ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 80.940 80.950 0.010 0.0% 80.710
High 81.110 81.175 0.065 0.1% 81.175
Low 80.825 80.685 -0.140 -0.2% 80.365
Close 80.886 81.098 0.212 0.3% 81.098
Range 0.285 0.490 0.205 71.9% 0.810
ATR 0.418 0.423 0.005 1.2% 0.000
Volume 20,684 23,737 3,053 14.8% 121,645
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 82.456 82.267 81.368
R3 81.966 81.777 81.233
R2 81.476 81.476 81.188
R1 81.287 81.287 81.143 81.382
PP 80.986 80.986 80.986 81.033
S1 80.797 80.797 81.053 80.892
S2 80.496 80.496 81.008
S3 80.006 80.307 80.963
S4 79.516 79.817 80.829
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 83.309 83.014 81.544
R3 82.499 82.204 81.321
R2 81.689 81.689 81.247
R1 81.394 81.394 81.172 81.542
PP 80.879 80.879 80.879 80.953
S1 80.584 80.584 81.024 80.732
S2 80.069 80.069 80.950
S3 79.259 79.774 80.875
S4 78.449 78.964 80.653
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.175 80.365 0.810 1.0% 0.408 0.5% 90% True False 24,329
10 81.175 79.720 1.455 1.8% 0.411 0.5% 95% True False 21,053
20 81.175 78.970 2.205 2.7% 0.397 0.5% 97% True False 19,754
40 81.175 78.835 2.340 2.9% 0.422 0.5% 97% True False 18,806
60 83.100 78.725 4.375 5.4% 0.438 0.5% 54% False False 14,118
80 84.610 78.725 5.885 7.3% 0.434 0.5% 40% False False 10,599
100 84.610 78.725 5.885 7.3% 0.400 0.5% 40% False False 8,482
120 84.610 78.725 5.885 7.3% 0.348 0.4% 40% False False 7,090
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.101
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.258
2.618 82.458
1.618 81.968
1.000 81.665
0.618 81.478
HIGH 81.175
0.618 80.988
0.500 80.930
0.382 80.872
LOW 80.685
0.618 80.382
1.000 80.195
1.618 79.892
2.618 79.402
4.250 78.603
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 81.042 80.989
PP 80.986 80.879
S1 80.930 80.770

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

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