ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 24-Oct-2012
Day Change Summary
Previous Current
23-Oct-2012 24-Oct-2012 Change Change % Previous Week
Open 79.620 80.035 0.415 0.5% 79.820
High 80.155 80.245 0.090 0.1% 80.045
Low 79.620 79.910 0.290 0.4% 78.970
Close 80.080 80.015 -0.065 -0.1% 79.688
Range 0.535 0.335 -0.200 -37.4% 1.075
ATR 0.442 0.434 -0.008 -1.7% 0.000
Volume 21,584 18,543 -3,041 -14.1% 87,544
Daily Pivots for day following 24-Oct-2012
Classic Woodie Camarilla DeMark
R4 81.062 80.873 80.199
R3 80.727 80.538 80.107
R2 80.392 80.392 80.076
R1 80.203 80.203 80.046 80.130
PP 80.057 80.057 80.057 80.020
S1 79.868 79.868 79.984 79.795
S2 79.722 79.722 79.954
S3 79.387 79.533 79.923
S4 79.052 79.198 79.831
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 80.245 79.035 1.210 1.5% 0.379 0.5% 81% True False 18,088
10 80.295 78.970 1.325 1.7% 0.385 0.5% 79% False False 17,470
20 80.310 78.970 1.340 1.7% 0.431 0.5% 78% False False 17,614
40 82.070 78.725 3.345 4.2% 0.456 0.6% 39% False False 14,845
60 83.945 78.725 5.220 6.5% 0.446 0.6% 25% False False 9,914
80 84.610 78.725 5.885 7.4% 0.420 0.5% 22% False False 7,443
100 84.610 78.725 5.885 7.4% 0.368 0.5% 22% False False 5,981
120 84.610 78.725 5.885 7.4% 0.307 0.4% 22% False False 4,985
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 0.079
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.669
2.618 81.122
1.618 80.787
1.000 80.580
0.618 80.452
HIGH 80.245
0.618 80.117
0.500 80.078
0.382 80.038
LOW 79.910
0.618 79.703
1.000 79.575
1.618 79.368
2.618 79.033
4.250 78.486
Fisher Pivots for day following 24-Oct-2012
Pivot 1 day 3 day
R1 80.078 79.973
PP 80.057 79.932
S1 80.036 79.890

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

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