ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 08-Oct-2012
Day Change Summary
Previous Current
05-Oct-2012 08-Oct-2012 Change Change % Previous Week
Open 79.480 79.465 -0.015 0.0% 80.045
High 79.525 79.805 0.280 0.4% 80.250
Low 79.180 79.430 0.250 0.3% 79.180
Close 79.428 79.622 0.194 0.2% 79.428
Range 0.345 0.375 0.030 8.7% 1.070
ATR 0.476 0.469 -0.007 -1.5% 0.000
Volume 17,726 8,990 -8,736 -49.3% 85,261
Daily Pivots for day following 08-Oct-2012
Classic Woodie Camarilla DeMark
R4 80.744 80.558 79.828
R3 80.369 80.183 79.725
R2 79.994 79.994 79.691
R1 79.808 79.808 79.656 79.901
PP 79.619 79.619 79.619 79.666
S1 79.433 79.433 79.588 79.526
S2 79.244 79.244 79.553
S3 78.869 79.058 79.519
S4 78.494 78.683 79.416
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 80.095 79.180 0.915 1.1% 0.411 0.5% 48% False False 15,188
10 80.250 79.180 1.070 1.3% 0.456 0.6% 41% False False 16,840
20 80.570 78.725 1.845 2.3% 0.479 0.6% 49% False False 18,359
40 83.105 78.725 4.380 5.5% 0.434 0.5% 20% False False 9,428
60 84.610 78.725 5.885 7.4% 0.436 0.5% 15% False False 6,298
80 84.610 78.725 5.885 7.4% 0.399 0.5% 15% False False 4,735
100 84.610 78.725 5.885 7.4% 0.319 0.4% 15% False False 3,808
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.105
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.399
2.618 80.787
1.618 80.412
1.000 80.180
0.618 80.037
HIGH 79.805
0.618 79.662
0.500 79.618
0.382 79.573
LOW 79.430
0.618 79.198
1.000 79.055
1.618 78.823
2.618 78.448
4.250 77.836
Fisher Pivots for day following 08-Oct-2012
Pivot 1 day 3 day
R1 79.621 79.612
PP 79.619 79.602
S1 79.618 79.593

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

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