ICE US Dollar Index Future September 2013


Trading Metrics calculated at close of trading on 20-Jun-2013
Day Change Summary
Previous Current
19-Jun-2013 20-Jun-2013 Change Change % Previous Week
Open 80.860 81.555 0.695 0.9% 82.120
High 81.665 82.320 0.655 0.8% 82.355
Low 80.615 81.440 0.825 1.0% 80.710
Close 81.595 82.096 0.501 0.6% 80.845
Range 1.050 0.880 -0.170 -16.2% 1.645
ATR 0.629 0.647 0.018 2.8% 0.000
Volume 47,803 57,998 10,195 21.3% 134,079
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 84.592 84.224 82.580
R3 83.712 83.344 82.338
R2 82.832 82.832 82.257
R1 82.464 82.464 82.177 82.648
PP 81.952 81.952 81.952 82.044
S1 81.584 81.584 82.015 81.768
S2 81.072 81.072 81.935
S3 80.192 80.704 81.854
S4 79.312 79.824 81.612
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 86.238 85.187 81.750
R3 84.593 83.542 81.297
R2 82.948 82.948 81.147
R1 81.897 81.897 80.996 81.600
PP 81.303 81.303 81.303 81.155
S1 80.252 80.252 80.694 79.955
S2 79.658 79.658 80.543
S3 78.013 78.607 80.393
S4 76.368 76.962 79.940
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.320 80.615 1.705 2.1% 0.631 0.8% 87% True False 45,580
10 82.355 80.615 1.740 2.1% 0.628 0.8% 85% False False 31,886
20 84.730 80.615 4.115 5.0% 0.649 0.8% 36% False False 16,874
40 84.835 80.615 4.220 5.1% 0.608 0.7% 35% False False 8,536
60 84.835 80.615 4.220 5.1% 0.550 0.7% 35% False False 5,718
80 84.835 80.615 4.220 5.1% 0.466 0.6% 35% False False 4,317
100 84.835 79.465 5.370 6.5% 0.373 0.5% 49% False False 3,453
120 84.835 79.465 5.370 6.5% 0.311 0.4% 49% False False 2,878
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 0.164
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.060
2.618 84.624
1.618 83.744
1.000 83.200
0.618 82.864
HIGH 82.320
0.618 81.984
0.500 81.880
0.382 81.776
LOW 81.440
0.618 80.896
1.000 80.560
1.618 80.016
2.618 79.136
4.250 77.700
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 82.024 81.887
PP 81.952 81.677
S1 81.880 81.468

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

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