ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 11-Jan-2013
Day Change Summary
Previous Current
10-Jan-2013 11-Jan-2013 Change Change % Previous Week
Open 80.750 79.860 -0.890 -1.1% 80.610
High 80.790 79.930 -0.860 -1.1% 80.800
Low 79.745 79.490 -0.255 -0.3% 79.490
Close 79.817 79.611 -0.206 -0.3% 79.611
Range 1.045 0.440 -0.605 -57.9% 1.310
ATR 0.451 0.450 -0.001 -0.2% 0.000
Volume 38,464 30,217 -8,247 -21.4% 148,506
Daily Pivots for day following 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 80.997 80.744 79.853
R3 80.557 80.304 79.732
R2 80.117 80.117 79.692
R1 79.864 79.864 79.651 79.771
PP 79.677 79.677 79.677 79.630
S1 79.424 79.424 79.571 79.331
S2 79.237 79.237 79.530
S3 78.797 78.984 79.490
S4 78.357 78.544 79.369
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 83.897 83.064 80.332
R3 82.587 81.754 79.971
R2 81.277 81.277 79.851
R1 80.444 80.444 79.731 80.206
PP 79.967 79.967 79.967 79.848
S1 79.134 79.134 79.491 78.896
S2 78.657 78.657 79.371
S3 77.347 77.824 79.251
S4 76.037 76.514 78.891
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.800 79.490 1.310 1.6% 0.520 0.7% 9% False True 29,701
10 80.995 79.460 1.535 1.9% 0.496 0.6% 10% False False 26,849
20 80.995 79.015 1.980 2.5% 0.431 0.5% 30% False False 23,460
40 81.700 79.015 2.685 3.4% 0.402 0.5% 22% False False 12,887
60 81.700 79.015 2.685 3.4% 0.358 0.4% 22% False False 8,621
80 81.700 79.015 2.685 3.4% 0.309 0.4% 22% False False 6,472
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 0.093
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.800
2.618 81.082
1.618 80.642
1.000 80.370
0.618 80.202
HIGH 79.930
0.618 79.762
0.500 79.710
0.382 79.658
LOW 79.490
0.618 79.218
1.000 79.050
1.618 78.778
2.618 78.338
4.250 77.620
Fisher Pivots for day following 11-Jan-2013
Pivot 1 day 3 day
R1 79.710 80.140
PP 79.677 79.964
S1 79.644 79.787

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

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