ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 10-Dec-2012
Day Change Summary
Previous Current
07-Dec-2012 10-Dec-2012 Change Change % Previous Week
Open 80.270 80.540 0.270 0.3% 80.195
High 80.975 80.570 -0.405 -0.5% 80.975
Low 80.225 80.270 0.045 0.1% 79.565
Close 80.402 80.330 -0.072 -0.1% 80.402
Range 0.750 0.300 -0.450 -60.0% 1.410
ATR 0.415 0.407 -0.008 -2.0% 0.000
Volume 32,250 19,740 -12,510 -38.8% 120,648
Daily Pivots for day following 10-Dec-2012
Classic Woodie Camarilla DeMark
R4 81.290 81.110 80.495
R3 80.990 80.810 80.413
R2 80.690 80.690 80.385
R1 80.510 80.510 80.358 80.450
PP 80.390 80.390 80.390 80.360
S1 80.210 80.210 80.303 80.150
S2 80.090 80.090 80.275
S3 79.790 79.910 80.248
S4 79.490 79.610 80.165
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 84.544 83.883 81.178
R3 83.134 82.473 80.790
R2 81.724 81.724 80.661
R1 81.063 81.063 80.531 81.394
PP 80.314 80.314 80.314 80.479
S1 79.653 79.653 80.273 79.984
S2 78.904 78.904 80.144
S3 77.494 78.243 80.014
S4 76.084 76.833 79.627
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.975 79.565 1.410 1.8% 0.451 0.6% 54% False False 23,366
10 80.975 79.565 1.410 1.8% 0.411 0.5% 54% False False 21,067
20 81.515 79.565 1.950 2.4% 0.368 0.5% 39% False False 19,937
40 81.515 78.970 2.545 3.2% 0.383 0.5% 53% False False 19,845
60 81.515 78.835 2.680 3.3% 0.404 0.5% 56% False False 19,183
80 83.100 78.725 4.375 5.4% 0.420 0.5% 37% False False 15,573
100 84.610 78.725 5.885 7.3% 0.421 0.5% 27% False False 12,466
120 84.610 78.725 5.885 7.3% 0.395 0.5% 27% False False 10,391
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.068
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.845
2.618 81.355
1.618 81.055
1.000 80.870
0.618 80.755
HIGH 80.570
0.618 80.455
0.500 80.420
0.382 80.385
LOW 80.270
0.618 80.085
1.000 79.970
1.618 79.785
2.618 79.485
4.250 78.995
Fisher Pivots for day following 10-Dec-2012
Pivot 1 day 3 day
R1 80.420 80.350
PP 80.390 80.343
S1 80.360 80.337

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

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