ICE US Dollar Index Future September 2013


Trading Metrics calculated at close of trading on 12-Jul-2013
Day Change Summary
Previous Current
11-Jul-2013 12-Jul-2013 Change Change % Previous Week
Open 82.870 82.930 0.060 0.1% 84.830
High 83.425 83.400 -0.025 0.0% 84.965
Low 82.600 82.885 0.285 0.3% 82.600
Close 82.915 83.163 0.248 0.3% 83.163
Range 0.825 0.515 -0.310 -37.6% 2.365
ATR 0.770 0.751 -0.018 -2.4% 0.000
Volume 52,526 32,221 -20,305 -38.7% 208,651
Daily Pivots for day following 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 84.694 84.444 83.446
R3 84.179 83.929 83.305
R2 83.664 83.664 83.257
R1 83.414 83.414 83.210 83.539
PP 83.149 83.149 83.149 83.212
S1 82.899 82.899 83.116 83.024
S2 82.634 82.634 83.069
S3 82.119 82.384 83.021
S4 81.604 81.869 82.880
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 90.671 89.282 84.464
R3 88.306 86.917 83.813
R2 85.941 85.941 83.597
R1 84.552 84.552 83.380 84.064
PP 83.576 83.576 83.576 83.332
S1 82.187 82.187 82.946 81.699
S2 81.211 81.211 82.729
S3 78.846 79.822 82.513
S4 76.481 77.457 81.862
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.965 82.600 2.365 2.8% 0.752 0.9% 24% False False 41,730
10 84.965 82.600 2.365 2.8% 0.687 0.8% 24% False False 38,537
20 84.965 80.615 4.350 5.2% 0.650 0.8% 59% False False 40,373
40 84.965 80.615 4.350 5.2% 0.659 0.8% 59% False False 22,980
60 84.965 80.615 4.350 5.2% 0.603 0.7% 59% False False 15,354
80 84.965 80.615 4.350 5.2% 0.564 0.7% 59% False False 11,548
100 84.965 80.615 4.350 5.2% 0.471 0.6% 59% False False 9,249
120 84.965 79.465 5.500 6.6% 0.393 0.5% 67% False False 7,707
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.111
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.589
2.618 84.748
1.618 84.233
1.000 83.915
0.618 83.718
HIGH 83.400
0.618 83.203
0.500 83.143
0.382 83.082
LOW 82.885
0.618 82.567
1.000 82.370
1.618 82.052
2.618 81.537
4.250 80.696
Fisher Pivots for day following 12-Jul-2013
Pivot 1 day 3 day
R1 83.156 83.763
PP 83.149 83.563
S1 83.143 83.363

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

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