ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 81.600 81.350 -0.250 -0.3% 81.500
High 81.765 81.395 -0.370 -0.5% 81.950
Low 81.300 80.330 -0.970 -1.2% 80.330
Close 81.303 80.433 -0.870 -1.1% 80.433
Range 0.465 1.065 0.600 129.0% 1.620
ATR 0.423 0.469 0.046 10.8% 0.000
Volume 1,191 3,489 2,298 192.9% 5,462
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 83.914 83.239 81.019
R3 82.849 82.174 80.726
R2 81.784 81.784 80.628
R1 81.109 81.109 80.531 80.914
PP 80.719 80.719 80.719 80.622
S1 80.044 80.044 80.335 79.849
S2 79.654 79.654 80.238
S3 78.589 78.979 80.140
S4 77.524 77.914 79.847
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 85.764 84.719 81.324
R3 84.144 83.099 80.879
R2 82.524 82.524 80.730
R1 81.479 81.479 80.582 81.192
PP 80.904 80.904 80.904 80.761
S1 79.859 79.859 80.285 79.572
S2 79.284 79.284 80.136
S3 77.664 78.239 79.988
S4 76.044 76.619 79.542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.950 80.330 1.620 2.0% 0.605 0.8% 6% False True 1,109
10 82.130 80.330 1.800 2.2% 0.446 0.6% 6% False True 613
20 83.250 80.330 2.920 3.6% 0.391 0.5% 4% False True 334
40 84.610 80.330 4.280 5.3% 0.421 0.5% 2% False True 186
60 84.610 80.330 4.280 5.3% 0.368 0.5% 2% False True 147
80 84.610 80.330 4.280 5.3% 0.276 0.3% 2% False True 129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.063
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 85.921
2.618 84.183
1.618 83.118
1.000 82.460
0.618 82.053
HIGH 81.395
0.618 80.988
0.500 80.863
0.382 80.737
LOW 80.330
0.618 79.672
1.000 79.265
1.618 78.607
2.618 77.542
4.250 75.804
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 80.863 81.140
PP 80.719 80.904
S1 80.576 80.669

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

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