ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 16-Nov-2012

Day Change Summary
	Previous	Current
	15-Nov-2012	16-Nov-2012	Change	Change %	Previous Week
Open	81.205	81.095	-0.110	-0.1%	81.105
High	81.250	81.515	0.265	0.3%	81.515
Low	80.975	81.080	0.105	0.1%	80.940
Close	81.138	81.310	0.172	0.2%	81.310
Range	0.275	0.435	0.160	58.2%	0.575
ATR	0.381	0.384	0.004	1.0%	0.000
Volume	24,280	28,853	4,573	18.8%	107,640

Daily Pivots for day following 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.607	82.393	81.549
R3	82.172	81.958	81.430
R2	81.737	81.737	81.390
R1	81.523	81.523	81.350	81.630
PP	81.302	81.302	81.302	81.355
S1	81.088	81.088	81.270	81.195
S2	80.867	80.867	81.230
S3	80.432	80.653	81.190
S4	79.997	80.218	81.071

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.980	82.720	81.626
R3	82.405	82.145	81.468
R2	81.830	81.830	81.415
R1	81.570	81.570	81.363	81.700
PP	81.255	81.255	81.255	81.320
S1	80.995	80.995	81.257	81.125
S2	80.680	80.680	81.205
S3	80.105	80.420	81.152
S4	79.530	79.845	80.994

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.515	80.940	0.575	0.7%	0.291	0.4%	64%	True	False	21,528
10	81.515	80.365	1.150	1.4%	0.350	0.4%	82%	True	False	22,928
20	81.515	79.535	1.980	2.4%	0.374	0.5%	90%	True	False	20,759
40	81.515	78.970	2.545	3.1%	0.405	0.5%	92%	True	False	19,102
60	82.130	78.725	3.405	4.2%	0.426	0.5%	76%	False	False	15,905
80	83.945	78.725	5.220	6.4%	0.427	0.5%	50%	False	False	11,942
100	84.610	78.725	5.885	7.2%	0.410	0.5%	44%	False	False	9,559
120	84.610	78.725	5.885	7.2%	0.360	0.4%	44%	False	False	7,987

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.114
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	83.364
2.618	82.654
1.618	82.219
1.000	81.950
0.618	81.784
HIGH	81.515
0.618	81.349
0.500	81.298
0.382	81.246
LOW	81.080
0.618	80.811
1.000	80.645
1.618	80.376
2.618	79.941
4.250	79.231

Fisher Pivots for day following 16-Nov-2012
Pivot	1 day	3 day
R1	81.306	81.283
PP	81.302	81.255
S1	81.298	81.228

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