ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 14-Sep-2012
Day Change Summary
Previous Current
13-Sep-2012 14-Sep-2012 Change Change % Previous Week
Open 79.860 79.395 -0.465 -0.6% 80.400
High 79.955 79.410 -0.545 -0.7% 80.590
Low 79.295 78.725 -0.570 -0.7% 78.725
Close 79.397 78.987 -0.410 -0.5% 78.987
Range 0.660 0.685 0.025 3.8% 1.865
ATR 0.486 0.500 0.014 2.9% 0.000
Volume 28,196 36,450 8,254 29.3% 88,261
Daily Pivots for day following 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 81.096 80.726 79.364
R3 80.411 80.041 79.175
R2 79.726 79.726 79.113
R1 79.356 79.356 79.050 79.199
PP 79.041 79.041 79.041 78.962
S1 78.671 78.671 78.924 78.514
S2 78.356 78.356 78.861
S3 77.671 77.986 78.799
S4 76.986 77.301 78.610
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 85.029 83.873 80.013
R3 83.164 82.008 79.500
R2 81.299 81.299 79.329
R1 80.143 80.143 79.158 79.789
PP 79.434 79.434 79.434 79.257
S1 78.278 78.278 78.816 77.924
S2 77.569 77.569 78.645
S3 75.704 76.413 78.474
S4 73.839 74.548 77.961
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.590 78.725 1.865 2.4% 0.557 0.7% 14% False True 17,652
10 81.950 78.725 3.225 4.1% 0.581 0.7% 8% False True 9,380
20 83.100 78.725 4.375 5.5% 0.470 0.6% 6% False True 4,741
40 84.610 78.725 5.885 7.5% 0.446 0.6% 4% False True 2,391
60 84.610 78.725 5.885 7.5% 0.385 0.5% 4% False True 1,600
80 84.610 78.725 5.885 7.5% 0.311 0.4% 4% False True 1,232
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.091
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 82.321
2.618 81.203
1.618 80.518
1.000 80.095
0.618 79.833
HIGH 79.410
0.618 79.148
0.500 79.068
0.382 78.987
LOW 78.725
0.618 78.302
1.000 78.040
1.618 77.617
2.618 76.932
4.250 75.814
Fisher Pivots for day following 14-Sep-2012
Pivot 1 day 3 day
R1 79.068 79.440
PP 79.041 79.289
S1 79.014 79.138

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

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