ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 80.320 80.005 -0.315 -0.4% 79.700
High 80.375 80.055 -0.320 -0.4% 80.375
Low 79.900 79.720 -0.180 -0.2% 79.535
Close 79.987 79.987 0.000 0.0% 80.156
Range 0.475 0.335 -0.140 -29.5% 0.840
ATR 0.429 0.422 -0.007 -1.6% 0.000
Volume 14,486 16,080 1,594 11.0% 97,005
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 80.926 80.791 80.171
R3 80.591 80.456 80.079
R2 80.256 80.256 80.048
R1 80.121 80.121 80.018 80.021
PP 79.921 79.921 79.921 79.871
S1 79.786 79.786 79.956 79.686
S2 79.586 79.586 79.926
S3 79.251 79.451 79.895
S4 78.916 79.116 79.803
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 79.720 0.705 0.9% 0.397 0.5% 38% False True 16,848
10 80.425 79.035 1.390 1.7% 0.388 0.5% 68% False False 17,468
20 80.425 78.970 1.455 1.8% 0.410 0.5% 70% False False 17,417
40 81.765 78.725 3.040 3.8% 0.456 0.6% 42% False False 16,919
60 83.250 78.725 4.525 5.7% 0.419 0.5% 28% False False 11,314
80 84.610 78.725 5.885 7.4% 0.424 0.5% 21% False False 8,494
100 84.610 78.725 5.885 7.4% 0.388 0.5% 21% False False 6,819
120 84.610 78.725 5.885 7.4% 0.323 0.4% 21% False False 5,687
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.076
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.479
2.618 80.932
1.618 80.597
1.000 80.390
0.618 80.262
HIGH 80.055
0.618 79.927
0.500 79.888
0.382 79.848
LOW 79.720
0.618 79.513
1.000 79.385
1.618 79.178
2.618 78.843
4.250 78.296
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 79.954 80.073
PP 79.921 80.044
S1 79.888 80.016

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

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