ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 80.395 80.000 -0.395 -0.5% 79.800
High 80.395 80.200 -0.195 -0.2% 80.550
Low 80.170 80.000 -0.170 -0.2% 79.750
Close 80.197 80.197 0.000 0.0% 80.371
Range 0.225 0.200 -0.025 -11.1% 0.800
ATR 0.299 0.292 -0.007 -2.4% 0.000
Volume 54 29 -25 -46.3% 162
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 80.732 80.665 80.307
R3 80.532 80.465 80.252
R2 80.332 80.332 80.234
R1 80.265 80.265 80.215 80.299
PP 80.132 80.132 80.132 80.149
S1 80.065 80.065 80.179 80.099
S2 79.932 79.932 80.160
S3 79.732 79.865 80.142
S4 79.532 79.665 80.087
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 82.624 82.297 80.811
R3 81.824 81.497 80.591
R2 81.024 81.024 80.518
R1 80.697 80.697 80.444 80.861
PP 80.224 80.224 80.224 80.305
S1 79.897 79.897 80.298 80.061
S2 79.424 79.424 80.224
S3 78.624 79.097 80.151
S4 77.824 78.297 79.931
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.580 80.000 0.580 0.7% 0.209 0.3% 34% False True 27
10 80.580 79.305 1.275 1.6% 0.255 0.3% 70% False False 39
20 80.580 79.200 1.380 1.7% 0.232 0.3% 72% False False 33
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.050
2.618 80.724
1.618 80.524
1.000 80.400
0.618 80.324
HIGH 80.200
0.618 80.124
0.500 80.100
0.382 80.076
LOW 80.000
0.618 79.876
1.000 79.800
1.618 79.676
2.618 79.476
4.250 79.150
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 80.165 80.290
PP 80.132 80.259
S1 80.100 80.228

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

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