ICE US Dollar Index Future September 2013


Trading Metrics calculated at close of trading on 21-Jun-2013
Day Change Summary
Previous Current
20-Jun-2013 21-Jun-2013 Change Change % Previous Week
Open 81.555 81.910 0.355 0.4% 80.810
High 82.320 82.745 0.425 0.5% 82.745
Low 81.440 81.765 0.325 0.4% 80.615
Close 82.096 82.517 0.421 0.5% 82.517
Range 0.880 0.980 0.100 11.4% 2.130
ATR 0.647 0.671 0.024 3.7% 0.000
Volume 57,998 53,829 -4,169 -7.2% 233,133
Daily Pivots for day following 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 85.282 84.880 83.056
R3 84.302 83.900 82.787
R2 83.322 83.322 82.697
R1 82.920 82.920 82.607 83.121
PP 82.342 82.342 82.342 82.443
S1 81.940 81.940 82.427 82.141
S2 81.362 81.362 82.337
S3 80.382 80.960 82.248
S4 79.402 79.980 81.978
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 88.349 87.563 83.689
R3 86.219 85.433 83.103
R2 84.089 84.089 82.908
R1 83.303 83.303 82.712 83.696
PP 81.959 81.959 81.959 82.156
S1 81.173 81.173 82.322 81.566
S2 79.829 79.829 82.127
S3 77.699 79.043 81.931
S4 75.569 76.913 81.346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.745 80.615 2.130 2.6% 0.743 0.9% 89% True False 46,626
10 82.745 80.615 2.130 2.6% 0.647 0.8% 89% True False 36,721
20 84.730 80.615 4.115 5.0% 0.674 0.8% 46% False False 19,525
40 84.835 80.615 4.220 5.1% 0.628 0.8% 45% False False 9,881
60 84.835 80.615 4.220 5.1% 0.560 0.7% 45% False False 6,614
80 84.835 80.615 4.220 5.1% 0.478 0.6% 45% False False 4,990
100 84.835 79.465 5.370 6.5% 0.383 0.5% 57% False False 3,992
120 84.835 79.465 5.370 6.5% 0.319 0.4% 57% False False 3,326
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 0.153
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.910
2.618 85.311
1.618 84.331
1.000 83.725
0.618 83.351
HIGH 82.745
0.618 82.371
0.500 82.255
0.382 82.139
LOW 81.765
0.618 81.159
1.000 80.785
1.618 80.179
2.618 79.199
4.250 77.600
Fisher Pivots for day following 21-Jun-2013
Pivot 1 day 3 day
R1 82.430 82.238
PP 82.342 81.959
S1 82.255 81.680

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

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