ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 27-Sep-2012

Day Change Summary
	Previous	Current
	26-Sep-2012	27-Sep-2012	Change	Change %	Previous Week
Open	79.725	79.865	0.140	0.2%	78.960
High	80.080	80.010	-0.070	-0.1%	79.755
Low	79.670	79.550	-0.120	-0.2%	78.835
Close	79.948	79.592	-0.356	-0.4%	79.398
Range	0.410	0.460	0.050	12.2%	0.920
ATR	0.468	0.468	-0.001	-0.1%	0.000
Volume	17,196	18,215	1,019	5.9%	95,820

Daily Pivots for day following 27-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.097	80.805	79.845
R3	80.637	80.345	79.719
R2	80.177	80.177	79.676
R1	79.885	79.885	79.634	79.801
PP	79.717	79.717	79.717	79.676
S1	79.425	79.425	79.550	79.341
S2	79.257	79.257	79.508
S3	78.797	78.965	79.466
S4	78.337	78.505	79.339

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	80.080	79.110	0.970	1.2%	0.413	0.5%	50%	False	False	17,673
10	80.080	78.725	1.355	1.7%	0.446	0.6%	64%	False	False	20,197
20	82.070	78.725	3.345	4.2%	0.495	0.6%	26%	False	False	12,972
40	83.945	78.725	5.220	6.6%	0.453	0.6%	17%	False	False	6,518
60	84.610	78.725	5.885	7.4%	0.424	0.5%	15%	False	False	4,355
80	84.610	78.725	5.885	7.4%	0.358	0.4%	15%	False	False	3,301
100	84.610	78.725	5.885	7.4%	0.286	0.4%	15%	False	False	2,641

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	0.084
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	81.965
2.618	81.214
1.618	80.754
1.000	80.470
0.618	80.294
HIGH	80.010
0.618	79.834
0.500	79.780
0.382	79.726
LOW	79.550
0.618	79.266
1.000	79.090
1.618	78.806
2.618	78.346
4.250	77.595

Fisher Pivots for day following 27-Sep-2012
Pivot	1 day	3 day
R1	79.780	79.728
PP	79.717	79.682
S1	79.655	79.637

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols