 0.3% 8% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.059
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.203
2.618 83.338
1.618 82.808
1.000 82.480
0.618 82.278
HIGH 81.950
0.618 81.748
0.500 81.685
0.382 81.622
LOW 81.420
0.618 81.092
1.000 80.890
1.618 80.562
2.618 80.032
4.250 79.168
Fisher Pivots for day following 05-Sep-2012
Pivot 1 day 3 day
R1 81.685 81.625
PP 81.640 81.600
S1 81.595 81.575

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

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