ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 26-Sep-2012
Day Change Summary
Previous Current
25-Sep-2012 26-Sep-2012 Change Change % Previous Week
Open 79.555 79.725 0.170 0.2% 78.960
High 79.755 80.080 0.325 0.4% 79.755
Low 79.375 79.670 0.295 0.4% 78.835
Close 79.608 79.948 0.340 0.4% 79.398
Range 0.380 0.410 0.030 7.9% 0.920
ATR 0.468 0.468 0.000 0.1% 0.000
Volume 16,292 17,196 904 5.5% 95,820
Daily Pivots for day following 26-Sep-2012
Classic Woodie Camarilla DeMark
R4 81.129 80.949 80.174
R3 80.719 80.539 80.061
R2 80.309 80.309 80.023
R1 80.129 80.129 79.986 80.219
PP 79.899 79.899 79.899 79.945
S1 79.719 79.719 79.910 79.809
S2 79.489 79.489 79.873
S3 79.079 79.309 79.835
S4 78.669 78.899 79.723
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 82.089 81.664 79.904
R3 81.169 80.744 79.651
R2 80.249 80.249 79.567
R1 79.824 79.824 79.482 80.037
PP 79.329 79.329 79.329 79.436
S1 78.904 78.904 79.314 79.117
S2 78.409 78.409 79.229
S3 77.489 77.984 79.145
S4 76.569 77.064 78.892
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.080 79.110 0.970 1.2% 0.446 0.6% 86% True False 19,461
10 80.080 78.725 1.355 1.7% 0.466 0.6% 90% True False 21,196
20 82.070 78.725 3.345 4.2% 0.481 0.6% 37% False False 12,076
40 83.945 78.725 5.220 6.5% 0.454 0.6% 23% False False 6,064
60 84.610 78.725 5.885 7.4% 0.417 0.5% 21% False False 4,052
80 84.610 78.725 5.885 7.4% 0.352 0.4% 21% False False 3,073
100 84.610 78.725 5.885 7.4% 0.282 0.4% 21% False False 2,459
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.079
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.823
2.618 81.153
1.618 80.743
1.000 80.490
0.618 80.333
HIGH 80.080
0.618 79.923
0.500 79.875
0.382 79.827
LOW 79.670
0.618 79.417
1.000 79.260
1.618 79.007
2.618 78.597
4.250 77.928
Fisher Pivots for day following 26-Sep-2012
Pivot 1 day 3 day
R1 79.924 79.875
PP 79.899 79.801
S1 79.875 79.728

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

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