ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 13-Dec-2012
Day Change Summary
Previous Current
12-Dec-2012 13-Dec-2012 Change Change % Previous Week
Open 80.070 79.900 -0.170 -0.2% 80.195
High 80.110 80.035 -0.075 -0.1% 80.975
Low 79.365 79.785 0.420 0.5% 79.565
Close 79.810 79.913 0.103 0.1% 80.402
Range 0.745 0.250 -0.495 -66.4% 1.410
ATR 0.429 0.416 -0.013 -3.0% 0.000
Volume 45,358 19,357 -26,001 -57.3% 120,648
Daily Pivots for day following 13-Dec-2012
Classic Woodie Camarilla DeMark
R4 80.661 80.537 80.051
R3 80.411 80.287 79.982
R2 80.161 80.161 79.959
R1 80.037 80.037 79.936 80.099
PP 79.911 79.911 79.911 79.942
S1 79.787 79.787 79.890 79.849
S2 79.661 79.661 79.867
S3 79.411 79.537 79.844
S4 79.161 79.287 79.776
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 79.365 1.610 2.0% 0.483 0.6% 34% False False 26,794
10 80.975 79.365 1.610 2.0% 0.437 0.5% 34% False False 23,830
20 81.515 79.365 2.150 2.7% 0.399 0.5% 25% False False 21,311
40 81.515 79.035 2.480 3.1% 0.389 0.5% 35% False False 20,596
60 81.515 78.970 2.545 3.2% 0.408 0.5% 37% False False 19,716
80 82.370 78.725 3.645 4.6% 0.422 0.5% 33% False False 16,596
100 84.435 78.725 5.710 7.1% 0.427 0.5% 21% False False 13,285
120 84.610 78.725 5.885 7.4% 0.403 0.5% 20% False False 11,075
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.068
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 81.098
2.618 80.690
1.618 80.440
1.000 80.285
0.618 80.190
HIGH 80.035
0.618 79.940
0.500 79.910
0.382 79.881
LOW 79.785
0.618 79.631
1.000 79.535
1.618 79.381
2.618 79.131
4.250 78.723
Fisher Pivots for day following 13-Dec-2012
Pivot 1 day 3 day
R1 79.912 79.898
PP 79.911 79.883
S1 79.910 79.868

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

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