ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 80.275 80.625 0.350 0.4% 81.475
High 80.695 80.820 0.125 0.2% 81.475
Low 80.270 80.495 0.225 0.3% 80.380
Close 80.635 80.544 -0.091 -0.1% 80.436
Range 0.425 0.325 -0.100 -23.5% 1.095
ATR 0.327 0.327 0.000 -0.1% 0.000
Volume 140 210 70 50.0% 887
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 81.595 81.394 80.723
R3 81.270 81.069 80.633
R2 80.945 80.945 80.604
R1 80.744 80.744 80.574 80.682
PP 80.620 80.620 80.620 80.589
S1 80.419 80.419 80.514 80.357
S2 80.295 80.295 80.484
S3 79.970 80.094 80.455
S4 79.645 79.769 80.365
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 84.049 83.337 81.038
R3 82.954 82.242 80.737
R2 81.859 81.859 80.637
R1 81.147 81.147 80.536 80.956
PP 80.764 80.764 80.764 80.668
S1 80.052 80.052 80.336 79.861
S2 79.669 79.669 80.235
S3 78.574 78.957 80.135
S4 77.479 77.862 79.834
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.040 80.270 0.770 1.0% 0.333 0.4% 36% False False 252
10 81.700 80.270 1.430 1.8% 0.316 0.4% 19% False False 203
20 81.700 80.130 1.570 1.9% 0.299 0.4% 26% False False 170
40 81.700 79.200 2.500 3.1% 0.266 0.3% 54% False False 102
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 0.037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.201
2.618 81.671
1.618 81.346
1.000 81.145
0.618 81.021
HIGH 80.820
0.618 80.696
0.500 80.658
0.382 80.619
LOW 80.495
0.618 80.294
1.000 80.170
1.618 79.969
2.618 79.644
4.250 79.114
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 80.658 80.545
PP 80.620 80.545
S1 80.582 80.544

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

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