ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 13-Nov-2012
Day Change Summary
Previous Current
12-Nov-2012 13-Nov-2012 Change Change % Previous Week
Open 81.300 81.400 0.100 0.1% 80.870
High 81.390 81.550 0.160 0.2% 81.370
Low 81.285 81.345 0.060 0.1% 80.630
Close 81.351 81.380 0.029 0.0% 81.333
Range 0.105 0.205 0.100 95.2% 0.740
ATR 0.305 0.298 -0.007 -2.3% 0.000
Volume 45 17 -28 -62.2% 1,218
Daily Pivots for day following 13-Nov-2012
Classic Woodie Camarilla DeMark
R4 82.040 81.915 81.493
R3 81.835 81.710 81.436
R2 81.630 81.630 81.418
R1 81.505 81.505 81.399 81.465
PP 81.425 81.425 81.425 81.405
S1 81.300 81.300 81.361 81.260
S2 81.220 81.220 81.342
S3 81.015 81.095 81.324
S4 80.810 80.890 81.267
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 81.550 80.630 0.920 1.1% 0.316 0.4% 82% True False 214
10 81.550 80.000 1.550 1.9% 0.285 0.4% 89% True False 134
20 81.550 79.200 2.350 2.9% 0.274 0.3% 93% True False 88
40 81.550 79.200 2.350 2.9% 0.211 0.3% 93% True False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.052
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.421
2.618 82.087
1.618 81.882
1.000 81.755
0.618 81.677
HIGH 81.550
0.618 81.472
0.500 81.448
0.382 81.423
LOW 81.345
0.618 81.218
1.000 81.140
1.618 81.013
2.618 80.808
4.250 80.474
Fisher Pivots for day following 13-Nov-2012
Pivot 1 day 3 day
R1 81.448 81.339
PP 81.425 81.298
S1 81.403 81.258

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

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