ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 79.885 79.620 -0.265 -0.3% 80.230
High 79.920 79.845 -0.075 -0.1% 80.610
Low 79.590 79.565 -0.025 0.0% 80.025
Close 79.634 79.764 0.130 0.2% 80.163
Range 0.330 0.280 -0.050 -15.2% 0.585
ATR 0.381 0.374 -0.007 -1.9% 0.000
Volume 21,326 17,874 -3,452 -16.2% 83,436
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 80.565 80.444 79.918
R3 80.285 80.164 79.841
R2 80.005 80.005 79.815
R1 79.884 79.884 79.790 79.945
PP 79.725 79.725 79.725 79.755
S1 79.604 79.604 79.738 79.665
S2 79.445 79.445 79.713
S3 79.165 79.324 79.687
S4 78.885 79.044 79.610
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 80.365 79.565 0.800 1.0% 0.339 0.4% 25% False True 19,701
10 81.300 79.565 1.735 2.2% 0.359 0.4% 11% False True 18,245
20 81.515 79.565 1.950 2.4% 0.358 0.4% 10% False True 20,014
40 81.515 78.970 2.545 3.2% 0.372 0.5% 31% False False 19,172
60 81.515 78.725 2.790 3.5% 0.407 0.5% 37% False False 19,195
80 83.105 78.725 4.380 5.5% 0.410 0.5% 24% False False 14,603
100 84.610 78.725 5.885 7.4% 0.413 0.5% 18% False False 11,690
120 84.610 78.725 5.885 7.4% 0.392 0.5% 18% False False 9,745
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.056
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 81.035
2.618 80.578
1.618 80.298
1.000 80.125
0.618 80.018
HIGH 79.845
0.618 79.738
0.500 79.705
0.382 79.672
LOW 79.565
0.618 79.392
1.000 79.285
1.618 79.112
2.618 78.832
4.250 78.375
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 79.744 79.890
PP 79.725 79.848
S1 79.705 79.806

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

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