ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 80.230 80.120 -0.110 -0.1% 81.250
High 80.340 80.505 0.165 0.2% 81.300
Low 80.180 80.070 -0.110 -0.1% 80.155
Close 80.266 80.430 0.164 0.2% 80.236
Range 0.160 0.435 0.275 171.9% 1.145
ATR 0.391 0.394 0.003 0.8% 0.000
Volume 13,152 18,601 5,449 41.4% 67,283
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 81.640 81.470 80.669
R3 81.205 81.035 80.550
R2 80.770 80.770 80.510
R1 80.600 80.600 80.470 80.685
PP 80.335 80.335 80.335 80.378
S1 80.165 80.165 80.390 80.250
S2 79.900 79.900 80.350
S3 79.465 79.730 80.310
S4 79.030 79.295 80.191
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 83.999 83.262 80.866
R3 82.854 82.117 80.551
R2 81.709 81.709 80.446
R1 80.972 80.972 80.341 80.768
PP 80.564 80.564 80.564 80.462
S1 79.827 79.827 80.131 79.623
S2 79.419 79.419 80.026
S3 78.274 78.682 79.921
S4 77.129 77.537 79.606
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.300 80.070 1.230 1.5% 0.357 0.4% 29% False True 16,308
10 81.515 80.070 1.445 1.8% 0.350 0.4% 25% False True 19,616
20 81.515 79.720 1.795 2.2% 0.372 0.5% 40% False False 20,283
40 81.515 78.970 2.545 3.2% 0.388 0.5% 57% False False 18,816
60 81.950 78.725 3.225 4.0% 0.429 0.5% 53% False False 17,544
80 83.250 78.725 4.525 5.6% 0.407 0.5% 38% False False 13,175
100 84.610 78.725 5.885 7.3% 0.412 0.5% 29% False False 10,547
120 84.610 78.725 5.885 7.3% 0.378 0.5% 29% False False 8,812
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 0.048
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.354
2.618 81.644
1.618 81.209
1.000 80.940
0.618 80.774
HIGH 80.505
0.618 80.339
0.500 80.288
0.382 80.236
LOW 80.070
0.618 79.801
1.000 79.635
1.618 79.366
2.618 78.931
4.250 78.221
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 80.383 80.425
PP 80.335 80.420
S1 80.288 80.415

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

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