ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 79.425 79.700 0.275 0.3% 79.820
High 79.745 79.755 0.010 0.0% 80.045
Low 79.370 79.535 0.165 0.2% 78.970
Close 79.688 79.736 0.048 0.1% 79.688
Range 0.375 0.220 -0.155 -41.3% 1.075
ATR 0.451 0.435 -0.017 -3.7% 0.000
Volume 17,723 14,738 -2,985 -16.8% 87,544
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 80.335 80.256 79.857
R3 80.115 80.036 79.797
R2 79.895 79.895 79.776
R1 79.816 79.816 79.756 79.856
PP 79.675 79.675 79.675 79.695
S1 79.596 79.596 79.716 79.636
S2 79.455 79.455 79.696
S3 79.235 79.376 79.676
S4 79.015 79.156 79.615
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 82.793 82.315 80.279
R3 81.718 81.240 79.984
R2 80.643 80.643 79.885
R1 80.165 80.165 79.787 79.867
PP 79.568 79.568 79.568 79.418
S1 79.090 79.090 79.589 78.792
S2 78.493 78.493 79.491
S3 77.418 78.015 79.392
S4 76.343 76.940 79.097
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.810 78.970 0.840 1.1% 0.355 0.4% 91% False False 17,656
10 80.310 78.970 1.340 1.7% 0.398 0.5% 57% False False 17,723
20 80.310 78.970 1.340 1.7% 0.427 0.5% 57% False False 17,282
40 82.130 78.725 3.405 4.3% 0.453 0.6% 30% False False 13,844
60 83.945 78.725 5.220 6.5% 0.438 0.5% 19% False False 9,246
80 84.610 78.725 5.885 7.4% 0.413 0.5% 17% False False 6,943
100 84.610 78.725 5.885 7.4% 0.359 0.5% 17% False False 5,580
120 84.610 78.725 5.885 7.4% 0.299 0.4% 17% False False 4,650
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.087
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 80.690
2.618 80.331
1.618 80.111
1.000 79.975
0.618 79.891
HIGH 79.755
0.618 79.671
0.500 79.645
0.382 79.619
LOW 79.535
0.618 79.399
1.000 79.315
1.618 79.179
2.618 78.959
4.250 78.600
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 79.706 79.622
PP 79.675 79.509
S1 79.645 79.395

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

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