ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 07-Dec-2012
Day Change Summary
Previous Current
06-Dec-2012 07-Dec-2012 Change Change % Previous Week
Open 80.095 80.425 0.330 0.4% 80.345
High 80.490 81.055 0.565 0.7% 81.055
Low 79.930 80.395 0.465 0.6% 79.780
Close 80.428 80.552 0.124 0.2% 80.552
Range 0.560 0.660 0.100 17.9% 1.275
ATR 0.341 0.364 0.023 6.7% 0.000
Volume 1,372 2,248 876 63.8% 6,242
Daily Pivots for day following 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 82.647 82.260 80.915
R3 81.987 81.600 80.734
R2 81.327 81.327 80.673
R1 80.940 80.940 80.613 81.134
PP 80.667 80.667 80.667 80.764
S1 80.280 80.280 80.492 80.474
S2 80.007 80.007 80.431
S3 79.347 79.620 80.371
S4 78.687 78.960 80.189
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 84.287 83.695 81.253
R3 83.012 82.420 80.903
R2 81.737 81.737 80.786
R1 81.145 81.145 80.669 81.441
PP 80.462 80.462 80.462 80.611
S1 79.870 79.870 80.435 80.166
S2 79.187 79.187 80.318
S3 77.912 78.595 80.201
S4 76.637 77.320 79.851
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.055 79.780 1.275 1.6% 0.423 0.5% 61% True False 1,248
10 81.055 79.780 1.275 1.6% 0.372 0.5% 61% True False 763
20 81.700 79.780 1.920 2.4% 0.322 0.4% 40% False False 441
40 81.700 79.200 2.500 3.1% 0.301 0.4% 54% False False 266
60 81.700 79.200 2.500 3.1% 0.243 0.3% 54% False False 183
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.062
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 83.860
2.618 82.783
1.618 82.123
1.000 81.715
0.618 81.463
HIGH 81.055
0.618 80.803
0.500 80.725
0.382 80.647
LOW 80.395
0.618 79.987
1.000 79.735
1.618 79.327
2.618 78.667
4.250 77.590
Fisher Pivots for day following 07-Dec-2012
Pivot 1 day 3 day
R1 80.725 80.507
PP 80.667 80.462
S1 80.610 80.418

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

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