ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 80.050 79.825 -0.225 -0.3% 80.400
High 80.105 80.020 -0.085 -0.1% 80.820
Low 79.785 79.780 -0.005 0.0% 80.145
Close 79.824 79.934 0.110 0.1% 80.363
Range 0.320 0.240 -0.080 -25.0% 0.675
ATR 0.331 0.324 -0.006 -2.0% 0.000
Volume 1,566 877 -689 -44.0% 1,396
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 80.631 80.523 80.066
R3 80.391 80.283 80.000
R2 80.151 80.151 79.978
R1 80.043 80.043 79.956 80.097
PP 79.911 79.911 79.911 79.939
S1 79.803 79.803 79.912 79.857
S2 79.671 79.671 79.890
S3 79.431 79.563 79.868
S4 79.191 79.323 79.802
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 82.468 82.090 80.734
R3 81.793 81.415 80.549
R2 81.118 81.118 80.487
R1 80.740 80.740 80.425 80.592
PP 80.443 80.443 80.443 80.368
S1 80.065 80.065 80.301 79.917
S2 79.768 79.768 80.239
S3 79.093 79.390 80.177
S4 78.418 78.715 79.992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.540 79.780 0.760 1.0% 0.316 0.4% 20% False True 610
10 81.040 79.780 1.260 1.6% 0.325 0.4% 12% False True 431
20 81.700 79.780 1.920 2.4% 0.293 0.4% 8% False True 305
40 81.700 79.200 2.500 3.1% 0.279 0.3% 29% False False 175
60 81.700 78.945 2.755 3.4% 0.240 0.3% 36% False False 140
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 0.043
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 81.040
2.618 80.648
1.618 80.408
1.000 80.260
0.618 80.168
HIGH 80.020
0.618 79.928
0.500 79.900
0.382 79.872
LOW 79.780
0.618 79.632
1.000 79.540
1.618 79.392
2.618 79.152
4.250 78.760
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 79.923 80.063
PP 79.911 80.020
S1 79.900 79.977

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

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