ICE US Dollar Index Future September 2013


Trading Metrics calculated at close of trading on 11-Jun-2013
Day Change Summary
Previous Current
10-Jun-2013 11-Jun-2013 Change Change % Previous Week
Open 82.120 81.965 -0.155 -0.2% 83.655
High 82.355 82.000 -0.355 -0.4% 83.670
Low 81.855 81.230 -0.625 -0.8% 81.345
Close 81.903 81.310 -0.593 -0.7% 81.930
Range 0.500 0.770 0.270 54.0% 2.325
ATR 0.653 0.661 0.008 1.3% 0.000
Volume 8,845 13,528 4,683 52.9% 21,010
Daily Pivots for day following 11-Jun-2013
Classic Woodie Camarilla DeMark
R4 83.823 83.337 81.734
R3 83.053 82.567 81.522
R2 82.283 82.283 81.451
R1 81.797 81.797 81.381 81.655
PP 81.513 81.513 81.513 81.443
S1 81.027 81.027 81.239 80.885
S2 80.743 80.743 81.169
S3 79.973 80.257 81.098
S4 79.203 79.487 80.887
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 83.190 81.230 1.960 2.4% 0.817 1.0% 4% False True 8,159
10 84.730 81.230 3.500 4.3% 0.762 0.9% 2% False True 4,501
20 84.835 81.230 3.605 4.4% 0.668 0.8% 2% False True 2,456
40 84.835 81.230 3.605 4.4% 0.583 0.7% 2% False True 1,286
60 84.835 81.230 3.605 4.4% 0.532 0.7% 2% False True 888
80 84.835 80.900 3.935 4.8% 0.413 0.5% 10% False False 679
100 84.835 79.465 5.370 6.6% 0.331 0.4% 34% False False 543
120 84.835 79.465 5.370 6.6% 0.276 0.3% 34% False False 453
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.111
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.273
2.618 84.016
1.618 83.246
1.000 82.770
0.618 82.476
HIGH 82.000
0.618 81.706
0.500 81.615
0.382 81.524
LOW 81.230
0.618 80.754
1.000 80.460
1.618 79.984
2.618 79.214
4.250 77.958
Fisher Pivots for day following 11-Jun-2013
Pivot 1 day 3 day
R1 81.615 81.793
PP 81.513 81.632
S1 81.412 81.471

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

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