ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 30-Nov-2012
Day Change Summary
Previous Current
29-Nov-2012 30-Nov-2012 Change Change % Previous Week
Open 80.320 80.195 -0.125 -0.2% 80.230
High 80.365 80.340 -0.025 0.0% 80.610
Low 80.025 80.030 0.005 0.0% 80.025
Close 80.209 80.163 -0.046 -0.1% 80.163
Range 0.340 0.310 -0.030 -8.8% 0.585
ATR 0.386 0.381 -0.005 -1.4% 0.000
Volume 19,817 15,934 -3,883 -19.6% 83,436
Daily Pivots for day following 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 81.108 80.945 80.334
R3 80.798 80.635 80.248
R2 80.488 80.488 80.220
R1 80.325 80.325 80.191 80.252
PP 80.178 80.178 80.178 80.141
S1 80.015 80.015 80.135 79.942
S2 79.868 79.868 80.106
S3 79.558 79.705 80.078
S4 79.248 79.395 79.993
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 82.021 81.677 80.485
R3 81.436 81.092 80.324
R2 80.851 80.851 80.270
R1 80.507 80.507 80.217 80.387
PP 80.266 80.266 80.266 80.206
S1 79.922 79.922 80.109 79.802
S2 79.681 79.681 80.056
S3 79.096 79.337 80.002
S4 78.511 78.752 79.841
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.610 80.025 0.585 0.7% 0.316 0.4% 24% False False 16,687
10 81.515 80.025 1.490 1.9% 0.365 0.5% 9% False False 17,957
20 81.515 80.025 1.490 1.9% 0.368 0.5% 9% False False 20,411
40 81.515 78.970 2.545 3.2% 0.379 0.5% 47% False False 18,877
60 81.515 78.725 2.790 3.5% 0.423 0.5% 52% False False 18,373
80 83.250 78.725 4.525 5.6% 0.407 0.5% 32% False False 13,820
100 84.610 78.725 5.885 7.3% 0.414 0.5% 24% False False 11,063
120 84.610 78.725 5.885 7.3% 0.387 0.5% 24% False False 9,235
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.054
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.658
2.618 81.152
1.618 80.842
1.000 80.650
0.618 80.532
HIGH 80.340
0.618 80.222
0.500 80.185
0.382 80.148
LOW 80.030
0.618 79.838
1.000 79.720
1.618 79.528
2.618 79.218
4.250 78.713
Fisher Pivots for day following 30-Nov-2012
Pivot 1 day 3 day
R1 80.185 80.318
PP 80.178 80.266
S1 80.170 80.215

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

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