ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 81.025 80.980 -0.045 -0.1% 81.105
High 81.075 81.300 0.225 0.3% 81.515
Low 80.845 80.945 0.100 0.1% 80.940
Close 81.000 80.966 -0.034 0.0% 81.310
Range 0.230 0.355 0.125 54.3% 0.575
ATR 0.379 0.378 -0.002 -0.5% 0.000
Volume 13,524 15,721 2,197 16.2% 107,640
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 82.135 81.906 81.161
R3 81.780 81.551 81.064
R2 81.425 81.425 81.031
R1 81.196 81.196 80.999 81.133
PP 81.070 81.070 81.070 81.039
S1 80.841 80.841 80.933 80.778
S2 80.715 80.715 80.901
S3 80.360 80.486 80.868
S4 80.005 80.131 80.771
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 82.980 82.720 81.626
R3 82.405 82.145 81.468
R2 81.830 81.830 81.415
R1 81.570 81.570 81.363 81.700
PP 81.255 81.255 81.255 81.320
S1 80.995 80.995 81.257 81.125
S2 80.680 80.680 81.205
S3 80.105 80.420 81.152
S4 79.530 79.845 80.994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.515 80.835 0.680 0.8% 0.348 0.4% 19% False False 19,974
10 81.515 80.685 0.830 1.0% 0.326 0.4% 34% False False 19,880
20 81.515 79.720 1.795 2.2% 0.371 0.5% 69% False False 20,352
40 81.515 78.970 2.545 3.1% 0.401 0.5% 78% False False 18,983
60 82.070 78.725 3.345 4.1% 0.428 0.5% 67% False False 16,681
80 83.945 78.725 5.220 6.4% 0.427 0.5% 43% False False 12,524
100 84.610 78.725 5.885 7.3% 0.410 0.5% 38% False False 10,025
120 84.610 78.725 5.885 7.3% 0.368 0.5% 38% False False 8,377
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.078
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.809
2.618 82.229
1.618 81.874
1.000 81.655
0.618 81.519
HIGH 81.300
0.618 81.164
0.500 81.123
0.382 81.081
LOW 80.945
0.618 80.726
1.000 80.590
1.618 80.371
2.618 80.016
4.250 79.436
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 81.123 81.068
PP 81.070 81.034
S1 81.018 81.000

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

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