ICE US Dollar Index Future June 2013

Trading Metrics calculated at close of trading on 14-Dec-2012

Day Change Summary
	Previous	Current
	13-Dec-2012	14-Dec-2012	Change	Change %	Previous Week
Open	80.173	79.950	-0.223	-0.3%	80.635
High	80.173	79.950	-0.223	-0.3%	80.635
Low	80.173	79.650	-0.523	-0.7%	79.650
Close	80.173	79.815	-0.358	-0.4%	79.815
Range	0.000	0.300	0.300		0.985
ATR	0.189	0.213	0.024	12.7%	0.000
Volume	500	500	0	0.0%	2,000

Daily Pivots for day following 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.705	80.560	79.980
R3	80.405	80.260	79.898
R2	80.105	80.105	79.870
R1	79.960	79.960	79.843	79.883
PP	79.805	79.805	79.805	79.766
S1	79.660	79.660	79.788	79.583
S2	79.505	79.505	79.760
S3	79.205	79.360	79.733
S4	78.905	79.060	79.650

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	82.988	82.387	80.357
R3	82.003	81.402	80.086
R2	81.018	81.018	79.996
R1	80.417	80.417	79.905	80.225
PP	80.033	80.033	80.033	79.938
S1	79.432	79.432	79.725	79.240
S2	79.048	79.048	79.634
S3	78.063	78.447	79.544
S4	77.078	77.462	79.273

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.635	79.650	0.985	1.2%	0.060	0.1%	17%	False	True	400
10	80.772	79.650	1.122	1.4%	0.030	0.0%	15%	False	True	200
20	81.430	79.650	1.780	2.2%	0.015	0.0%	9%	False	True	100
40	81.760	79.650	2.110	2.6%	0.008	0.0%	8%	False	True	51

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.000
Widest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	81.225
2.618	80.735
1.618	80.435
1.000	80.250
0.618	80.135
HIGH	79.950
0.618	79.835
0.500	79.800
0.382	79.765
LOW	79.650
0.618	79.465
1.000	79.350
1.618	79.165
2.618	78.865
4.250	78.375

Fisher Pivots for day following 14-Dec-2012
Pivot	1 day	3 day
R1	79.810	79.912
PP	79.805	79.879
S1	79.800	79.847

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols