ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary
Previous Current
29-Oct-2012 30-Oct-2012 Change Change % Previous Week
Open 80.075 80.320 0.245 0.3% 79.700
High 80.425 80.375 -0.050 -0.1% 80.375
Low 80.075 79.900 -0.175 -0.2% 79.535
Close 80.318 79.987 -0.331 -0.4% 80.156
Range 0.350 0.475 0.125 35.7% 0.840
ATR 0.425 0.429 0.004 0.8% 0.000
Volume 11,538 14,486 2,948 25.6% 97,005
Daily Pivots for day following 30-Oct-2012
Classic Woodie Camarilla DeMark
R4 81.512 81.225 80.248
R3 81.037 80.750 80.118
R2 80.562 80.562 80.074
R1 80.275 80.275 80.031 80.181
PP 80.087 80.087 80.087 80.041
S1 79.800 79.800 79.943 79.706
S2 79.612 79.612 79.900
S3 79.137 79.325 79.856
S4 78.662 78.850 79.726
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 80.425 79.775 0.650 0.8% 0.397 0.5% 33% False False 17,341
10 80.425 78.970 1.455 1.8% 0.385 0.5% 70% False False 17,743
20 80.425 78.970 1.455 1.8% 0.409 0.5% 70% False False 17,310
40 81.950 78.725 3.225 4.0% 0.461 0.6% 39% False False 16,522
60 83.250 78.725 4.525 5.7% 0.420 0.5% 28% False False 11,046
80 84.610 78.725 5.885 7.4% 0.424 0.5% 21% False False 8,294
100 84.610 78.725 5.885 7.4% 0.384 0.5% 21% False False 6,663
120 84.610 78.725 5.885 7.4% 0.320 0.4% 21% False False 5,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.077
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 82.394
2.618 81.619
1.618 81.144
1.000 80.850
0.618 80.669
HIGH 80.375
0.618 80.194
0.500 80.138
0.382 80.081
LOW 79.900
0.618 79.606
1.000 79.425
1.618 79.131
2.618 78.656
4.250 77.881
Fisher Pivots for day following 30-Oct-2012
Pivot 1 day 3 day
R1 80.138 80.163
PP 80.087 80.104
S1 80.037 80.046

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

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