ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 80.755 80.230 -0.525 -0.7% 81.250
High 80.760 80.340 -0.420 -0.5% 81.300
Low 80.155 80.180 0.025 0.0% 80.155
Close 80.236 80.266 0.030 0.0% 80.236
Range 0.605 0.160 -0.445 -73.6% 1.145
ATR 0.409 0.391 -0.018 -4.3% 0.000
Volume 20,544 13,152 -7,392 -36.0% 67,283
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 80.742 80.664 80.354
R3 80.582 80.504 80.310
R2 80.422 80.422 80.295
R1 80.344 80.344 80.281 80.383
PP 80.262 80.262 80.262 80.282
S1 80.184 80.184 80.251 80.223
S2 80.102 80.102 80.237
S3 79.942 80.024 80.222
S4 79.782 79.864 80.178
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 81.300 80.155 1.145 1.4% 0.359 0.4% 10% False False 16,087
10 81.515 80.155 1.360 1.7% 0.325 0.4% 8% False False 18,807
20 81.515 79.720 1.795 2.2% 0.368 0.5% 30% False False 19,930
40 81.515 78.970 2.545 3.2% 0.392 0.5% 51% False False 18,809
60 81.950 78.725 3.225 4.0% 0.432 0.5% 48% False False 17,235
80 83.800 78.725 5.075 6.3% 0.415 0.5% 30% False False 12,944
100 84.610 78.725 5.885 7.3% 0.412 0.5% 26% False False 10,361
120 84.610 78.725 5.885 7.3% 0.375 0.5% 26% False False 8,657
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.049
Narrowest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 81.020
2.618 80.759
1.618 80.599
1.000 80.500
0.618 80.439
HIGH 80.340
0.618 80.279
0.500 80.260
0.382 80.241
LOW 80.180
0.618 80.081
1.000 80.020
1.618 79.921
2.618 79.761
4.250 79.500
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 80.264 80.728
PP 80.262 80.574
S1 80.260 80.420

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

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