ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 12-Nov-2012

Day Change Summary
	Previous	Current
	09-Nov-2012	12-Nov-2012	Change	Change %	Previous Week
Open	80.950	81.105	0.155	0.2%	80.710
High	81.175	81.170	-0.005	0.0%	81.175
Low	80.685	80.985	0.300	0.4%	80.365
Close	81.098	81.106	0.008	0.0%	81.098
Range	0.490	0.185	-0.305	-62.2%	0.810
ATR	0.423	0.406	-0.017	-4.0%	0.000
Volume	23,737	10,513	-13,224	-55.7%	121,645

Daily Pivots for day following 12-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.642	81.559	81.208
R3	81.457	81.374	81.157
R2	81.272	81.272	81.140
R1	81.189	81.189	81.123	81.231
PP	81.087	81.087	81.087	81.108
S1	81.004	81.004	81.089	81.046
S2	80.902	80.902	81.072
S3	80.717	80.819	81.055
S4	80.532	80.634	81.004

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.309	83.014	81.544
R3	82.499	82.204	81.321
R2	81.689	81.689	81.247
R1	81.394	81.394	81.172	81.542
PP	80.879	80.879	80.879	80.953
S1	80.584	80.584	81.024	80.732
S2	80.069	80.069	80.950
S3	79.259	79.774	80.875
S4	78.449	78.964	80.653

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.175	80.365	0.810	1.0%	0.378	0.5%	91%	False	False	22,800
10	81.175	79.720	1.455	1.8%	0.395	0.5%	95%	False	False	20,951
20	81.175	78.970	2.205	2.7%	0.388	0.5%	97%	False	False	19,579
40	81.175	78.970	2.205	2.7%	0.418	0.5%	97%	False	False	18,676
60	83.070	78.725	4.345	5.4%	0.436	0.5%	55%	False	False	14,292
80	84.610	78.725	5.885	7.3%	0.434	0.5%	40%	False	False	10,730
100	84.610	78.725	5.885	7.3%	0.401	0.5%	40%	False	False	8,587
120	84.610	78.725	5.885	7.3%	0.349	0.4%	40%	False	False	7,178

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.108
Narrowest range in 64 trading days

Fibonacci Retracements and Extensions
4.250	81.956
2.618	81.654
1.618	81.469
1.000	81.355
0.618	81.284
HIGH	81.170
0.618	81.099
0.500	81.078
0.382	81.056
LOW	80.985
0.618	80.871
1.000	80.800
1.618	80.686
2.618	80.501
4.250	80.199

Fisher Pivots for day following 12-Nov-2012
Pivot	1 day	3 day
R1	81.097	81.047
PP	81.087	80.989
S1	81.078	80.930

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