ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 09-Jan-2013
Day Change Summary
Previous Current
08-Jan-2013 09-Jan-2013 Change Change % Previous Week
Open 80.310 80.510 0.200 0.2% 79.735
High 80.570 80.750 0.180 0.2% 80.995
Low 80.220 80.450 0.230 0.3% 79.460
Close 80.445 80.677 0.232 0.3% 80.610
Range 0.350 0.300 -0.050 -14.3% 1.535
ATR 0.413 0.405 -0.008 -1.9% 0.000
Volume 15,517 27,720 12,203 78.6% 104,699
Daily Pivots for day following 09-Jan-2013
Classic Woodie Camarilla DeMark
R4 81.526 81.401 80.842
R3 81.226 81.101 80.760
R2 80.926 80.926 80.732
R1 80.801 80.801 80.705 80.864
PP 80.626 80.626 80.626 80.657
S1 80.501 80.501 80.650 80.564
S2 80.326 80.326 80.622
S3 80.026 80.201 80.595
S4 79.726 79.901 80.512
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 79.920 1.075 1.3% 0.453 0.6% 70% False False 30,769
10 80.995 79.420 1.575 2.0% 0.428 0.5% 80% False False 22,513
20 80.995 79.015 1.980 2.5% 0.417 0.5% 84% False False 21,487
40 81.700 79.015 2.685 3.3% 0.375 0.5% 62% False False 11,172
60 81.700 79.015 2.685 3.3% 0.340 0.4% 62% False False 7,477
80 81.700 79.015 2.685 3.3% 0.290 0.4% 62% False False 5,614
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 0.112
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 82.025
2.618 81.535
1.618 81.235
1.000 81.050
0.618 80.935
HIGH 80.750
0.618 80.635
0.500 80.600
0.382 80.565
LOW 80.450
0.618 80.265
1.000 80.150
1.618 79.965
2.618 79.665
4.250 79.175
Fisher Pivots for day following 09-Jan-2013
Pivot 1 day 3 day
R1 80.651 80.621
PP 80.626 80.566
S1 80.600 80.510

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

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