ICE US Dollar Index Future June 2013


Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 83.160 82.785 -0.375 -0.5% 83.020
High 83.420 82.860 -0.560 -0.7% 83.420
Low 82.665 82.255 -0.410 -0.5% 82.255
Close 82.858 82.466 -0.392 -0.5% 82.466
Range 0.755 0.605 -0.150 -19.9% 1.165
ATR 0.497 0.504 0.008 1.6% 0.000
Volume 49,631 46,700 -2,931 -5.9% 164,781
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 84.342 84.009 82.799
R3 83.737 83.404 82.632
R2 83.132 83.132 82.577
R1 82.799 82.799 82.521 82.663
PP 82.527 82.527 82.527 82.459
S1 82.194 82.194 82.411 82.058
S2 81.922 81.922 82.355
S3 81.317 81.589 82.300
S4 80.712 80.984 82.133
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 86.209 85.502 83.107
R3 85.044 84.337 82.786
R2 83.879 83.879 82.680
R1 83.172 83.172 82.573 82.943
PP 82.714 82.714 82.714 82.599
S1 82.007 82.007 82.359 81.778
S2 81.549 81.549 82.252
S3 80.384 80.842 82.146
S4 79.219 79.677 81.825
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.420 82.255 1.165 1.4% 0.562 0.7% 18% False True 32,956
10 83.420 82.165 1.255 1.5% 0.560 0.7% 24% False False 17,892
20 83.420 80.550 2.870 3.5% 0.525 0.6% 67% False False 9,087
40 83.420 79.090 4.330 5.3% 0.415 0.5% 78% False False 4,572
60 83.420 79.090 4.330 5.3% 0.352 0.4% 78% False False 3,054
80 83.420 79.090 4.330 5.3% 0.274 0.3% 78% False False 2,316
100 83.420 79.090 4.330 5.3% 0.219 0.3% 78% False False 1,853
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 0.114
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.431
2.618 84.444
1.618 83.839
1.000 83.465
0.618 83.234
HIGH 82.860
0.618 82.629
0.500 82.558
0.382 82.486
LOW 82.255
0.618 81.881
1.000 81.650
1.618 81.276
2.618 80.671
4.250 79.684
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 82.558 82.838
PP 82.527 82.714
S1 82.497 82.590

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

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