ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 18-Dec-2012
Day Change Summary
Previous Current
17-Dec-2012 18-Dec-2012 Change Change % Previous Week
Open 79.660 79.620 -0.040 -0.1% 80.750
High 79.780 79.650 -0.130 -0.2% 80.750
Low 79.525 79.290 -0.235 -0.3% 79.400
Close 79.620 79.387 -0.233 -0.3% 79.655
Range 0.255 0.360 0.105 41.2% 1.350
ATR 0.381 0.380 -0.002 -0.4% 0.000
Volume 18,637 21,583 2,946 15.8% 88,258
Daily Pivots for day following 18-Dec-2012
Classic Woodie Camarilla DeMark
R4 80.522 80.315 79.585
R3 80.162 79.955 79.486
R2 79.802 79.802 79.453
R1 79.595 79.595 79.420 79.519
PP 79.442 79.442 79.442 79.404
S1 79.235 79.235 79.354 79.159
S2 79.082 79.082 79.321
S3 78.722 78.875 79.288
S4 78.362 78.515 79.189
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 83.985 83.170 80.398
R3 82.635 81.820 80.026
R2 81.285 81.285 79.903
R1 80.470 80.470 79.779 80.203
PP 79.935 79.935 79.935 79.801
S1 79.120 79.120 79.531 78.853
S2 78.585 78.585 79.408
S3 77.235 77.770 79.284
S4 75.885 76.420 78.913
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.230 79.290 0.940 1.2% 0.434 0.5% 10% False True 23,361
10 81.055 79.290 1.765 2.2% 0.432 0.5% 5% False True 13,297
20 81.420 79.290 2.130 2.7% 0.382 0.5% 5% False True 6,829
40 81.700 79.290 2.410 3.0% 0.325 0.4% 4% False True 3,469
60 81.700 79.200 2.500 3.1% 0.290 0.4% 7% False False 2,324
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 0.059
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.180
2.618 80.592
1.618 80.232
1.000 80.010
0.618 79.872
HIGH 79.650
0.618 79.512
0.500 79.470
0.382 79.428
LOW 79.290
0.618 79.068
1.000 78.930
1.618 78.708
2.618 78.348
4.250 77.760
Fisher Pivots for day following 18-Dec-2012
Pivot 1 day 3 day
R1 79.470 79.673
PP 79.442 79.577
S1 79.415 79.482

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

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