ICE US Dollar Index Future December 2012

Trading Metrics calculated at close of trading on 29-Nov-2012

Day Change Summary
	Previous	Current
	28-Nov-2012	29-Nov-2012	Change	Change %	Previous Week
Open	80.390	80.320	-0.070	-0.1%	81.250
High	80.610	80.365	-0.245	-0.3%	81.300
Low	80.275	80.025	-0.250	-0.3%	80.155
Close	80.354	80.209	-0.145	-0.2%	80.236
Range	0.335	0.340	0.005	1.5%	1.145
ATR	0.390	0.386	-0.004	-0.9%	0.000
Volume	15,932	19,817	3,885	24.4%	67,283

Daily Pivots for day following 29-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.220	81.054	80.396
R3	80.880	80.714	80.303
R2	80.540	80.540	80.271
R1	80.374	80.374	80.240	80.287
PP	80.200	80.200	80.200	80.156
S1	80.034	80.034	80.178	79.947
S2	79.860	79.860	80.147
S3	79.520	79.694	80.116
S4	79.180	79.354	80.022

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	80.760	80.025	0.735	0.9%	0.375	0.5%	25%	False	True	17,609
10	81.515	80.025	1.490	1.9%	0.362	0.5%	12%	False	True	18,791
20	81.515	79.925	1.590	2.0%	0.366	0.5%	18%	False	False	20,542
40	81.515	78.970	2.545	3.2%	0.388	0.5%	49%	False	False	18,980
60	81.765	78.725	3.040	3.8%	0.426	0.5%	49%	False	False	18,127
80	83.250	78.725	4.525	5.6%	0.406	0.5%	33%	False	False	13,621
100	84.610	78.725	5.885	7.3%	0.412	0.5%	25%	False	False	10,904
120	84.610	78.725	5.885	7.3%	0.384	0.5%	25%	False	False	9,106

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.044
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.810
2.618	81.255
1.618	80.915
1.000	80.705
0.618	80.575
HIGH	80.365
0.618	80.235
0.500	80.195
0.382	80.155
LOW	80.025
0.618	79.815
1.000	79.685
1.618	79.475
2.618	79.135
4.250	78.580

Fisher Pivots for day following 29-Nov-2012
Pivot	1 day	3 day
R1	80.204	80.318
PP	80.200	80.281
S1	80.195	80.245

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