ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 02-Nov-2012
Day Change Summary
Previous Current
01-Nov-2012 02-Nov-2012 Change Change % Previous Week
Open 79.990 80.115 0.125 0.2% 80.075
High 80.190 80.740 0.550 0.7% 80.740
Low 79.925 80.095 0.170 0.2% 79.720
Close 80.136 80.683 0.547 0.7% 80.683
Range 0.265 0.645 0.380 143.4% 1.020
ATR 0.411 0.428 0.017 4.1% 0.000
Volume 18,563 28,225 9,662 52.0% 88,892
Daily Pivots for day following 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 82.441 82.207 81.038
R3 81.796 81.562 80.860
R2 81.151 81.151 80.801
R1 80.917 80.917 80.742 81.034
PP 80.506 80.506 80.506 80.565
S1 80.272 80.272 80.624 80.389
S2 79.861 79.861 80.565
S3 79.216 79.627 80.506
S4 78.571 78.982 80.328
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 83.441 83.082 81.244
R3 82.421 82.062 80.964
R2 81.401 81.401 80.870
R1 81.042 81.042 80.777 81.222
PP 80.381 80.381 80.381 80.471
S1 80.022 80.022 80.590 80.202
S2 79.361 79.361 80.496
S3 78.341 79.002 80.403
S4 77.321 77.982 80.122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.740 79.720 1.020 1.3% 0.414 0.5% 94% True False 17,778
10 80.740 79.535 1.205 1.5% 0.399 0.5% 95% True False 18,589
20 80.740 78.970 1.770 2.2% 0.406 0.5% 97% True False 17,869
40 80.740 78.725 2.015 2.5% 0.440 0.5% 97% True False 17,972
60 83.250 78.725 4.525 5.6% 0.424 0.5% 43% False False 12,093
80 84.610 78.725 5.885 7.3% 0.431 0.5% 33% False False 9,079
100 84.610 78.725 5.885 7.3% 0.397 0.5% 33% False False 7,277
120 84.610 78.725 5.885 7.3% 0.331 0.4% 33% False False 6,076
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 0.071
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 83.481
2.618 82.429
1.618 81.784
1.000 81.385
0.618 81.139
HIGH 80.740
0.618 80.494
0.500 80.418
0.382 80.341
LOW 80.095
0.618 79.696
1.000 79.450
1.618 79.051
2.618 78.406
4.250 77.354
Fisher Pivots for day following 02-Nov-2012
Pivot 1 day 3 day
R1 80.595 80.532
PP 80.506 80.381
S1 80.418 80.230

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

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