ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 24-Dec-2012
Day Change Summary
Previous Current
21-Dec-2012 24-Dec-2012 Change Change % Previous Week
Open 79.375 79.700 0.325 0.4% 79.660
High 79.735 79.800 0.065 0.1% 79.780
Low 79.340 79.445 0.105 0.1% 79.015
Close 79.712 79.745 0.033 0.0% 79.712
Range 0.395 0.355 -0.040 -10.1% 0.765
ATR 0.383 0.381 -0.002 -0.5% 0.000
Volume 22,721 8,263 -14,458 -63.6% 116,465
Daily Pivots for day following 24-Dec-2012
Classic Woodie Camarilla DeMark
R4 80.728 80.592 79.940
R3 80.373 80.237 79.843
R2 80.018 80.018 79.810
R1 79.882 79.882 79.778 79.950
PP 79.663 79.663 79.663 79.698
S1 79.527 79.527 79.712 79.595
S2 79.308 79.308 79.680
S3 78.953 79.172 79.647
S4 78.598 78.817 79.550
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 81.797 81.520 80.133
R3 81.032 80.755 79.922
R2 80.267 80.267 79.852
R1 79.990 79.990 79.782 80.129
PP 79.502 79.502 79.502 79.572
S1 79.225 79.225 79.642 79.364
S2 78.737 78.737 79.572
S3 77.972 78.460 79.502
S4 77.207 77.695 79.291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.800 79.015 0.785 1.0% 0.373 0.5% 93% True False 21,218
10 80.505 79.015 1.490 1.9% 0.406 0.5% 49% False False 20,462
20 81.055 79.015 2.040 2.6% 0.396 0.5% 36% False False 11,000
40 81.700 79.015 2.685 3.4% 0.339 0.4% 27% False False 5,578
60 81.700 79.015 2.685 3.4% 0.297 0.4% 27% False False 3,731
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.054
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.309
2.618 80.729
1.618 80.374
1.000 80.155
0.618 80.019
HIGH 79.800
0.618 79.664
0.500 79.623
0.382 79.581
LOW 79.445
0.618 79.226
1.000 79.090
1.618 78.871
2.618 78.516
4.250 77.936
Fisher Pivots for day following 24-Dec-2012
Pivot 1 day 3 day
R1 79.704 79.641
PP 79.663 79.537
S1 79.623 79.433

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

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