ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 05-Oct-2012

Day Change Summary
	Previous	Current
	04-Oct-2012	05-Oct-2012	Change	Change %	Previous Week
Open	79.940	79.480	-0.460	-0.6%	80.045
High	80.005	79.525	-0.480	-0.6%	80.250
Low	79.355	79.180	-0.175	-0.2%	79.180
Close	79.440	79.428	-0.012	0.0%	79.428
Range	0.650	0.345	-0.305	-46.9%	1.070
ATR	0.486	0.476	-0.010	-2.1%	0.000
Volume	20,032	17,726	-2,306	-11.5%	85,261

Daily Pivots for day following 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.413	80.265	79.618
R3	80.068	79.920	79.523
R2	79.723	79.723	79.491
R1	79.575	79.575	79.460	79.477
PP	79.378	79.378	79.378	79.328
S1	79.230	79.230	79.396	79.132
S2	79.033	79.033	79.365
S3	78.688	78.885	79.333
S4	78.343	78.540	79.238

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.829	82.199	80.017
R3	81.759	81.129	79.722
R2	80.689	80.689	79.624
R1	80.059	80.059	79.526	79.839
PP	79.619	79.619	79.619	79.510
S1	78.989	78.989	79.330	78.769
S2	78.549	78.549	79.232
S3	77.479	77.919	79.134
S4	76.409	76.849	78.840

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.250	79.180	1.070	1.3%	0.452	0.6%	23%	False	True	17,052
10	80.250	79.180	1.070	1.3%	0.459	0.6%	23%	False	True	17,742
20	80.590	78.725	1.865	2.3%	0.475	0.6%	38%	False	False	18,075
40	83.250	78.725	4.525	5.7%	0.433	0.5%	16%	False	False	9,205
60	84.610	78.725	5.885	7.4%	0.439	0.6%	12%	False	False	6,149
80	84.610	78.725	5.885	7.4%	0.395	0.5%	12%	False	False	4,629
100	84.610	78.725	5.885	7.4%	0.316	0.4%	12%	False	False	3,718

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	0.101
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.991
2.618	80.428
1.618	80.083
1.000	79.870
0.618	79.738
HIGH	79.525
0.618	79.393
0.500	79.353
0.382	79.312
LOW	79.180
0.618	78.967
1.000	78.835
1.618	78.622
2.618	78.277
4.250	77.714

Fisher Pivots for day following 05-Oct-2012
Pivot	1 day	3 day
R1	79.403	79.638
PP	79.378	79.568
S1	79.353	79.498

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