ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 81.475 81.190 -0.285 -0.3% 81.300
High 81.475 81.255 -0.220 -0.3% 81.700
Low 81.025 81.100 0.075 0.1% 81.190
Close 81.122 81.190 0.068 0.1% 81.520
Range 0.450 0.155 -0.295 -65.6% 0.510
ATR 0.307 0.297 -0.011 -3.5% 0.000
Volume 47 359 312 663.8% 304
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 81.647 81.573 81.275
R3 81.492 81.418 81.233
R2 81.337 81.337 81.218
R1 81.263 81.263 81.204 81.268
PP 81.182 81.182 81.182 81.184
S1 81.108 81.108 81.176 81.113
S2 81.027 81.027 81.162
S3 80.872 80.953 81.147
S4 80.717 80.798 81.105
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 81.025 0.675 0.8% 0.270 0.3% 24% False False 129
10 81.700 80.630 1.070 1.3% 0.293 0.4% 52% False False 171
20 81.700 80.000 1.700 2.1% 0.267 0.3% 70% False False 109
40 81.700 79.200 2.500 3.1% 0.244 0.3% 80% False False 72
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.065
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 81.914
2.618 81.661
1.618 81.506
1.000 81.410
0.618 81.351
HIGH 81.255
0.618 81.196
0.500 81.178
0.382 81.159
LOW 81.100
0.618 81.004
1.000 80.945
1.618 80.849
2.618 80.694
4.250 80.441
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 81.186 81.363
PP 81.182 81.305
S1 81.178 81.248

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

View Archives - Comment on this page... - Back to Index of Symbols