ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 07-Nov-2012
Day Change Summary
Previous Current
06-Nov-2012 07-Nov-2012 Change Change % Previous Week
Open 80.800 80.785 -0.015 0.0% 80.075
High 80.920 81.025 0.105 0.1% 80.740
Low 80.650 80.365 -0.285 -0.4% 79.720
Close 80.715 80.867 0.152 0.2% 80.683
Range 0.270 0.660 0.390 144.4% 1.020
ATR 0.410 0.428 0.018 4.3% 0.000
Volume 24,325 34,744 10,419 42.8% 88,892
Daily Pivots for day following 07-Nov-2012
Classic Woodie Camarilla DeMark
R4 82.732 82.460 81.230
R3 82.072 81.800 81.049
R2 81.412 81.412 80.988
R1 81.140 81.140 80.928 81.276
PP 80.752 80.752 80.752 80.821
S1 80.480 80.480 80.807 80.616
S2 80.092 80.092 80.746
S3 79.432 79.820 80.686
S4 78.772 79.160 80.504
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 81.025 79.925 1.100 1.4% 0.435 0.5% 86% True False 24,802
10 81.025 79.720 1.305 1.6% 0.416 0.5% 88% True False 20,825
20 81.025 78.970 2.055 2.5% 0.401 0.5% 92% True False 19,147
40 81.025 78.725 2.300 2.8% 0.436 0.5% 93% True False 19,312
60 83.105 78.725 4.380 5.4% 0.436 0.5% 49% False False 13,378
80 84.610 78.725 5.885 7.3% 0.429 0.5% 36% False False 10,044
100 84.610 78.725 5.885 7.3% 0.400 0.5% 36% False False 8,039
120 84.610 78.725 5.885 7.3% 0.341 0.4% 36% False False 6,720
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.101
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 83.830
2.618 82.753
1.618 82.093
1.000 81.685
0.618 81.433
HIGH 81.025
0.618 80.773
0.500 80.695
0.382 80.617
LOW 80.365
0.618 79.957
1.000 79.705
1.618 79.297
2.618 78.637
4.250 77.560
Fisher Pivots for day following 07-Nov-2012
Pivot 1 day 3 day
R1 80.810 80.810
PP 80.752 80.752
S1 80.695 80.695

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

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