ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 05-Nov-2012

Day Change Summary
	Previous	Current
	02-Nov-2012	05-Nov-2012	Change	Change %	Previous Week
Open	80.115	80.710	0.595	0.7%	80.075
High	80.740	80.925	0.185	0.2%	80.740
Low	80.095	80.590	0.495	0.6%	79.720
Close	80.683	80.843	0.160	0.2%	80.683
Range	0.645	0.335	-0.310	-48.1%	1.020
ATR	0.428	0.421	-0.007	-1.5%	0.000
Volume	28,225	18,155	-10,070	-35.7%	88,892

Daily Pivots for day following 05-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.791	81.652	81.027
R3	81.456	81.317	80.935
R2	81.121	81.121	80.904
R1	80.982	80.982	80.874	81.052
PP	80.786	80.786	80.786	80.821
S1	80.647	80.647	80.812	80.717
S2	80.451	80.451	80.782
S3	80.116	80.312	80.751
S4	79.781	79.977	80.659

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.441	83.082	81.244
R3	82.421	82.062	80.964
R2	81.401	81.401	80.870
R1	81.042	81.042	80.777	81.222
PP	80.381	80.381	80.381	80.471
S1	80.022	80.022	80.590	80.202
S2	79.361	79.361	80.496
S3	78.341	79.002	80.403
S4	77.321	77.982	80.122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.925	79.720	1.205	1.5%	0.411	0.5%	93%	True	False	19,101
10	80.925	79.620	1.305	1.6%	0.410	0.5%	94%	True	False	18,931
20	80.925	78.970	1.955	2.4%	0.404	0.5%	96%	True	False	18,327
40	80.925	78.725	2.200	2.7%	0.441	0.5%	96%	True	False	18,343
60	83.105	78.725	4.380	5.4%	0.424	0.5%	48%	False	False	12,394
80	84.610	78.725	5.885	7.3%	0.428	0.5%	36%	False	False	9,306
100	84.610	78.725	5.885	7.3%	0.400	0.5%	36%	False	False	7,453
120	84.610	78.725	5.885	7.3%	0.334	0.4%	36%	False	False	6,228

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	0.077
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.349
2.618	81.802
1.618	81.467
1.000	81.260
0.618	81.132
HIGH	80.925
0.618	80.797
0.500	80.758
0.382	80.718
LOW	80.590
0.618	80.383
1.000	80.255
1.618	80.048
2.618	79.713
4.250	79.166

Fisher Pivots for day following 05-Nov-2012
Pivot	1 day	3 day
R1	80.815	80.704
PP	80.786	80.564
S1	80.758	80.425

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols