ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 07-Jan-2013
Day Change Summary
Previous Current
04-Jan-2013 07-Jan-2013 Change Change % Previous Week
Open 80.770 80.610 -0.160 -0.2% 79.735
High 80.995 80.800 -0.195 -0.2% 80.995
Low 80.520 80.335 -0.185 -0.2% 79.460
Close 80.610 80.369 -0.241 -0.3% 80.610
Range 0.475 0.465 -0.010 -2.1% 1.535
ATR 0.414 0.418 0.004 0.9% 0.000
Volume 40,388 36,588 -3,800 -9.4% 104,699
Daily Pivots for day following 07-Jan-2013
Classic Woodie Camarilla DeMark
R4 81.896 81.598 80.625
R3 81.431 81.133 80.497
R2 80.966 80.966 80.454
R1 80.668 80.668 80.412 80.585
PP 80.501 80.501 80.501 80.460
S1 80.203 80.203 80.326 80.120
S2 80.036 80.036 80.284
S3 79.571 79.738 80.241
S4 79.106 79.273 80.113
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% 0.491 0.6% 59% False False 28,257
10 80.995 79.340 1.655 2.1% 0.438 0.5% 62% False False 21,288
20 81.055 79.015 2.040 2.5% 0.433 0.5% 66% False False 19,856
40 81.700 79.015 2.685 3.3% 0.371 0.5% 50% False False 10,094
60 81.700 79.015 2.685 3.3% 0.337 0.4% 50% False False 6,758
80 81.700 78.945 2.755 3.4% 0.295 0.4% 52% False False 5,080
Crabel Price Patterns
NR True
NR4 True
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 0.110
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 82.776
2.618 82.017
1.618 81.552
1.000 81.265
0.618 81.087
HIGH 80.800
0.618 80.622
0.500 80.568
0.382 80.513
LOW 80.335
0.618 80.048
1.000 79.870
1.618 79.583
2.618 79.118
4.250 78.359
Fisher Pivots for day following 07-Jan-2013
Pivot 1 day 3 day
R1 80.568 80.458
PP 80.501 80.428
S1 80.435 80.399

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

View Archives - Comment on this page... - Back to Index of Symbols