ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 80.035 80.075 0.040 0.0% 79.820
High 80.245 80.225 -0.020 0.0% 80.045
Low 79.910 79.775 -0.135 -0.2% 78.970
Close 80.015 80.118 0.103 0.1% 79.688
Range 0.335 0.450 0.115 34.3% 1.075
ATR 0.434 0.436 0.001 0.3% 0.000
Volume 18,543 17,225 -1,318 -7.1% 87,544
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 81.389 81.204 80.366
R3 80.939 80.754 80.242
R2 80.489 80.489 80.201
R1 80.304 80.304 80.159 80.397
PP 80.039 80.039 80.039 80.086
S1 79.854 79.854 80.077 79.947
S2 79.589 79.589 80.036
S3 79.139 79.404 79.994
S4 78.689 78.954 79.871
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 79.370 0.875 1.1% 0.383 0.5% 85% False False 17,962
10 80.245 78.970 1.275 1.6% 0.379 0.5% 90% False False 17,465
20 80.310 78.970 1.340 1.7% 0.430 0.5% 86% False False 17,564
40 82.070 78.725 3.345 4.2% 0.463 0.6% 42% False False 15,268
60 83.945 78.725 5.220 6.5% 0.446 0.6% 27% False False 10,200
80 84.610 78.725 5.885 7.3% 0.426 0.5% 24% False False 7,658
100 84.610 78.725 5.885 7.3% 0.372 0.5% 24% False False 6,154
120 84.610 78.725 5.885 7.3% 0.310 0.4% 24% False False 5,128
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.079
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.138
2.618 81.403
1.618 80.953
1.000 80.675
0.618 80.503
HIGH 80.225
0.618 80.053
0.500 80.000
0.382 79.947
LOW 79.775
0.618 79.497
1.000 79.325
1.618 79.047
2.618 78.597
4.250 77.863
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 80.079 80.056
PP 80.039 79.994
S1 80.000 79.933

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

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