ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 80.710 80.800 0.090 0.1% 80.075
High 80.925 80.920 -0.005 0.0% 80.740
Low 80.590 80.650 0.060 0.1% 79.720
Close 80.843 80.715 -0.128 -0.2% 80.683
Range 0.335 0.270 -0.065 -19.4% 1.020
ATR 0.421 0.410 -0.011 -2.6% 0.000
Volume 18,155 24,325 6,170 34.0% 88,892
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 81.572 81.413 80.864
R3 81.302 81.143 80.789
R2 81.032 81.032 80.765
R1 80.873 80.873 80.740 80.818
PP 80.762 80.762 80.762 80.734
S1 80.603 80.603 80.690 80.548
S2 80.492 80.492 80.666
S3 80.222 80.333 80.641
S4 79.952 80.063 80.567
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% 0.370 0.5% 83% False False 21,069
10 80.925 79.720 1.205 1.5% 0.384 0.5% 83% False False 19,205
20 80.925 78.970 1.955 2.4% 0.386 0.5% 89% False False 18,330
40 80.925 78.725 2.200 2.7% 0.432 0.5% 90% False False 18,786
60 83.105 78.725 4.380 5.4% 0.428 0.5% 45% False False 12,799
80 84.610 78.725 5.885 7.3% 0.427 0.5% 34% False False 9,609
100 84.610 78.725 5.885 7.3% 0.399 0.5% 34% False False 7,691
120 84.610 78.725 5.885 7.3% 0.336 0.4% 34% False False 6,430
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.089
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.068
2.618 81.627
1.618 81.357
1.000 81.190
0.618 81.087
HIGH 80.920
0.618 80.817
0.500 80.785
0.382 80.753
LOW 80.650
0.618 80.483
1.000 80.380
1.618 80.213
2.618 79.943
4.250 79.503
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 80.785 80.647
PP 80.762 80.578
S1 80.738 80.510

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

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