ICE US Dollar Index Future September 2013


Trading Metrics calculated at close of trading on 07-Jun-2013
Day Change Summary
Previous Current
06-Jun-2013 07-Jun-2013 Change Change % Previous Week
Open 82.830 81.870 -0.960 -1.2% 83.655
High 82.940 82.130 -0.810 -1.0% 83.670
Low 81.345 81.345 0.000 0.0% 81.345
Close 81.802 81.930 0.128 0.2% 81.930
Range 1.595 0.785 -0.810 -50.8% 2.325
ATR 0.656 0.665 0.009 1.4% 0.000
Volume 9,691 5,477 -4,214 -43.5% 21,010
Daily Pivots for day following 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 84.157 83.828 82.362
R3 83.372 83.043 82.146
R2 82.587 82.587 82.074
R1 82.258 82.258 82.002 82.423
PP 81.802 81.802 81.802 81.884
S1 81.473 81.473 81.858 81.638
S2 81.017 81.017 81.786
S3 80.232 80.688 81.714
S4 79.447 79.903 81.498
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 89.290 87.935 83.209
R3 86.965 85.610 82.569
R2 84.640 84.640 82.356
R1 83.285 83.285 82.143 82.800
PP 82.315 82.315 82.315 82.073
S1 80.960 80.960 81.717 80.475
S2 79.990 79.990 81.504
S3 77.665 78.635 81.291
S4 75.340 76.310 80.651
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.670 81.345 2.325 2.8% 0.812 1.0% 25% False True 4,202
10 84.730 81.345 3.385 4.1% 0.702 0.9% 17% False True 2,329
20 84.835 81.345 3.490 4.3% 0.648 0.8% 17% False True 1,354
40 84.835 81.345 3.490 4.3% 0.575 0.7% 17% False True 731
60 84.835 81.345 3.490 4.3% 0.516 0.6% 17% False True 516
80 84.835 80.900 3.935 4.8% 0.397 0.5% 26% False False 400
100 84.835 79.465 5.370 6.6% 0.318 0.4% 46% False False 320
120 84.835 79.465 5.370 6.6% 0.265 0.3% 46% False False 266
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 0.091
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.466
2.618 84.185
1.618 83.400
1.000 82.915
0.618 82.615
HIGH 82.130
0.618 81.830
0.500 81.738
0.382 81.645
LOW 81.345
0.618 80.860
1.000 80.560
1.618 80.075
2.618 79.290
4.250 78.009
Fisher Pivots for day following 07-Jun-2013
Pivot 1 day 3 day
R1 81.866 82.268
PP 81.802 82.155
S1 81.738 82.043

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

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