ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 81.190 81.150 -0.040 0.0% 80.710
High 81.320 81.215 -0.105 -0.1% 81.175
Low 81.035 80.940 -0.095 -0.1% 80.365
Close 81.140 81.100 -0.040 0.0% 81.098
Range 0.285 0.275 -0.010 -3.5% 0.810
ATR 0.397 0.389 -0.009 -2.2% 0.000
Volume 20,689 23,305 2,616 12.6% 121,645
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 81.910 81.780 81.251
R3 81.635 81.505 81.176
R2 81.360 81.360 81.150
R1 81.230 81.230 81.125 81.158
PP 81.085 81.085 81.085 81.049
S1 80.955 80.955 81.075 80.883
S2 80.810 80.810 81.050
S3 80.535 80.680 81.024
S4 80.260 80.405 80.949
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 81.320 80.685 0.635 0.8% 0.304 0.4% 65% False False 19,785
10 81.320 79.925 1.395 1.7% 0.370 0.5% 84% False False 22,294
20 81.320 79.035 2.285 2.8% 0.379 0.5% 90% False False 19,881
40 81.320 78.970 2.350 2.9% 0.413 0.5% 91% False False 18,919
60 82.370 78.725 3.645 4.5% 0.430 0.5% 65% False False 15,025
80 84.435 78.725 5.710 7.0% 0.434 0.5% 42% False False 11,278
100 84.610 78.725 5.885 7.3% 0.404 0.5% 40% False False 9,027
120 84.610 78.725 5.885 7.3% 0.354 0.4% 40% False False 7,544
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.117
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.384
2.618 81.935
1.618 81.660
1.000 81.490
0.618 81.385
HIGH 81.215
0.618 81.110
0.500 81.078
0.382 81.045
LOW 80.940
0.618 80.770
1.000 80.665
1.618 80.495
2.618 80.220
4.250 79.771
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 81.093 81.130
PP 81.085 81.120
S1 81.078 81.110

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

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