ICE US Dollar Index Future March 2013

Trading Metrics calculated at close of trading on 05-Nov-2012

Day Change Summary
	Previous	Current
	02-Nov-2012	05-Nov-2012	Change	Change %	Previous Week
Open	80.520	80.870	0.350	0.4%	80.525
High	80.900	81.165	0.265	0.3%	80.900
Low	80.520	80.870	0.350	0.4%	80.000
Close	80.903	81.058	0.155	0.2%	80.903
Range	0.380	0.295	-0.085	-22.4%	0.900
ATR	0.302	0.302	-0.001	-0.2%	0.000
Volume	14	167	153	1,092.9%	132

Daily Pivots for day following 05-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.916	81.782	81.220
R3	81.621	81.487	81.139
R2	81.326	81.326	81.112
R1	81.192	81.192	81.085	81.259
PP	81.031	81.031	81.031	81.065
S1	80.897	80.897	81.031	80.964
S2	80.736	80.736	81.004
S3	80.441	80.602	80.977
S4	80.146	80.307	80.896

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	83.301	83.002	81.398
R3	82.401	82.102	81.151
R2	81.501	81.501	81.068
R1	81.202	81.202	80.986	81.352
PP	80.601	80.601	80.601	80.676
S1	80.302	80.302	80.821	80.452
S2	79.701	79.701	80.738
S3	78.801	79.402	80.656
S4	77.901	78.502	80.408

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.165	80.000	1.165	1.4%	0.254	0.3%	91%	True	False	56
10	81.165	79.930	1.235	1.5%	0.259	0.3%	91%	True	False	44
20	81.165	79.200	1.965	2.4%	0.232	0.3%	95%	True	False	41

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	0.020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.419
2.618	81.937
1.618	81.642
1.000	81.460
0.618	81.347
HIGH	81.165
0.618	81.052
0.500	81.018
0.382	80.983
LOW	80.870
0.618	80.688
1.000	80.575
1.618	80.393
2.618	80.098
4.250	79.616

Fisher Pivots for day following 05-Nov-2012
Pivot	1 day	3 day
R1	81.045	80.921
PP	81.031	80.784
S1	81.018	80.648

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols