ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 19-Dec-2012
Day Change Summary
Previous Current
18-Dec-2012 19-Dec-2012 Change Change % Previous Week
Open 79.620 79.380 -0.240 -0.3% 80.750
High 79.650 79.405 -0.245 -0.3% 80.750
Low 79.290 79.015 -0.275 -0.3% 79.400
Close 79.387 79.313 -0.074 -0.1% 79.655
Range 0.360 0.390 0.030 8.3% 1.350
ATR 0.380 0.381 0.001 0.2% 0.000
Volume 21,583 31,551 9,968 46.2% 88,258
Daily Pivots for day following 19-Dec-2012
Classic Woodie Camarilla DeMark
R4 80.414 80.254 79.528
R3 80.024 79.864 79.420
R2 79.634 79.634 79.385
R1 79.474 79.474 79.349 79.359
PP 79.244 79.244 79.244 79.187
S1 79.084 79.084 79.277 78.969
S2 78.854 78.854 79.242
S3 78.464 78.694 79.206
S4 78.074 78.304 79.099
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 80.110 79.015 1.095 1.4% 0.346 0.4% 27% False True 24,486
10 81.055 79.015 2.040 2.6% 0.447 0.6% 15% False True 16,364
20 81.055 79.015 2.040 2.6% 0.386 0.5% 15% False True 8,398
40 81.700 79.015 2.685 3.4% 0.327 0.4% 11% False True 4,256
60 81.700 79.015 2.685 3.4% 0.292 0.4% 11% False True 2,850
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 0.057
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.063
2.618 80.426
1.618 80.036
1.000 79.795
0.618 79.646
HIGH 79.405
0.618 79.256
0.500 79.210
0.382 79.164
LOW 79.015
0.618 78.774
1.000 78.625
1.618 78.384
2.618 77.994
4.250 77.358
Fisher Pivots for day following 19-Dec-2012
Pivot 1 day 3 day
R1 79.279 79.398
PP 79.244 79.369
S1 79.210 79.341

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

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