ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 80.020 79.860 -0.160 -0.2% 81.500
High 80.155 79.955 -0.200 -0.2% 81.950
Low 79.640 79.295 -0.345 -0.4% 80.330
Close 79.914 79.397 -0.517 -0.6% 80.433
Range 0.515 0.660 0.145 28.2% 1.620
ATR 0.472 0.486 0.013 2.8% 0.000
Volume 13,692 28,196 14,504 105.9% 5,462
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 81.529 81.123 79.760
R3 80.869 80.463 79.579
R2 80.209 80.209 79.518
R1 79.803 79.803 79.458 79.676
PP 79.549 79.549 79.549 79.486
S1 79.143 79.143 79.337 79.016
S2 78.889 78.889 79.276
S3 78.229 78.483 79.216
S4 77.569 77.823 79.034
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 81.395 79.295 2.100 2.6% 0.633 0.8% 5% False True 11,060
10 82.070 79.295 2.775 3.5% 0.544 0.7% 4% False True 5,747
20 83.100 79.295 3.805 4.8% 0.453 0.6% 3% False True 2,920
40 84.610 79.295 5.315 6.7% 0.434 0.5% 2% False True 1,480
60 84.610 79.295 5.315 6.7% 0.379 0.5% 2% False True 992
80 84.610 79.295 5.315 6.7% 0.302 0.4% 2% False True 776
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 0.095
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 82.760
2.618 81.683
1.618 81.023
1.000 80.615
0.618 80.363
HIGH 79.955
0.618 79.703
0.500 79.625
0.382 79.547
LOW 79.295
0.618 78.887
1.000 78.635
1.618 78.227
2.618 77.567
4.250 76.490
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 79.625 79.933
PP 79.549 79.754
S1 79.473 79.576

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

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