ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 05-Oct-2012
Day Change Summary
Previous Current
04-Oct-2012 05-Oct-2012 Change Change % Previous Week
Open 79.940 79.480 -0.460 -0.6% 80.045
High 80.005 79.525 -0.480 -0.6% 80.250
Low 79.355 79.180 -0.175 -0.2% 79.180
Close 79.440 79.428 -0.012 0.0% 79.428
Range 0.650 0.345 -0.305 -46.9% 1.070
ATR 0.486 0.476 -0.010 -2.1% 0.000
Volume 20,032 17,726 -2,306 -11.5% 85,261
Daily Pivots for day following 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 80.413 80.265 79.618
R3 80.068 79.920 79.523
R2 79.723 79.723 79.491
R1 79.575 79.575 79.460 79.477
PP 79.378 79.378 79.378 79.328
S1 79.230 79.230 79.396 79.132
S2 79.033 79.033 79.365
S3 78.688 78.885 79.333
S4 78.343 78.540 79.238
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 82.829 82.199 80.017
R3 81.759 81.129 79.722
R2 80.689 80.689 79.624
R1 80.059 80.059 79.526 79.839
PP 79.619 79.619 79.619 79.510
S1 78.989 78.989 79.330 78.769
S2 78.549 78.549 79.232
S3 77.479 77.919 79.134
S4 76.409 76.849 78.840
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.250 79.180 1.070 1.3% 0.452 0.6% 23% False True 17,052
10 80.250 79.180 1.070 1.3% 0.459 0.6% 23% False True 17,742
20 80.590 78.725 1.865 2.3% 0.475 0.6% 38% False False 18,075
40 83.250 78.725 4.525 5.7% 0.433 0.5% 16% False False 9,205
60 84.610 78.725 5.885 7.4% 0.439 0.6% 12% False False 6,149
80 84.610 78.725 5.885 7.4% 0.395 0.5% 12% False False 4,629
100 84.610 78.725 5.885 7.4% 0.316 0.4% 12% False False 3,718
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 0.101
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.991
2.618 80.428
1.618 80.083
1.000 79.870
0.618 79.738
HIGH 79.525
0.618 79.393
0.500 79.353
0.382 79.312
LOW 79.180
0.618 78.967
1.000 78.835
1.618 78.622
2.618 78.277
4.250 77.714
Fisher Pivots for day following 05-Oct-2012
Pivot 1 day 3 day
R1 79.403 79.638
PP 79.378 79.568
S1 79.353 79.498

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

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