ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 26-Oct-2012
Day Change Summary
Previous Current
25-Oct-2012 26-Oct-2012 Change Change % Previous Week
Open 80.075 80.185 0.110 0.1% 79.700
High 80.225 80.375 0.150 0.2% 80.375
Low 79.775 80.000 0.225 0.3% 79.535
Close 80.118 80.156 0.038 0.0% 80.156
Range 0.450 0.375 -0.075 -16.7% 0.840
ATR 0.436 0.431 -0.004 -1.0% 0.000
Volume 17,225 24,915 7,690 44.6% 97,005
Daily Pivots for day following 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 81.302 81.104 80.362
R3 80.927 80.729 80.259
R2 80.552 80.552 80.225
R1 80.354 80.354 80.190 80.266
PP 80.177 80.177 80.177 80.133
S1 79.979 79.979 80.122 79.891
S2 79.802 79.802 80.087
S3 79.427 79.604 80.053
S4 79.052 79.229 79.950
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 82.542 82.189 80.618
R3 81.702 81.349 80.387
R2 80.862 80.862 80.310
R1 80.509 80.509 80.233 80.686
PP 80.022 80.022 80.022 80.110
S1 79.669 79.669 80.079 79.846
S2 79.182 79.182 80.002
S3 78.342 78.829 79.925
S4 77.502 77.989 79.694
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.375 79.535 0.840 1.0% 0.383 0.5% 74% True False 19,401
10 80.375 78.970 1.405 1.8% 0.384 0.5% 84% True False 18,454
20 80.375 78.970 1.405 1.8% 0.416 0.5% 84% True False 17,687
40 81.950 78.725 3.225 4.0% 0.464 0.6% 44% False False 15,888
60 83.800 78.725 5.075 6.3% 0.430 0.5% 28% False False 10,615
80 84.610 78.725 5.885 7.3% 0.422 0.5% 24% False False 7,969
100 84.610 78.725 5.885 7.3% 0.376 0.5% 24% False False 6,403
120 84.610 78.725 5.885 7.3% 0.314 0.4% 24% False False 5,336
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.092
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.969
2.618 81.357
1.618 80.982
1.000 80.750
0.618 80.607
HIGH 80.375
0.618 80.232
0.500 80.188
0.382 80.143
LOW 80.000
0.618 79.768
1.000 79.625
1.618 79.393
2.618 79.018
4.250 78.406
Fisher Pivots for day following 26-Oct-2012
Pivot 1 day 3 day
R1 80.188 80.129
PP 80.177 80.102
S1 80.167 80.075

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

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