ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 08-Oct-2012
Day Change Summary
Previous Current
05-Oct-2012 08-Oct-2012 Change Change % Previous Week
Open 79.640 79.820 0.180 0.2% 79.915
High 79.640 79.975 0.335 0.4% 80.150
Low 79.480 79.820 0.340 0.4% 79.480
Close 79.623 79.832 0.209 0.3% 79.623
Range 0.160 0.155 -0.005 -3.1% 0.670
ATR 0.280 0.285 0.005 1.8% 0.000
Volume 29 15 -14 -48.3% 237
Daily Pivots for day following 08-Oct-2012
Classic Woodie Camarilla DeMark
R4 80.341 80.241 79.917
R3 80.186 80.086 79.875
R2 80.031 80.031 79.860
R1 79.931 79.931 79.846 79.981
PP 79.876 79.876 79.876 79.901
S1 79.776 79.776 79.818 79.826
S2 79.721 79.721 79.804
S3 79.566 79.621 79.789
S4 79.411 79.466 79.747
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 81.761 81.362 79.992
R3 81.091 80.692 79.807
R2 80.421 80.421 79.746
R1 80.022 80.022 79.684 79.887
PP 79.751 79.751 79.751 79.683
S1 79.352 79.352 79.562 79.217
S2 79.081 79.081 79.500
S3 78.411 78.682 79.439
S4 77.741 78.012 79.255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.150 79.480 0.670 0.8% 0.169 0.2% 53% False False 37
10 80.310 79.480 0.830 1.0% 0.198 0.2% 42% False False 31
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 80.634
2.618 80.381
1.618 80.226
1.000 80.130
0.618 80.071
HIGH 79.975
0.618 79.916
0.500 79.898
0.382 79.879
LOW 79.820
0.618 79.724
1.000 79.665
1.618 79.569
2.618 79.414
4.250 79.161
Fisher Pivots for day following 08-Oct-2012
Pivot 1 day 3 day
R1 79.898 79.826
PP 79.876 79.821
S1 79.854 79.815

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

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