ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 21-Sep-2012
Day Change Summary
Previous Current
20-Sep-2012 21-Sep-2012 Change Change % Previous Week
Open 79.135 79.460 0.325 0.4% 78.960
High 79.755 79.520 -0.235 -0.3% 79.755
Low 79.130 79.110 -0.020 0.0% 78.835
Close 79.478 79.398 -0.080 -0.1% 79.398
Range 0.625 0.410 -0.215 -34.4% 0.920
ATR 0.484 0.479 -0.005 -1.1% 0.000
Volume 27,154 18,660 -8,494 -31.3% 95,820
Daily Pivots for day following 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 80.573 80.395 79.624
R3 80.163 79.985 79.511
R2 79.753 79.753 79.473
R1 79.575 79.575 79.436 79.459
PP 79.343 79.343 79.343 79.285
S1 79.165 79.165 79.360 79.049
S2 78.933 78.933 79.323
S3 78.523 78.755 79.285
S4 78.113 78.345 79.173
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 82.089 81.664 79.904
R3 81.169 80.744 79.651
R2 80.249 80.249 79.567
R1 79.824 79.824 79.482 80.037
PP 79.329 79.329 79.329 79.436
S1 78.904 78.904 79.314 79.117
S2 78.409 78.409 79.229
S3 77.489 77.984 79.145
S4 76.569 77.064 78.892
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.755 78.835 0.920 1.2% 0.424 0.5% 61% False False 19,164
10 80.590 78.725 1.865 2.3% 0.491 0.6% 36% False False 18,408
20 82.130 78.725 3.405 4.3% 0.468 0.6% 20% False False 9,510
40 83.945 78.725 5.220 6.6% 0.449 0.6% 13% False False 4,781
60 84.610 78.725 5.885 7.4% 0.414 0.5% 11% False False 3,196
80 84.610 78.725 5.885 7.4% 0.337 0.4% 11% False False 2,430
100 84.610 78.725 5.885 7.4% 0.270 0.3% 11% False False 1,944
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.079
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.263
2.618 80.593
1.618 80.183
1.000 79.930
0.618 79.773
HIGH 79.520
0.618 79.363
0.500 79.315
0.382 79.267
LOW 79.110
0.618 78.857
1.000 78.700
1.618 78.447
2.618 78.037
4.250 77.368
Fisher Pivots for day following 21-Sep-2012
Pivot 1 day 3 day
R1 79.370 79.413
PP 79.343 79.408
S1 79.315 79.403

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

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