ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 31-Dec-2012
Day Change Summary
Previous Current
28-Dec-2012 31-Dec-2012 Change Change % Previous Week
Open 79.725 79.735 0.010 0.0% 79.700
High 80.050 79.960 -0.090 -0.1% 80.050
Low 79.685 79.690 0.005 0.0% 79.420
Close 79.785 79.871 0.086 0.1% 79.785
Range 0.365 0.270 -0.095 -26.0% 0.630
ATR 0.383 0.375 -0.008 -2.1% 0.000
Volume 15,291 11,779 -3,512 -23.0% 48,873
Daily Pivots for day following 31-Dec-2012
Classic Woodie Camarilla DeMark
R4 80.650 80.531 80.020
R3 80.380 80.261 79.945
R2 80.110 80.110 79.921
R1 79.991 79.991 79.896 80.051
PP 79.840 79.840 79.840 79.870
S1 79.721 79.721 79.846 79.781
S2 79.570 79.570 79.822
S3 79.300 79.451 79.797
S4 79.030 79.181 79.723
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 81.642 81.343 80.132
R3 81.012 80.713 79.958
R2 80.382 80.382 79.901
R1 80.083 80.083 79.843 80.233
PP 79.752 79.752 79.752 79.826
S1 79.453 79.453 79.727 79.603
S2 79.122 79.122 79.670
S3 78.492 78.823 79.612
S4 77.862 78.193 79.439
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.050 79.420 0.630 0.8% 0.360 0.5% 72% False False 12,130
10 80.050 79.015 1.035 1.3% 0.357 0.4% 83% False False 17,711
20 81.055 79.015 2.040 2.6% 0.396 0.5% 42% False False 13,580
40 81.700 79.015 2.685 3.4% 0.351 0.4% 32% False False 6,885
60 81.700 79.015 2.685 3.4% 0.309 0.4% 32% False False 4,601
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.072
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 81.108
2.618 80.667
1.618 80.397
1.000 80.230
0.618 80.127
HIGH 79.960
0.618 79.857
0.500 79.825
0.382 79.793
LOW 79.690
0.618 79.523
1.000 79.420
1.618 79.253
2.618 78.983
4.250 78.543
Fisher Pivots for day following 31-Dec-2012
Pivot 1 day 3 day
R1 79.856 79.826
PP 79.840 79.780
S1 79.825 79.735

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

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