ICE US Dollar Index Future September 2013


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 82.225 82.670 0.445 0.5% 82.350
High 82.710 82.700 -0.010 0.0% 82.780
Low 82.100 81.935 -0.165 -0.2% 81.935
Close 82.668 82.167 -0.501 -0.6% 82.167
Range 0.610 0.765 0.155 25.4% 0.845
ATR 0.537 0.553 0.016 3.0% 0.000
Volume 44,640 39,063 -5,577 -12.5% 137,575
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 84.562 84.130 82.588
R3 83.797 83.365 82.377
R2 83.032 83.032 82.307
R1 82.600 82.600 82.237 82.434
PP 82.267 82.267 82.267 82.184
S1 81.835 81.835 82.097 81.669
S2 81.502 81.502 82.027
S3 80.737 81.070 81.957
S4 79.972 80.305 81.746
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 84.829 84.343 82.632
R3 83.984 83.498 82.399
R2 83.139 83.139 82.322
R1 82.653 82.653 82.244 82.474
PP 82.294 82.294 82.294 82.204
S1 81.808 81.808 82.090 81.629
S2 81.449 81.449 82.012
S3 80.604 80.963 81.935
S4 79.759 80.118 81.702
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.780 81.930 0.850 1.0% 0.527 0.6% 28% False False 32,947
10 82.780 81.135 1.645 2.0% 0.517 0.6% 63% False False 31,946
20 82.780 80.770 2.010 2.4% 0.494 0.6% 70% False False 29,698
40 83.620 80.770 2.850 3.5% 0.519 0.6% 49% False False 31,744
60 84.965 80.615 4.350 5.3% 0.562 0.7% 36% False False 34,738
80 84.965 80.615 4.350 5.3% 0.589 0.7% 36% False False 26,961
100 84.965 80.615 4.350 5.3% 0.567 0.7% 36% False False 21,588
120 84.965 80.615 4.350 5.3% 0.548 0.7% 36% False False 18,012
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.098
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 85.951
2.618 84.703
1.618 83.938
1.000 83.465
0.618 83.173
HIGH 82.700
0.618 82.408
0.500 82.318
0.382 82.227
LOW 81.935
0.618 81.462
1.000 81.170
1.618 80.697
2.618 79.932
4.250 78.684
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 82.318 82.323
PP 82.267 82.271
S1 82.217 82.219

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

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