ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 02-Oct-2012
Day Change Summary
Previous Current
01-Oct-2012 02-Oct-2012 Change Change % Previous Week
Open 80.045 79.890 -0.155 -0.2% 79.420
High 80.250 79.940 -0.310 -0.4% 80.090
Low 79.670 79.555 -0.115 -0.1% 79.375
Close 79.909 79.830 -0.079 -0.1% 80.025
Range 0.580 0.385 -0.195 -33.6% 0.715
ATR 0.489 0.482 -0.007 -1.5% 0.000
Volume 18,311 15,254 -3,057 -16.7% 92,162
Daily Pivots for day following 02-Oct-2012
Classic Woodie Camarilla DeMark
R4 80.930 80.765 80.042
R3 80.545 80.380 79.936
R2 80.160 80.160 79.901
R1 79.995 79.995 79.865 79.885
PP 79.775 79.775 79.775 79.720
S1 79.610 79.610 79.795 79.500
S2 79.390 79.390 79.759
S3 79.005 79.225 79.724
S4 78.620 78.840 79.618
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 81.975 81.715 80.418
R3 81.260 81.000 80.222
R2 80.545 80.545 80.156
R1 80.285 80.285 80.091 80.415
PP 79.830 79.830 79.830 79.895
S1 79.570 79.570 79.959 79.700
S2 79.115 79.115 79.894
S3 78.400 78.855 79.828
S4 77.685 78.140 79.632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.250 79.420 0.830 1.0% 0.501 0.6% 49% False False 18,285
10 80.250 79.070 1.180 1.5% 0.474 0.6% 64% False False 19,056
20 81.950 78.725 3.225 4.0% 0.513 0.6% 34% False False 15,735
40 83.250 78.725 4.525 5.7% 0.425 0.5% 24% False False 7,914
60 84.610 78.725 5.885 7.4% 0.430 0.5% 19% False False 5,288
80 84.610 78.725 5.885 7.4% 0.378 0.5% 19% False False 4,001
100 84.610 78.725 5.885 7.4% 0.303 0.4% 19% False False 3,201
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.111
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.576
2.618 80.948
1.618 80.563
1.000 80.325
0.618 80.178
HIGH 79.940
0.618 79.793
0.500 79.748
0.382 79.702
LOW 79.555
0.618 79.317
1.000 79.170
1.618 78.932
2.618 78.547
4.250 77.919
Fisher Pivots for day following 02-Oct-2012
Pivot 1 day 3 day
R1 79.803 79.835
PP 79.775 79.833
S1 79.748 79.832

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

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