ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 81.250 81.025 -0.225 -0.3% 81.105
High 81.280 81.075 -0.205 -0.3% 81.515
Low 80.835 80.845 0.010 0.0% 80.940
Close 80.922 81.000 0.078 0.1% 81.310
Range 0.445 0.230 -0.215 -48.3% 0.575
ATR 0.391 0.379 -0.011 -2.9% 0.000
Volume 17,494 13,524 -3,970 -22.7% 107,640
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 81.663 81.562 81.127
R3 81.433 81.332 81.063
R2 81.203 81.203 81.042
R1 81.102 81.102 81.021 81.038
PP 80.973 80.973 80.973 80.941
S1 80.872 80.872 80.979 80.808
S2 80.743 80.743 80.958
S3 80.513 80.642 80.937
S4 80.283 80.412 80.874
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 82.980 82.720 81.626
R3 82.405 82.145 81.468
R2 81.830 81.830 81.415
R1 81.570 81.570 81.363 81.700
PP 81.255 81.255 81.255 81.320
S1 80.995 80.995 81.257 81.125
S2 80.680 80.680 81.205
S3 80.105 80.420 81.152
S4 79.530 79.845 80.994
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.515 80.835 0.680 0.8% 0.332 0.4% 24% False False 21,491
10 81.515 80.365 1.150 1.4% 0.357 0.4% 55% False False 21,782
20 81.515 79.720 1.795 2.2% 0.370 0.5% 71% False False 20,493
40 81.515 78.970 2.545 3.1% 0.402 0.5% 80% False False 19,020
60 82.130 78.725 3.405 4.2% 0.431 0.5% 67% False False 16,420
80 83.945 78.725 5.220 6.4% 0.426 0.5% 44% False False 12,327
100 84.610 78.725 5.885 7.3% 0.407 0.5% 39% False False 9,867
120 84.610 78.725 5.885 7.3% 0.366 0.5% 39% False False 8,246
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.098
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 82.053
2.618 81.677
1.618 81.447
1.000 81.305
0.618 81.217
HIGH 81.075
0.618 80.987
0.500 80.960
0.382 80.933
LOW 80.845
0.618 80.703
1.000 80.615
1.618 80.473
2.618 80.243
4.250 79.868
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 80.987 81.175
PP 80.973 81.117
S1 80.960 81.058

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

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