ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 09-Oct-2012
Day Change Summary
Previous Current
08-Oct-2012 09-Oct-2012 Change Change % Previous Week
Open 79.465 79.650 0.185 0.2% 80.045
High 79.805 80.195 0.390 0.5% 80.250
Low 79.430 79.570 0.140 0.2% 79.180
Close 79.622 80.069 0.447 0.6% 79.428
Range 0.375 0.625 0.250 66.7% 1.070
ATR 0.469 0.480 0.011 2.4% 0.000
Volume 8,990 24,274 15,284 170.0% 85,261
Daily Pivots for day following 09-Oct-2012
Classic Woodie Camarilla DeMark
R4 81.820 81.569 80.413
R3 81.195 80.944 80.241
R2 80.570 80.570 80.184
R1 80.319 80.319 80.126 80.445
PP 79.945 79.945 79.945 80.007
S1 79.694 79.694 80.012 79.820
S2 79.320 79.320 79.954
S3 78.695 79.069 79.897
S4 78.070 78.444 79.725
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 82.829 82.199 80.017
R3 81.759 81.129 79.722
R2 80.689 80.689 79.624
R1 80.059 80.059 79.526 79.839
PP 79.619 79.619 79.619 79.510
S1 78.989 78.989 79.330 78.769
S2 78.549 78.549 79.232
S3 77.479 77.919 79.134
S4 76.409 76.849 78.840
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.195 79.180 1.015 1.3% 0.459 0.6% 88% True False 16,992
10 80.250 79.180 1.070 1.3% 0.480 0.6% 83% False False 17,638
20 80.250 78.725 1.525 1.9% 0.478 0.6% 88% False False 19,242
40 83.105 78.725 4.380 5.5% 0.449 0.6% 31% False False 10,034
60 84.610 78.725 5.885 7.3% 0.441 0.6% 23% False False 6,703
80 84.610 78.725 5.885 7.3% 0.402 0.5% 23% False False 5,032
100 84.610 78.725 5.885 7.3% 0.326 0.4% 23% False False 4,051
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 0.095
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.851
2.618 81.831
1.618 81.206
1.000 80.820
0.618 80.581
HIGH 80.195
0.618 79.956
0.500 79.883
0.382 79.809
LOW 79.570
0.618 79.184
1.000 78.945
1.618 78.559
2.618 77.934
4.250 76.914
Fisher Pivots for day following 09-Oct-2012
Pivot 1 day 3 day
R1 80.007 79.942
PP 79.945 79.815
S1 79.883 79.688

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

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