ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 81.350 80.400 -0.950 -1.2% 81.500
High 81.395 80.590 -0.805 -1.0% 81.950
Low 80.330 80.300 -0.030 0.0% 80.330
Close 80.433 80.534 0.101 0.1% 80.433
Range 1.065 0.290 -0.775 -72.8% 1.620
ATR 0.469 0.456 -0.013 -2.7% 0.000
Volume 3,489 3,302 -187 -5.4% 5,462
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 81.345 81.229 80.694
R3 81.055 80.939 80.614
R2 80.765 80.765 80.587
R1 80.649 80.649 80.561 80.707
PP 80.475 80.475 80.475 80.504
S1 80.359 80.359 80.507 80.417
S2 80.185 80.185 80.481
S3 79.895 80.069 80.454
S4 79.605 79.779 80.375
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 80.300 1.650 2.0% 0.533 0.7% 14% False True 1,752
10 82.130 80.300 1.830 2.3% 0.455 0.6% 13% False True 935
20 83.105 80.300 2.805 3.5% 0.390 0.5% 8% False True 496
40 84.610 80.300 4.310 5.4% 0.415 0.5% 5% False True 268
60 84.610 80.300 4.310 5.4% 0.373 0.5% 5% False True 193
80 84.610 80.300 4.310 5.4% 0.280 0.3% 5% False True 170
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.073
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 81.823
2.618 81.349
1.618 81.059
1.000 80.880
0.618 80.769
HIGH 80.590
0.618 80.479
0.500 80.445
0.382 80.411
LOW 80.300
0.618 80.121
1.000 80.010
1.618 79.831
2.618 79.541
4.250 79.068
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 80.504 81.033
PP 80.475 80.866
S1 80.445 80.700

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

View Archives - Comment on this page... - Back to Index of Symbols