ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 80.005 79.990 -0.015 0.0% 79.700
High 80.055 80.190 0.135 0.2% 80.375
Low 79.720 79.925 0.205 0.3% 79.535
Close 79.987 80.136 0.149 0.2% 80.156
Range 0.335 0.265 -0.070 -20.9% 0.840
ATR 0.422 0.411 -0.011 -2.7% 0.000
Volume 16,080 18,563 2,483 15.4% 97,005
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 80.879 80.772 80.282
R3 80.614 80.507 80.209
R2 80.349 80.349 80.185
R1 80.242 80.242 80.160 80.296
PP 80.084 80.084 80.084 80.110
S1 79.977 79.977 80.112 80.031
S2 79.819 79.819 80.087
S3 79.554 79.712 80.063
S4 79.289 79.447 79.990
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 82.542 82.189 80.618
R3 81.702 81.349 80.387
R2 80.862 80.862 80.310
R1 80.509 80.509 80.233 80.686
PP 80.022 80.022 80.022 80.110
S1 79.669 79.669 80.079 79.846
S2 79.182 79.182 80.002
S3 78.342 78.829 79.925
S4 77.502 77.989 79.694
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.425 79.720 0.705 0.9% 0.360 0.4% 59% False False 17,116
10 80.425 79.370 1.055 1.3% 0.372 0.5% 73% False False 17,539
20 80.425 78.970 1.455 1.8% 0.391 0.5% 80% False False 17,344
40 81.395 78.725 2.670 3.3% 0.451 0.6% 53% False False 17,353
60 83.250 78.725 4.525 5.6% 0.420 0.5% 31% False False 11,622
80 84.610 78.725 5.885 7.3% 0.426 0.5% 24% False False 8,726
100 84.610 78.725 5.885 7.3% 0.390 0.5% 24% False False 6,999
120 84.610 78.725 5.885 7.3% 0.325 0.4% 24% False False 5,841
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.074
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 81.316
2.618 80.884
1.618 80.619
1.000 80.455
0.618 80.354
HIGH 80.190
0.618 80.089
0.500 80.058
0.382 80.026
LOW 79.925
0.618 79.761
1.000 79.660
1.618 79.496
2.618 79.231
4.250 78.799
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 80.110 80.107
PP 80.084 80.077
S1 80.058 80.048

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

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