ICE US Dollar Index Future September 2013


Trading Metrics calculated at close of trading on 26-Jun-2013
Day Change Summary
Previous Current
25-Jun-2013 26-Jun-2013 Change Change % Previous Week
Open 82.580 82.920 0.340 0.4% 80.810
High 82.950 83.275 0.325 0.4% 82.745
Low 82.440 82.735 0.295 0.4% 80.615
Close 82.800 83.228 0.428 0.5% 82.517
Range 0.510 0.540 0.030 5.9% 2.130
ATR 0.650 0.642 -0.008 -1.2% 0.000
Volume 37,996 29,397 -8,599 -22.6% 233,133
Daily Pivots for day following 26-Jun-2013
Classic Woodie Camarilla DeMark
R4 84.699 84.504 83.525
R3 84.159 83.964 83.377
R2 83.619 83.619 83.327
R1 83.424 83.424 83.278 83.522
PP 83.079 83.079 83.079 83.128
S1 82.884 82.884 83.179 82.982
S2 82.539 82.539 83.129
S3 81.999 82.344 83.080
S4 81.459 81.804 82.931
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 83.275 81.440 1.835 2.2% 0.687 0.8% 97% True False 44,327
10 83.275 80.615 2.660 3.2% 0.621 0.7% 98% True False 43,084
20 84.045 80.615 3.430 4.1% 0.676 0.8% 76% False False 24,952
40 84.835 80.615 4.220 5.1% 0.634 0.8% 62% False False 12,621
60 84.835 80.615 4.220 5.1% 0.568 0.7% 62% False False 8,443
80 84.835 80.615 4.220 5.1% 0.498 0.6% 62% False False 6,362
100 84.835 80.107 4.728 5.7% 0.398 0.5% 66% False False 5,090
120 84.835 79.465 5.370 6.5% 0.332 0.4% 70% False False 4,241
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 0.157
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.570
2.618 84.689
1.618 84.149
1.000 83.815
0.618 83.609
HIGH 83.275
0.618 83.069
0.500 83.005
0.382 82.941
LOW 82.735
0.618 82.401
1.000 82.195
1.618 81.861
2.618 81.321
4.250 80.440
Fisher Pivots for day following 26-Jun-2013
Pivot 1 day 3 day
R1 83.154 83.105
PP 83.079 82.981
S1 83.005 82.858

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

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