ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 81.190 81.190 0.000 0.0% 81.300
High 81.255 81.420 0.165 0.2% 81.700
Low 81.100 81.100 0.000 0.0% 81.190
Close 81.190 81.136 -0.054 -0.1% 81.520
Range 0.155 0.320 0.165 106.5% 0.510
ATR 0.297 0.298 0.002 0.6% 0.000
Volume 359 187 -172 -47.9% 304
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 82.179 81.977 81.312
R3 81.859 81.657 81.224
R2 81.539 81.539 81.195
R1 81.337 81.337 81.165 81.278
PP 81.219 81.219 81.219 81.189
S1 81.017 81.017 81.107 80.958
S2 80.899 80.899 81.077
S3 80.579 80.697 81.048
S4 80.259 80.377 80.960
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% 0.299 0.4% 16% False False 155
10 81.700 80.965 0.735 0.9% 0.261 0.3% 23% False False 179
20 81.700 80.000 1.700 2.1% 0.268 0.3% 67% False False 114
40 81.700 79.200 2.500 3.1% 0.245 0.3% 77% False False 76
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.049
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.780
2.618 82.258
1.618 81.938
1.000 81.740
0.618 81.618
HIGH 81.420
0.618 81.298
0.500 81.260
0.382 81.222
LOW 81.100
0.618 80.902
1.000 80.780
1.618 80.582
2.618 80.262
4.250 79.740
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 81.260 81.250
PP 81.219 81.212
S1 81.177 81.174

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

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