ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 23-Oct-2012
Day Change Summary
Previous Current
22-Oct-2012 23-Oct-2012 Change Change % Previous Week
Open 79.800 79.930 0.130 0.2% 80.245
High 79.935 80.335 0.400 0.5% 80.245
Low 79.750 79.930 0.180 0.2% 79.200
Close 79.906 80.280 0.374 0.5% 79.868
Range 0.185 0.405 0.220 118.9% 1.045
ATR 0.297 0.306 0.009 3.2% 0.000
Volume 14 27 13 92.9% 308
Daily Pivots for day following 23-Oct-2012
Classic Woodie Camarilla DeMark
R4 81.397 81.243 80.503
R3 80.992 80.838 80.391
R2 80.587 80.587 80.354
R1 80.433 80.433 80.317 80.510
PP 80.182 80.182 80.182 80.220
S1 80.028 80.028 80.243 80.105
S2 79.777 79.777 80.206
S3 79.372 79.623 80.169
S4 78.967 79.218 80.057
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 82.906 82.432 80.443
R3 81.861 81.387 80.155
R2 80.816 80.816 80.060
R1 80.342 80.342 79.964 80.057
PP 79.771 79.771 79.771 79.628
S1 79.297 79.297 79.772 79.012
S2 78.726 78.726 79.676
S3 77.681 78.252 79.581
S4 76.636 77.207 79.293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.335 79.200 1.135 1.4% 0.297 0.4% 95% True False 47
10 80.335 79.200 1.135 1.4% 0.229 0.3% 95% True False 36
20 80.375 79.200 1.175 1.5% 0.222 0.3% 92% False False 35
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 82.056
2.618 81.395
1.618 80.990
1.000 80.740
0.618 80.585
HIGH 80.335
0.618 80.180
0.500 80.133
0.382 80.085
LOW 79.930
0.618 79.680
1.000 79.525
1.618 79.275
2.618 78.870
4.250 78.209
Fisher Pivots for day following 23-Oct-2012
Pivot 1 day 3 day
R1 80.231 80.173
PP 80.182 80.065
S1 80.133 79.958

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

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