ICE US Dollar Index Future December 2013


Trading Metrics calculated at close of trading on 15-Nov-2013
Day Change Summary
Previous Current
14-Nov-2013 15-Nov-2013 Change Change % Previous Week
Open 80.865 81.110 0.245 0.3% 81.380
High 81.270 81.210 -0.060 -0.1% 81.545
Low 80.855 80.835 -0.020 0.0% 80.800
Close 81.086 80.898 -0.188 -0.2% 80.898
Range 0.415 0.375 -0.040 -9.6% 0.745
ATR 0.474 0.467 -0.007 -1.5% 0.000
Volume 18,546 14,952 -3,594 -19.4% 91,064
Daily Pivots for day following 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 82.106 81.877 81.104
R3 81.731 81.502 81.001
R2 81.356 81.356 80.967
R1 81.127 81.127 80.932 81.054
PP 80.981 80.981 80.981 80.945
S1 80.752 80.752 80.864 80.679
S2 80.606 80.606 80.829
S3 80.231 80.377 80.795
S4 79.856 80.002 80.692
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 83.316 82.852 81.308
R3 82.571 82.107 81.103
R2 81.826 81.826 81.035
R1 81.362 81.362 80.966 81.222
PP 81.081 81.081 81.081 81.011
S1 80.617 80.617 80.830 80.477
S2 80.336 80.336 80.761
S3 79.591 79.872 80.693
S4 78.846 79.127 80.488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.545 80.800 0.745 0.9% 0.419 0.5% 13% False False 18,212
10 81.580 80.455 1.125 1.4% 0.501 0.6% 39% False False 21,387
20 81.580 79.060 2.520 3.1% 0.447 0.6% 73% False False 19,338
40 81.580 79.060 2.520 3.1% 0.430 0.5% 73% False False 18,700
60 83.150 79.060 4.090 5.1% 0.442 0.5% 45% False False 16,745
80 83.150 79.060 4.090 5.1% 0.442 0.5% 45% False False 12,607
100 85.220 79.060 6.160 7.6% 0.448 0.6% 30% False False 10,099
Crabel Price Patterns
NR True
NR4 True
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 0.093
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 82.804
2.618 82.192
1.618 81.817
1.000 81.585
0.618 81.442
HIGH 81.210
0.618 81.067
0.500 81.023
0.382 80.978
LOW 80.835
0.618 80.603
1.000 80.460
1.618 80.228
2.618 79.853
4.250 79.241
Fisher Pivots for day following 15-Nov-2013
Pivot 1 day 3 day
R1 81.023 81.075
PP 80.981 81.016
S1 80.940 80.957

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

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