ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 12-Sep-2012
Day Change Summary
Previous Current
11-Sep-2012 12-Sep-2012 Change Change % Previous Week
Open 80.570 80.020 -0.550 -0.7% 81.500
High 80.570 80.155 -0.415 -0.5% 81.950
Low 79.935 79.640 -0.295 -0.4% 80.330
Close 79.986 79.914 -0.072 -0.1% 80.433
Range 0.635 0.515 -0.120 -18.9% 1.620
ATR 0.469 0.472 0.003 0.7% 0.000
Volume 6,621 13,692 7,071 106.8% 5,462
Daily Pivots for day following 12-Sep-2012
Classic Woodie Camarilla DeMark
R4 81.448 81.196 80.197
R3 80.933 80.681 80.056
R2 80.418 80.418 80.008
R1 80.166 80.166 79.961 80.035
PP 79.903 79.903 79.903 79.837
S1 79.651 79.651 79.867 79.520
S2 79.388 79.388 79.820
S3 78.873 79.136 79.772
S4 78.358 78.621 79.631
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 81.765 79.640 2.125 2.7% 0.594 0.7% 13% False True 5,659
10 82.070 79.640 2.430 3.0% 0.497 0.6% 11% False True 2,957
20 83.105 79.640 3.465 4.3% 0.435 0.5% 8% False True 1,511
40 84.610 79.640 4.970 6.2% 0.422 0.5% 6% False True 775
60 84.610 79.640 4.970 6.2% 0.376 0.5% 6% False True 523
80 84.610 79.640 4.970 6.2% 0.294 0.4% 6% False True 424
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.086
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.344
2.618 81.503
1.618 80.988
1.000 80.670
0.618 80.473
HIGH 80.155
0.618 79.958
0.500 79.898
0.382 79.837
LOW 79.640
0.618 79.322
1.000 79.125
1.618 78.807
2.618 78.292
4.250 77.451
Fisher Pivots for day following 12-Sep-2012
Pivot 1 day 3 day
R1 79.909 80.115
PP 79.903 80.048
S1 79.898 79.981

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

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