ICE US Dollar Index Future June 2013


Trading Metrics calculated at close of trading on 26-Dec-2012
Day Change Summary
Previous Current
24-Dec-2012 26-Dec-2012 Change Change % Previous Week
Open 79.760 79.800 0.040 0.1% 79.720
High 79.850 79.800 -0.050 -0.1% 79.775
Low 79.760 79.645 -0.115 -0.1% 79.145
Close 79.835 79.789 -0.046 -0.1% 79.807
Range 0.090 0.155 0.065 72.2% 0.630
ATR 0.207 0.206 -0.001 -0.6% 0.000
Volume 3 0 -3 -100.0% 69
Daily Pivots for day following 26-Dec-2012
Classic Woodie Camarilla DeMark
R4 80.210 80.154 79.874
R3 80.055 79.999 79.832
R2 79.900 79.900 79.817
R1 79.844 79.844 79.803 79.795
PP 79.745 79.745 79.745 79.720
S1 79.689 79.689 79.775 79.640
S2 79.590 79.590 79.761
S3 79.435 79.534 79.746
S4 79.280 79.379 79.704
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 81.466 81.266 80.154
R3 80.836 80.636 79.980
R2 80.206 80.206 79.923
R1 80.006 80.006 79.865 80.106
PP 79.576 79.576 79.576 79.626
S1 79.376 79.376 79.749 79.476
S2 78.946 78.946 79.692
S3 78.316 78.746 79.634
S4 77.686 78.116 79.461
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.850 79.145 0.705 0.9% 0.141 0.2% 91% False False 3
10 80.173 79.145 1.028 1.3% 0.117 0.1% 63% False False 157
20 80.784 79.145 1.639 2.1% 0.059 0.1% 39% False False 103
40 81.760 79.145 2.615 3.3% 0.029 0.0% 25% False False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.459
2.618 80.206
1.618 80.051
1.000 79.955
0.618 79.896
HIGH 79.800
0.618 79.741
0.500 79.723
0.382 79.704
LOW 79.645
0.618 79.549
1.000 79.490
1.618 79.394
2.618 79.239
4.250 78.986
Fisher Pivots for day following 26-Dec-2012
Pivot 1 day 3 day
R1 79.767 79.774
PP 79.745 79.760
S1 79.723 79.745

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

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