ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 80.400 80.570 0.170 0.2% 81.500
High 80.590 80.570 -0.020 0.0% 81.950
Low 80.300 79.935 -0.365 -0.5% 80.330
Close 80.534 79.986 -0.548 -0.7% 80.433
Range 0.290 0.635 0.345 119.0% 1.620
ATR 0.456 0.469 0.013 2.8% 0.000
Volume 3,302 6,621 3,319 100.5% 5,462
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 82.069 81.662 80.335
R3 81.434 81.027 80.161
R2 80.799 80.799 80.102
R1 80.392 80.392 80.044 80.278
PP 80.164 80.164 80.164 80.107
S1 79.757 79.757 79.928 79.643
S2 79.529 79.529 79.870
S3 78.894 79.122 79.811
S4 78.259 78.487 79.637
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 79.935 2.015 2.5% 0.597 0.7% 3% False True 2,963
10 82.130 79.935 2.195 2.7% 0.498 0.6% 2% False True 1,594
20 83.105 79.935 3.170 4.0% 0.419 0.5% 2% False True 827
40 84.610 79.935 4.675 5.8% 0.423 0.5% 1% False True 433
60 84.610 79.935 4.675 5.8% 0.376 0.5% 1% False True 295
80 84.610 79.935 4.675 5.8% 0.288 0.4% 1% False True 253
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 0.073
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.269
2.618 82.232
1.618 81.597
1.000 81.205
0.618 80.962
HIGH 80.570
0.618 80.327
0.500 80.253
0.382 80.178
LOW 79.935
0.618 79.543
1.000 79.300
1.618 78.908
2.618 78.273
4.250 77.236
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 80.253 80.665
PP 80.164 80.439
S1 80.075 80.212

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

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