ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 80.520 80.870 0.350 0.4% 80.525
High 80.900 81.165 0.265 0.3% 80.900
Low 80.520 80.870 0.350 0.4% 80.000
Close 80.903 81.058 0.155 0.2% 80.903
Range 0.380 0.295 -0.085 -22.4% 0.900
ATR 0.302 0.302 -0.001 -0.2% 0.000
Volume 14 167 153 1,092.9% 132
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 81.916 81.782 81.220
R3 81.621 81.487 81.139
R2 81.326 81.326 81.112
R1 81.192 81.192 81.085 81.259
PP 81.031 81.031 81.031 81.065
S1 80.897 80.897 81.031 80.964
S2 80.736 80.736 81.004
S3 80.441 80.602 80.977
S4 80.146 80.307 80.896
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 83.301 83.002 81.398
R3 82.401 82.102 81.151
R2 81.501 81.501 81.068
R1 81.202 81.202 80.986 81.352
PP 80.601 80.601 80.601 80.676
S1 80.302 80.302 80.821 80.452
S2 79.701 79.701 80.738
S3 78.801 79.402 80.656
S4 77.901 78.502 80.408
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.165 80.000 1.165 1.4% 0.254 0.3% 91% True False 56
10 81.165 79.930 1.235 1.5% 0.259 0.3% 91% True False 44
20 81.165 79.200 1.965 2.4% 0.232 0.3% 95% True False 41
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 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.419
2.618 81.937
1.618 81.642
1.000 81.460
0.618 81.347
HIGH 81.165
0.618 81.052
0.500 81.018
0.382 80.983
LOW 80.870
0.618 80.688
1.000 80.575
1.618 80.393
2.618 80.098
4.250 79.616
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 81.045 80.921
PP 81.031 80.784
S1 81.018 80.648

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

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