ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 11-Dec-2012
Day Change Summary
Previous Current
10-Dec-2012 11-Dec-2012 Change Change % Previous Week
Open 80.750 80.470 -0.280 -0.3% 80.345
High 80.750 80.505 -0.245 -0.3% 81.055
Low 80.440 80.125 -0.315 -0.4% 79.780
Close 80.475 80.179 -0.296 -0.4% 80.552
Range 0.310 0.380 0.070 22.6% 1.275
ATR 0.360 0.361 0.001 0.4% 0.000
Volume 8,364 3,309 -5,055 -60.4% 6,242
Daily Pivots for day following 11-Dec-2012
Classic Woodie Camarilla DeMark
R4 81.410 81.174 80.388
R3 81.030 80.794 80.284
R2 80.650 80.650 80.249
R1 80.414 80.414 80.214 80.342
PP 80.270 80.270 80.270 80.234
S1 80.034 80.034 80.144 79.962
S2 79.890 79.890 80.109
S3 79.510 79.654 80.075
S4 79.130 79.274 79.970
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 84.287 83.695 81.253
R3 83.012 82.420 80.903
R2 81.737 81.737 80.786
R1 81.145 81.145 80.669 81.441
PP 80.462 80.462 80.462 80.611
S1 79.870 79.870 80.435 80.166
S2 79.187 79.187 80.318
S3 77.912 78.595 80.201
S4 76.637 77.320 79.851
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.055 79.780 1.275 1.6% 0.430 0.5% 31% False False 3,234
10 81.055 79.780 1.275 1.6% 0.382 0.5% 31% False False 1,855
20 81.700 79.780 1.920 2.4% 0.341 0.4% 21% False False 1,022
40 81.700 79.200 2.500 3.1% 0.307 0.4% 39% False False 555
60 81.700 79.200 2.500 3.1% 0.255 0.3% 39% False False 378
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.065
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.120
2.618 81.500
1.618 81.120
1.000 80.885
0.618 80.740
HIGH 80.505
0.618 80.360
0.500 80.315
0.382 80.270
LOW 80.125
0.618 79.890
1.000 79.745
1.618 79.510
2.618 79.130
4.250 78.510
Fisher Pivots for day following 11-Dec-2012
Pivot 1 day 3 day
R1 80.315 80.590
PP 80.270 80.453
S1 80.224 80.316

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

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