ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 27-Dec-2012
Day Change Summary
Previous Current
26-Dec-2012 27-Dec-2012 Change Change % Previous Week
Open 79.735 79.640 -0.095 -0.1% 79.660
High 79.810 79.890 0.080 0.1% 79.780
Low 79.470 79.420 -0.050 -0.1% 79.015
Close 79.704 79.719 0.015 0.0% 79.712
Range 0.340 0.470 0.130 38.2% 0.765
ATR 0.378 0.384 0.007 1.7% 0.000
Volume 9,970 15,349 5,379 54.0% 116,465
Daily Pivots for day following 27-Dec-2012
Classic Woodie Camarilla DeMark
R4 81.086 80.873 79.978
R3 80.616 80.403 79.848
R2 80.146 80.146 79.805
R1 79.933 79.933 79.762 80.040
PP 79.676 79.676 79.676 79.730
S1 79.463 79.463 79.676 79.570
S2 79.206 79.206 79.633
S3 78.736 78.993 79.590
S4 78.266 78.523 79.461
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 79.890 79.065 0.825 1.0% 0.385 0.5% 79% True False 15,655
10 80.110 79.015 1.095 1.4% 0.366 0.5% 64% False False 20,070
20 81.055 79.015 2.040 2.6% 0.399 0.5% 35% False False 12,248
40 81.700 79.015 2.685 3.4% 0.349 0.4% 26% False False 6,209
60 81.700 79.015 2.685 3.4% 0.310 0.4% 26% False False 4,150
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.076
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 81.888
2.618 81.120
1.618 80.650
1.000 80.360
0.618 80.180
HIGH 79.890
0.618 79.710
0.500 79.655
0.382 79.600
LOW 79.420
0.618 79.130
1.000 78.950
1.618 78.660
2.618 78.190
4.250 77.423
Fisher Pivots for day following 27-Dec-2012
Pivot 1 day 3 day
R1 79.698 79.698
PP 79.676 79.676
S1 79.655 79.655

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

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