ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 79.380 79.405 0.025 0.0% 80.750
High 79.405 79.430 0.025 0.0% 80.750
Low 79.015 79.065 0.050 0.1% 79.400
Close 79.313 79.310 -0.003 0.0% 79.655
Range 0.390 0.365 -0.025 -6.4% 1.350
ATR 0.381 0.379 -0.001 -0.3% 0.000
Volume 31,551 21,973 -9,578 -30.4% 88,258
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 80.363 80.202 79.511
R3 79.998 79.837 79.410
R2 79.633 79.633 79.377
R1 79.472 79.472 79.343 79.370
PP 79.268 79.268 79.268 79.218
S1 79.107 79.107 79.277 79.005
S2 78.903 78.903 79.243
S3 78.538 78.742 79.210
S4 78.173 78.377 79.109
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 80.055 79.015 1.040 1.3% 0.371 0.5% 28% False False 24,757
10 81.055 79.015 2.040 2.6% 0.428 0.5% 14% False False 18,425
20 81.055 79.015 2.040 2.6% 0.394 0.5% 14% False False 9,487
40 81.700 79.015 2.685 3.4% 0.329 0.4% 11% False False 4,805
60 81.700 79.015 2.685 3.4% 0.292 0.4% 11% False False 3,216
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.043
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.981
2.618 80.386
1.618 80.021
1.000 79.795
0.618 79.656
HIGH 79.430
0.618 79.291
0.500 79.248
0.382 79.204
LOW 79.065
0.618 78.839
1.000 78.700
1.618 78.474
2.618 78.109
4.250 77.514
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 79.289 79.333
PP 79.268 79.325
S1 79.248 79.318

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

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