ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 83.750 83.835 0.085 0.1% 83.400
High 84.140 84.245 0.105 0.1% 83.770
Low 83.720 83.760 0.040 0.0% 82.800
Close 83.815 84.145 0.330 0.4% 83.573
Range 0.420 0.485 0.065 15.5% 0.970
ATR 0.591 0.583 -0.008 -1.3% 0.000
Volume 22,948 18,639 -4,309 -18.8% 91,078
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 85.505 85.310 84.412
R3 85.020 84.825 84.278
R2 84.535 84.535 84.234
R1 84.340 84.340 84.189 84.438
PP 84.050 84.050 84.050 84.099
S1 83.855 83.855 84.101 83.953
S2 83.565 83.565 84.056
S3 83.080 83.370 84.012
S4 82.595 82.885 83.878
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 86.291 85.902 84.107
R3 85.321 84.932 83.840
R2 84.351 84.351 83.751
R1 83.962 83.962 83.662 84.157
PP 83.381 83.381 83.381 83.478
S1 82.992 82.992 83.484 83.187
S2 82.411 82.411 83.395
S3 81.441 82.022 83.306
S4 80.471 81.052 83.040
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.245 82.800 1.445 1.7% 0.493 0.6% 93% True False 19,458
10 84.245 82.800 1.445 1.7% 0.524 0.6% 93% True False 19,378
20 84.245 81.560 2.685 3.2% 0.569 0.7% 96% True False 22,176
40 84.245 81.390 2.855 3.4% 0.610 0.7% 96% True False 18,767
60 84.245 79.025 5.220 6.2% 0.520 0.6% 98% True False 12,534
80 84.245 79.025 5.220 6.2% 0.446 0.5% 98% True False 9,412
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 0.119
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.306
2.618 85.515
1.618 85.030
1.000 84.730
0.618 84.545
HIGH 84.245
0.618 84.060
0.500 84.003
0.382 83.945
LOW 83.760
0.618 83.460
1.000 83.275
1.618 82.975
2.618 82.490
4.250 81.699
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 84.098 83.967
PP 84.050 83.788
S1 84.003 83.610

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

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