ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 28-Dec-2012
Day Change Summary
Previous Current
27-Dec-2012 28-Dec-2012 Change Change % Previous Week
Open 79.640 79.725 0.085 0.1% 79.700
High 79.890 80.050 0.160 0.2% 80.050
Low 79.420 79.685 0.265 0.3% 79.420
Close 79.719 79.785 0.066 0.1% 79.785
Range 0.470 0.365 -0.105 -22.3% 0.630
ATR 0.384 0.383 -0.001 -0.4% 0.000
Volume 15,349 15,291 -58 -0.4% 48,873
Daily Pivots for day following 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 80.935 80.725 79.986
R3 80.570 80.360 79.885
R2 80.205 80.205 79.852
R1 79.995 79.995 79.818 80.100
PP 79.840 79.840 79.840 79.893
S1 79.630 79.630 79.752 79.735
S2 79.475 79.475 79.718
S3 79.110 79.265 79.685
S4 78.745 78.900 79.584
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 81.642 81.343 80.132
R3 81.012 80.713 79.958
R2 80.382 80.382 79.901
R1 80.083 80.083 79.843 80.233
PP 79.752 79.752 79.752 79.826
S1 79.453 79.453 79.727 79.603
S2 79.122 79.122 79.670
S3 78.492 78.823 79.612
S4 77.862 78.193 79.439
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.050 79.340 0.710 0.9% 0.385 0.5% 63% True False 14,318
10 80.055 79.015 1.040 1.3% 0.378 0.5% 74% False False 19,538
20 81.055 79.015 2.040 2.6% 0.402 0.5% 38% False False 13,000
40 81.700 79.015 2.685 3.4% 0.354 0.4% 29% False False 6,591
60 81.700 79.015 2.685 3.4% 0.307 0.4% 29% False False 4,405
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 0.068
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.601
2.618 81.006
1.618 80.641
1.000 80.415
0.618 80.276
HIGH 80.050
0.618 79.911
0.500 79.868
0.382 79.824
LOW 79.685
0.618 79.459
1.000 79.320
1.618 79.094
2.618 78.729
4.250 78.134
Fisher Pivots for day following 28-Dec-2012
Pivot 1 day 3 day
R1 79.868 79.768
PP 79.840 79.752
S1 79.813 79.735

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

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