ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 26-Dec-2012
Day Change Summary
Previous Current
24-Dec-2012 26-Dec-2012 Change Change % Previous Week
Open 79.700 79.735 0.035 0.0% 79.660
High 79.800 79.810 0.010 0.0% 79.780
Low 79.445 79.470 0.025 0.0% 79.015
Close 79.745 79.704 -0.041 -0.1% 79.712
Range 0.355 0.340 -0.015 -4.2% 0.765
ATR 0.381 0.378 -0.003 -0.8% 0.000
Volume 8,263 9,970 1,707 20.7% 116,465
Daily Pivots for day following 26-Dec-2012
Classic Woodie Camarilla DeMark
R4 80.681 80.533 79.891
R3 80.341 80.193 79.798
R2 80.001 80.001 79.766
R1 79.853 79.853 79.735 79.757
PP 79.661 79.661 79.661 79.614
S1 79.513 79.513 79.673 79.417
S2 79.321 79.321 79.642
S3 78.981 79.173 79.611
S4 78.641 78.833 79.517
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 81.797 81.520 80.133
R3 81.032 80.755 79.922
R2 80.267 80.267 79.852
R1 79.990 79.990 79.782 80.129
PP 79.502 79.502 79.502 79.572
S1 79.225 79.225 79.642 79.364
S2 78.737 78.737 79.572
S3 77.972 78.460 79.502
S4 77.207 77.695 79.291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.810 79.015 0.795 1.0% 0.369 0.5% 87% True False 18,895
10 80.230 79.015 1.215 1.5% 0.402 0.5% 57% False False 21,128
20 81.055 79.015 2.040 2.6% 0.392 0.5% 34% False False 11,491
40 81.700 79.015 2.685 3.4% 0.342 0.4% 26% False False 5,826
60 81.700 79.015 2.685 3.4% 0.302 0.4% 26% False False 3,896
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.058
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 81.255
2.618 80.700
1.618 80.360
1.000 80.150
0.618 80.020
HIGH 79.810
0.618 79.680
0.500 79.640
0.382 79.600
LOW 79.470
0.618 79.260
1.000 79.130
1.618 78.920
2.618 78.580
4.250 78.025
Fisher Pivots for day following 26-Dec-2012
Pivot 1 day 3 day
R1 79.683 79.661
PP 79.661 79.618
S1 79.640 79.575

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

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