ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 28-Sep-2012
Day Change Summary
Previous Current
27-Sep-2012 28-Sep-2012 Change Change % Previous Week
Open 79.865 79.625 -0.240 -0.3% 79.420
High 80.010 80.090 0.080 0.1% 80.090
Low 79.550 79.420 -0.130 -0.2% 79.375
Close 79.592 80.025 0.433 0.5% 80.025
Range 0.460 0.670 0.210 45.7% 0.715
ATR 0.468 0.482 0.014 3.1% 0.000
Volume 18,215 22,453 4,238 23.3% 92,162
Daily Pivots for day following 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 81.855 81.610 80.394
R3 81.185 80.940 80.209
R2 80.515 80.515 80.148
R1 80.270 80.270 80.086 80.393
PP 79.845 79.845 79.845 79.906
S1 79.600 79.600 79.964 79.723
S2 79.175 79.175 79.902
S3 78.505 78.930 79.841
S4 77.835 78.260 79.657
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 81.975 81.715 80.418
R3 81.260 81.000 80.222
R2 80.545 80.545 80.156
R1 80.285 80.285 80.091 80.415
PP 79.830 79.830 79.830 79.895
S1 79.570 79.570 79.959 79.700
S2 79.115 79.115 79.894
S3 78.400 78.855 79.828
S4 77.685 78.140 79.632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.090 79.375 0.715 0.9% 0.465 0.6% 91% True False 18,432
10 80.090 78.835 1.255 1.6% 0.445 0.6% 95% True False 18,798
20 81.950 78.725 3.225 4.0% 0.513 0.6% 40% False False 14,089
40 83.800 78.725 5.075 6.3% 0.438 0.5% 26% False False 7,079
60 84.610 78.725 5.885 7.4% 0.425 0.5% 22% False False 4,729
80 84.610 78.725 5.885 7.4% 0.366 0.5% 22% False False 3,582
100 84.610 78.725 5.885 7.4% 0.293 0.4% 22% False False 2,865
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.103
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 82.938
2.618 81.844
1.618 81.174
1.000 80.760
0.618 80.504
HIGH 80.090
0.618 79.834
0.500 79.755
0.382 79.676
LOW 79.420
0.618 79.006
1.000 78.750
1.618 78.336
2.618 77.666
4.250 76.573
Fisher Pivots for day following 28-Sep-2012
Pivot 1 day 3 day
R1 79.935 79.935
PP 79.845 79.845
S1 79.755 79.755

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

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