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

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

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