ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 09-Oct-2012
Day Change Summary
Previous Current
08-Oct-2012 09-Oct-2012 Change Change % Previous Week
Open 79.820 80.200 0.380 0.5% 79.915
High 79.975 80.375 0.400 0.5% 80.150
Low 79.820 80.200 0.380 0.5% 79.480
Close 79.832 80.264 0.432 0.5% 79.623
Range 0.155 0.175 0.020 12.9% 0.670
ATR 0.285 0.304 0.018 6.4% 0.000
Volume 15 43 28 186.7% 237
Daily Pivots for day following 09-Oct-2012
Classic Woodie Camarilla DeMark
R4 80.805 80.709 80.360
R3 80.630 80.534 80.312
R2 80.455 80.455 80.296
R1 80.359 80.359 80.280 80.407
PP 80.280 80.280 80.280 80.304
S1 80.184 80.184 80.248 80.232
S2 80.105 80.105 80.232
S3 79.930 80.009 80.216
S4 79.755 79.834 80.168
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 81.761 81.362 79.992
R3 81.091 80.692 79.807
R2 80.421 80.421 79.746
R1 80.022 80.022 79.684 79.887
PP 79.751 79.751 79.751 79.683
S1 79.352 79.352 79.562 79.217
S2 79.081 79.081 79.500
S3 78.411 78.682 79.439
S4 77.741 78.012 79.255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.375 79.480 0.895 1.1% 0.204 0.3% 88% True False 32
10 80.375 79.480 0.895 1.1% 0.215 0.3% 88% True False 34
20 80.375 78.945 1.430 1.8% 0.162 0.2% 92% True False 93
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 False
Bear Hook False
Bull Hook False
Stretch 0.006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.119
2.618 80.833
1.618 80.658
1.000 80.550
0.618 80.483
HIGH 80.375
0.618 80.308
0.500 80.288
0.382 80.267
LOW 80.200
0.618 80.092
1.000 80.025
1.618 79.917
2.618 79.742
4.250 79.456
Fisher Pivots for day following 09-Oct-2012
Pivot 1 day 3 day
R1 80.288 80.152
PP 80.280 80.040
S1 80.272 79.928

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

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