ICE US Dollar Index Future December 2013


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 80.690 80.485 -0.205 -0.3% 81.325
High 80.740 80.760 0.020 0.0% 81.505
Low 80.395 80.405 0.010 0.0% 80.155
Close 80.443 80.638 0.195 0.2% 80.549
Range 0.345 0.355 0.010 2.9% 1.350
ATR 0.446 0.440 -0.007 -1.5% 0.000
Volume 19,243 17,852 -1,391 -7.2% 140,950
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 81.666 81.507 80.833
R3 81.311 81.152 80.736
R2 80.956 80.956 80.703
R1 80.797 80.797 80.671 80.877
PP 80.601 80.601 80.601 80.641
S1 80.442 80.442 80.605 80.522
S2 80.246 80.246 80.573
S3 79.891 80.087 80.540
S4 79.536 79.732 80.443
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 84.786 84.018 81.292
R3 83.436 82.668 80.920
R2 82.086 82.086 80.797
R1 81.318 81.318 80.673 81.027
PP 80.736 80.736 80.736 80.591
S1 79.968 79.968 80.425 79.677
S2 79.386 79.386 80.302
S3 78.036 78.618 80.178
S4 76.686 77.268 79.807
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.760 80.395 0.365 0.5% 0.291 0.4% 67% True False 18,036
10 81.915 80.155 1.760 2.2% 0.400 0.5% 27% False False 23,875
20 83.150 80.155 2.995 3.7% 0.434 0.5% 16% False False 16,068
40 83.150 80.155 2.995 3.7% 0.434 0.5% 16% False False 8,191
60 85.220 80.155 5.065 6.3% 0.454 0.6% 10% False False 5,489
80 85.220 80.155 5.065 6.3% 0.421 0.5% 10% False False 4,149
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 0.085
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 82.269
2.618 81.689
1.618 81.334
1.000 81.115
0.618 80.979
HIGH 80.760
0.618 80.624
0.500 80.583
0.382 80.541
LOW 80.405
0.618 80.186
1.000 80.050
1.618 79.831
2.618 79.476
4.250 78.896
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 80.620 80.618
PP 80.601 80.598
S1 80.583 80.578

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

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