ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 79.930 80.770 0.840 1.1% 79.735
High 80.595 80.995 0.400 0.5% 80.995
Low 79.920 80.520 0.600 0.8% 79.460
Close 80.515 80.610 0.095 0.1% 80.610
Range 0.675 0.475 -0.200 -29.6% 1.535
ATR 0.409 0.414 0.005 1.2% 0.000
Volume 33,634 40,388 6,754 20.1% 104,699
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 82.133 81.847 80.871
R3 81.658 81.372 80.741
R2 81.183 81.183 80.697
R1 80.897 80.897 80.654 80.803
PP 80.708 80.708 80.708 80.661
S1 80.422 80.422 80.566 80.328
S2 80.233 80.233 80.523
S3 79.758 79.947 80.479
S4 79.283 79.472 80.349
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 84.960 84.320 81.454
R3 83.425 82.785 81.032
R2 81.890 81.890 80.891
R1 81.250 81.250 80.751 81.570
PP 80.355 80.355 80.355 80.515
S1 79.715 79.715 80.469 80.035
S2 78.820 78.820 80.329
S3 77.285 78.180 80.188
S4 75.750 76.645 79.766
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.995 79.460 1.535 1.9% 0.471 0.6% 75% True False 23,998
10 80.995 79.065 1.930 2.4% 0.428 0.5% 80% True False 19,826
20 81.055 79.015 2.040 2.5% 0.438 0.5% 78% False False 18,095
40 81.700 79.015 2.685 3.3% 0.365 0.5% 59% False False 9,200
60 81.700 79.015 2.685 3.3% 0.332 0.4% 59% False False 6,149
80 81.700 78.945 2.755 3.4% 0.290 0.4% 60% False False 4,629
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 0.094
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.014
2.618 82.239
1.618 81.764
1.000 81.470
0.618 81.289
HIGH 80.995
0.618 80.814
0.500 80.758
0.382 80.701
LOW 80.520
0.618 80.226
1.000 80.045
1.618 79.751
2.618 79.276
4.250 78.501
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 80.758 80.483
PP 80.708 80.355
S1 80.659 80.228

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

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