ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 81.400 81.420 0.020 0.0% 81.300
High 81.470 81.700 0.230 0.3% 81.700
Low 81.190 81.410 0.220 0.3% 81.190
Close 81.348 81.520 0.172 0.2% 81.520
Range 0.280 0.290 0.010 3.6% 0.510
ATR 0.289 0.293 0.005 1.6% 0.000
Volume 95 91 -4 -4.2% 304
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 82.413 82.257 81.680
R3 82.123 81.967 81.600
R2 81.833 81.833 81.573
R1 81.677 81.677 81.547 81.755
PP 81.543 81.543 81.543 81.583
S1 81.387 81.387 81.493 81.465
S2 81.253 81.253 81.467
S3 80.963 81.097 81.440
S4 80.673 80.807 81.361
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 83.000 82.770 81.801
R3 82.490 82.260 81.660
R2 81.980 81.980 81.614
R1 81.750 81.750 81.567 81.865
PP 81.470 81.470 81.470 81.528
S1 81.240 81.240 81.473 81.355
S2 80.960 80.960 81.427
S3 80.450 80.730 81.380
S4 79.940 80.220 81.240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.700 81.190 0.510 0.6% 0.211 0.3% 65% True False 60
10 81.700 80.630 1.070 1.3% 0.285 0.3% 83% True False 152
20 81.700 79.750 1.950 2.4% 0.266 0.3% 91% True False 90
40 81.700 79.200 2.500 3.1% 0.229 0.3% 93% True False 62
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.063
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 82.933
2.618 82.459
1.618 82.169
1.000 81.990
0.618 81.879
HIGH 81.700
0.618 81.589
0.500 81.555
0.382 81.521
LOW 81.410
0.618 81.231
1.000 81.120
1.618 80.941
2.618 80.651
4.250 80.178
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 81.555 81.495
PP 81.543 81.470
S1 81.532 81.445

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

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