ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 80.980 80.755 -0.225 -0.3% 81.250
High 81.300 80.760 -0.540 -0.7% 81.300
Low 80.945 80.155 -0.790 -1.0% 80.155
Close 80.966 80.236 -0.730 -0.9% 80.236
Range 0.355 0.605 0.250 70.4% 1.145
ATR 0.378 0.409 0.031 8.2% 0.000
Volume 15,721 20,544 4,823 30.7% 67,283
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 82.199 81.822 80.569
R3 81.594 81.217 80.402
R2 80.989 80.989 80.347
R1 80.612 80.612 80.291 80.498
PP 80.384 80.384 80.384 80.327
S1 80.007 80.007 80.181 79.893
S2 79.779 79.779 80.125
S3 79.174 79.402 80.070
S4 78.569 78.797 79.903
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 83.999 83.262 80.866
R3 82.854 82.117 80.551
R2 81.709 81.709 80.446
R1 80.972 80.972 80.341 80.768
PP 80.564 80.564 80.564 80.462
S1 79.827 79.827 80.131 79.623
S2 79.419 79.419 80.026
S3 78.274 78.682 79.921
S4 77.129 77.537 79.606
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.515 80.155 1.360 1.7% 0.414 0.5% 6% False True 19,227
10 81.515 80.155 1.360 1.7% 0.358 0.4% 6% False True 19,866
20 81.515 79.720 1.795 2.2% 0.379 0.5% 29% False False 20,518
40 81.515 78.970 2.545 3.2% 0.405 0.5% 50% False False 19,041
60 82.070 78.725 3.345 4.2% 0.435 0.5% 45% False False 17,018
80 83.945 78.725 5.220 6.5% 0.429 0.5% 29% False False 12,780
100 84.610 78.725 5.885 7.3% 0.416 0.5% 26% False False 10,230
120 84.610 78.725 5.885 7.3% 0.374 0.5% 26% False False 8,548
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.067
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 83.331
2.618 82.344
1.618 81.739
1.000 81.365
0.618 81.134
HIGH 80.760
0.618 80.529
0.500 80.458
0.382 80.386
LOW 80.155
0.618 79.781
1.000 79.550
1.618 79.176
2.618 78.571
4.250 77.584
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 80.458 80.728
PP 80.384 80.564
S1 80.310 80.400

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

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