ICE US Dollar Index Future September 2013


Trading Metrics calculated at close of trading on 12-Jun-2013
Day Change Summary
Previous Current
11-Jun-2013 12-Jun-2013 Change Change % Previous Week
Open 81.965 81.310 -0.655 -0.8% 83.655
High 82.000 81.510 -0.490 -0.6% 83.670
Low 81.230 80.945 -0.285 -0.4% 81.345
Close 81.310 81.167 -0.143 -0.2% 81.930
Range 0.770 0.565 -0.205 -26.6% 2.325
ATR 0.661 0.655 -0.007 -1.0% 0.000
Volume 13,528 23,810 10,282 76.0% 21,010
Daily Pivots for day following 12-Jun-2013
Classic Woodie Camarilla DeMark
R4 82.902 82.600 81.478
R3 82.337 82.035 81.322
R2 81.772 81.772 81.271
R1 81.470 81.470 81.219 81.339
PP 81.207 81.207 81.207 81.142
S1 80.905 80.905 81.115 80.774
S2 80.642 80.642 81.063
S3 80.077 80.340 81.012
S4 79.512 79.775 80.856
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 82.940 80.945 1.995 2.5% 0.843 1.0% 11% False True 12,270
10 84.045 80.945 3.100 3.8% 0.731 0.9% 7% False True 6,821
20 84.835 80.945 3.890 4.8% 0.671 0.8% 6% False True 3,631
40 84.835 80.945 3.890 4.8% 0.574 0.7% 6% False True 1,863
60 84.835 80.945 3.890 4.8% 0.534 0.7% 6% False True 1,285
80 84.835 80.945 3.890 4.8% 0.420 0.5% 6% False True 977
100 84.835 79.465 5.370 6.6% 0.336 0.4% 32% False False 781
120 84.835 79.465 5.370 6.6% 0.280 0.3% 32% False False 651
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 0.124
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.911
2.618 82.989
1.618 82.424
1.000 82.075
0.618 81.859
HIGH 81.510
0.618 81.294
0.500 81.228
0.382 81.161
LOW 80.945
0.618 80.596
1.000 80.380
1.618 80.031
2.618 79.466
4.250 78.544
Fisher Pivots for day following 12-Jun-2013
Pivot 1 day 3 day
R1 81.228 81.650
PP 81.207 81.489
S1 81.187 81.328

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

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