ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 17-Dec-2012
Day Change Summary
Previous Current
14-Dec-2012 17-Dec-2012 Change Change % Previous Week
Open 80.045 79.660 -0.385 -0.5% 80.750
High 80.055 79.780 -0.275 -0.3% 80.750
Low 79.570 79.525 -0.045 -0.1% 79.400
Close 79.655 79.620 -0.035 0.0% 79.655
Range 0.485 0.255 -0.230 -47.4% 1.350
ATR 0.391 0.381 -0.010 -2.5% 0.000
Volume 30,043 18,637 -11,406 -38.0% 88,258
Daily Pivots for day following 17-Dec-2012
Classic Woodie Camarilla DeMark
R4 80.407 80.268 79.760
R3 80.152 80.013 79.690
R2 79.897 79.897 79.667
R1 79.758 79.758 79.643 79.700
PP 79.642 79.642 79.642 79.613
S1 79.503 79.503 79.597 79.445
S2 79.387 79.387 79.573
S3 79.132 79.248 79.550
S4 78.877 78.993 79.480
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 83.985 83.170 80.398
R3 82.635 81.820 80.026
R2 81.285 81.285 79.903
R1 80.470 80.470 79.779 80.203
PP 79.935 79.935 79.935 79.801
S1 79.120 79.120 79.531 78.853
S2 78.585 78.585 79.408
S3 77.235 77.770 79.284
S4 75.885 76.420 78.913
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.505 79.400 1.105 1.4% 0.438 0.6% 20% False False 19,706
10 81.055 79.400 1.655 2.1% 0.428 0.5% 13% False False 11,295
20 81.420 79.400 2.020 2.5% 0.372 0.5% 11% False False 5,768
40 81.700 79.400 2.300 2.9% 0.326 0.4% 10% False False 2,930
60 81.700 79.200 2.500 3.1% 0.284 0.4% 17% False False 1,965
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 0.062
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.864
2.618 80.448
1.618 80.193
1.000 80.035
0.618 79.938
HIGH 79.780
0.618 79.683
0.500 79.653
0.382 79.622
LOW 79.525
0.618 79.367
1.000 79.270
1.618 79.112
2.618 78.857
4.250 78.441
Fisher Pivots for day following 17-Dec-2012
Pivot 1 day 3 day
R1 79.653 79.818
PP 79.642 79.752
S1 79.631 79.686

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

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