ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary
Previous Current
17-Oct-2012 18-Oct-2012 Change Change % Previous Week
Open 79.465 79.385 -0.080 -0.1% 79.820
High 79.470 79.610 0.140 0.2% 80.375
Low 79.200 79.305 0.105 0.1% 79.800
Close 79.259 79.615 0.356 0.4% 79.935
Range 0.270 0.305 0.035 13.0% 0.575
ATR 0.301 0.305 0.004 1.2% 0.000
Volume 64 42 -22 -34.4% 73
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 80.425 80.325 79.783
R3 80.120 80.020 79.699
R2 79.815 79.815 79.671
R1 79.715 79.715 79.643 79.765
PP 79.510 79.510 79.510 79.535
S1 79.410 79.410 79.587 79.460
S2 79.205 79.205 79.559
S3 78.900 79.105 79.531
S4 78.595 78.800 79.447
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 81.762 81.423 80.251
R3 81.187 80.848 80.093
R2 80.612 80.612 80.040
R1 80.273 80.273 79.988 80.443
PP 80.037 80.037 80.037 80.121
S1 79.698 79.698 79.882 79.868
S2 79.462 79.462 79.830
S3 78.887 79.123 79.777
S4 78.312 78.548 79.619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.245 79.200 1.045 1.3% 0.242 0.3% 40% False False 44
10 80.375 79.200 1.175 1.5% 0.187 0.2% 35% False False 32
20 80.375 79.200 1.175 1.5% 0.177 0.2% 35% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 80.906
2.618 80.408
1.618 80.103
1.000 79.915
0.618 79.798
HIGH 79.610
0.618 79.493
0.500 79.458
0.382 79.422
LOW 79.305
0.618 79.117
1.000 79.000
1.618 78.812
2.618 78.507
4.250 78.009
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 79.563 79.572
PP 79.510 79.528
S1 79.458 79.485

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

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