ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 27-Nov-2012

Day Change Summary
	Previous	Current
	26-Nov-2012	27-Nov-2012	Change	Change %	Previous Week
Open	80.230	80.120	-0.110	-0.1%	81.250
High	80.340	80.505	0.165	0.2%	81.300
Low	80.180	80.070	-0.110	-0.1%	80.155
Close	80.266	80.430	0.164	0.2%	80.236
Range	0.160	0.435	0.275	171.9%	1.145
ATR	0.391	0.394	0.003	0.8%	0.000
Volume	13,152	18,601	5,449	41.4%	67,283

Daily Pivots for day following 27-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.640	81.470	80.669
R3	81.205	81.035	80.550
R2	80.770	80.770	80.510
R1	80.600	80.600	80.470	80.685
PP	80.335	80.335	80.335	80.378
S1	80.165	80.165	80.390	80.250
S2	79.900	79.900	80.350
S3	79.465	79.730	80.310
S4	79.030	79.295	80.191

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	80.070	1.230	1.5%	0.357	0.4%	29%	False	True	16,308
10	81.515	80.070	1.445	1.8%	0.350	0.4%	25%	False	True	19,616
20	81.515	79.720	1.795	2.2%	0.372	0.5%	40%	False	False	20,283
40	81.515	78.970	2.545	3.2%	0.388	0.5%	57%	False	False	18,816
60	81.950	78.725	3.225	4.0%	0.429	0.5%	53%	False	False	17,544
80	83.250	78.725	4.525	5.6%	0.407	0.5%	38%	False	False	13,175
100	84.610	78.725	5.885	7.3%	0.412	0.5%	29%	False	False	10,547
120	84.610	78.725	5.885	7.3%	0.378	0.5%	29%	False	False	8,812

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.048
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.354
2.618	81.644
1.618	81.209
1.000	80.940
0.618	80.774
HIGH	80.505
0.618	80.339
0.500	80.288
0.382	80.236
LOW	80.070
0.618	79.801
1.000	79.635
1.618	79.366
2.618	78.931
4.250	78.221

Fisher Pivots for day following 27-Nov-2012
Pivot	1 day	3 day
R1	80.383	80.425
PP	80.335	80.420
S1	80.288	80.415

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