ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 12-Nov-2012
Day Change Summary
Previous Current
09-Nov-2012 12-Nov-2012 Change Change % Previous Week
Open 81.095 81.300 0.205 0.3% 80.870
High 81.370 81.390 0.020 0.0% 81.370
Low 80.965 81.285 0.320 0.4% 80.630
Close 81.333 81.351 0.018 0.0% 81.333
Range 0.405 0.105 -0.300 -74.1% 0.740
ATR 0.321 0.305 -0.015 -4.8% 0.000
Volume 50 45 -5 -10.0% 1,218
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 81.657 81.609 81.409
R3 81.552 81.504 81.380
R2 81.447 81.447 81.370
R1 81.399 81.399 81.361 81.423
PP 81.342 81.342 81.342 81.354
S1 81.294 81.294 81.341 81.318
S2 81.237 81.237 81.332
S3 81.132 81.189 81.322
S4 81.027 81.084 81.293
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 83.331 83.072 81.740
R3 82.591 82.332 81.537
R2 81.851 81.851 81.469
R1 81.592 81.592 81.401 81.722
PP 81.111 81.111 81.111 81.176
S1 80.852 80.852 81.265 80.982
S2 80.371 80.371 81.197
S3 79.631 80.112 81.130
S4 78.891 79.372 80.926
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.390 80.630 0.760 0.9% 0.320 0.4% 95% True False 219
10 81.390 80.000 1.390 1.7% 0.287 0.4% 97% True False 137
20 81.390 79.200 2.190 2.7% 0.271 0.3% 98% True False 87
40 81.390 79.200 2.190 2.7% 0.206 0.3% 98% True False 56
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.046
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 81.836
2.618 81.665
1.618 81.560
1.000 81.495
0.618 81.455
HIGH 81.390
0.618 81.350
0.500 81.338
0.382 81.325
LOW 81.285
0.618 81.220
1.000 81.180
1.618 81.115
2.618 81.010
4.250 80.839
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 81.347 81.293
PP 81.342 81.235
S1 81.338 81.178

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

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