ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 79.395 78.960 -0.435 -0.5% 80.400
High 79.410 79.175 -0.235 -0.3% 80.590
Low 78.725 78.835 0.110 0.1% 78.725
Close 78.987 79.115 0.128 0.2% 78.987
Range 0.685 0.340 -0.345 -50.4% 1.865
ATR 0.500 0.489 -0.011 -2.3% 0.000
Volume 36,450 15,728 -20,722 -56.9% 88,261
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 80.062 79.928 79.302
R3 79.722 79.588 79.209
R2 79.382 79.382 79.177
R1 79.248 79.248 79.146 79.315
PP 79.042 79.042 79.042 79.075
S1 78.908 78.908 79.084 78.975
S2 78.702 78.702 79.053
S3 78.362 78.568 79.022
S4 78.022 78.228 78.928
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 80.570 78.725 1.845 2.3% 0.567 0.7% 21% False False 20,137
10 81.950 78.725 3.225 4.1% 0.550 0.7% 12% False False 10,945
20 83.070 78.725 4.345 5.5% 0.473 0.6% 9% False False 5,525
40 84.610 78.725 5.885 7.4% 0.450 0.6% 7% False False 2,784
60 84.610 78.725 5.885 7.4% 0.390 0.5% 7% False False 1,862
80 84.610 78.725 5.885 7.4% 0.315 0.4% 7% False False 1,429
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.102
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 80.620
2.618 80.065
1.618 79.725
1.000 79.515
0.618 79.385
HIGH 79.175
0.618 79.045
0.500 79.005
0.382 78.965
LOW 78.835
0.618 78.625
1.000 78.495
1.618 78.285
2.618 77.945
4.250 77.390
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 79.078 79.340
PP 79.042 79.265
S1 79.005 79.190

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

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