ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 10-Oct-2012
Day Change Summary
Previous Current
09-Oct-2012 10-Oct-2012 Change Change % Previous Week
Open 79.650 80.185 0.535 0.7% 80.045
High 80.195 80.310 0.115 0.1% 80.250
Low 79.570 79.935 0.365 0.5% 79.180
Close 80.069 80.017 -0.052 -0.1% 79.428
Range 0.625 0.375 -0.250 -40.0% 1.070
ATR 0.480 0.472 -0.007 -1.6% 0.000
Volume 24,274 18,391 -5,883 -24.2% 85,261
Daily Pivots for day following 10-Oct-2012
Classic Woodie Camarilla DeMark
R4 81.212 80.990 80.223
R3 80.837 80.615 80.120
R2 80.462 80.462 80.086
R1 80.240 80.240 80.051 80.164
PP 80.087 80.087 80.087 80.049
S1 79.865 79.865 79.983 79.789
S2 79.712 79.712 79.948
S3 79.337 79.490 79.914
S4 78.962 79.115 79.811
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 80.310 79.180 1.130 1.4% 0.474 0.6% 74% True False 17,882
10 80.310 79.180 1.130 1.4% 0.477 0.6% 74% True False 17,758
20 80.310 78.725 1.585 2.0% 0.471 0.6% 82% True False 19,477
40 83.105 78.725 4.380 5.5% 0.453 0.6% 29% False False 10,494
60 84.610 78.725 5.885 7.4% 0.439 0.5% 22% False False 7,009
80 84.610 78.725 5.885 7.4% 0.400 0.5% 22% False False 5,261
100 84.610 78.725 5.885 7.4% 0.329 0.4% 22% False False 4,235
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 0.102
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.904
2.618 81.292
1.618 80.917
1.000 80.685
0.618 80.542
HIGH 80.310
0.618 80.167
0.500 80.123
0.382 80.078
LOW 79.935
0.618 79.703
1.000 79.560
1.618 79.328
2.618 78.953
4.250 78.341
Fisher Pivots for day following 10-Oct-2012
Pivot 1 day 3 day
R1 80.123 79.968
PP 80.087 79.919
S1 80.052 79.870

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

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