ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 81.150 81.205 0.055 0.1% 80.710
High 81.215 81.250 0.035 0.0% 81.175
Low 80.940 80.975 0.035 0.0% 80.365
Close 81.100 81.138 0.038 0.0% 81.098
Range 0.275 0.275 0.000 0.0% 0.810
ATR 0.389 0.381 -0.008 -2.1% 0.000
Volume 23,305 24,280 975 4.2% 121,645
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 81.946 81.817 81.289
R3 81.671 81.542 81.214
R2 81.396 81.396 81.188
R1 81.267 81.267 81.163 81.194
PP 81.121 81.121 81.121 81.085
S1 80.992 80.992 81.113 80.919
S2 80.846 80.846 81.088
S3 80.571 80.717 81.062
S4 80.296 80.442 80.987
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% 0.302 0.4% 71% False False 20,504
10 81.320 80.095 1.225 1.5% 0.371 0.5% 85% False False 22,865
20 81.320 79.370 1.950 2.4% 0.371 0.5% 91% False False 20,202
40 81.320 78.970 2.350 2.9% 0.404 0.5% 92% False False 18,847
60 82.130 78.725 3.405 4.2% 0.424 0.5% 71% False False 15,427
80 84.000 78.725 5.275 6.5% 0.433 0.5% 46% False False 11,581
100 84.610 78.725 5.885 7.3% 0.407 0.5% 41% False False 9,270
120 84.610 78.725 5.885 7.3% 0.356 0.4% 41% False False 7,747
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.115
Fibonacci Retracements and Extensions
4.250 82.419
2.618 81.970
1.618 81.695
1.000 81.525
0.618 81.420
HIGH 81.250
0.618 81.145
0.500 81.113
0.382 81.080
LOW 80.975
0.618 80.805
1.000 80.700
1.618 80.530
2.618 80.255
4.250 79.806
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 81.130 81.135
PP 81.121 81.133
S1 81.113 81.130

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

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