ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 79.825 80.095 0.270 0.3% 80.400
High 80.020 80.490 0.470 0.6% 80.820
Low 79.780 79.930 0.150 0.2% 80.145
Close 79.934 80.428 0.494 0.6% 80.363
Range 0.240 0.560 0.320 133.3% 0.675
ATR 0.324 0.341 0.017 5.2% 0.000
Volume 877 1,372 495 56.4% 1,396
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 81.963 81.755 80.736
R3 81.403 81.195 80.582
R2 80.843 80.843 80.531
R1 80.635 80.635 80.479 80.739
PP 80.283 80.283 80.283 80.335
S1 80.075 80.075 80.377 80.179
S2 79.723 79.723 80.325
S3 79.163 79.515 80.274
S4 78.603 78.955 80.120
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 82.468 82.090 80.734
R3 81.793 81.415 80.549
R2 81.118 81.118 80.487
R1 80.740 80.740 80.425 80.592
PP 80.443 80.443 80.443 80.368
S1 80.065 80.065 80.301 79.917
S2 79.768 79.768 80.239
S3 79.093 79.390 80.177
S4 78.418 78.715 79.992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.535 79.780 0.755 0.9% 0.369 0.5% 86% False False 833
10 80.915 79.780 1.135 1.4% 0.360 0.4% 57% False False 549
20 81.700 79.780 1.920 2.4% 0.310 0.4% 34% False False 331
40 81.700 79.200 2.500 3.1% 0.290 0.4% 49% False False 210
60 81.700 78.945 2.755 3.4% 0.250 0.3% 54% False False 154
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 0.059
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 82.870
2.618 81.956
1.618 81.396
1.000 81.050
0.618 80.836
HIGH 80.490
0.618 80.276
0.500 80.210
0.382 80.144
LOW 79.930
0.618 79.584
1.000 79.370
1.618 79.024
2.618 78.464
4.250 77.550
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 80.355 80.330
PP 80.283 80.233
S1 80.210 80.135

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

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