ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 20-Aug-2013

Day Change Summary
	Previous	Current
	19-Aug-2013	20-Aug-2013	Change	Change %	Previous Week
Open	81.320	81.315	-0.005	0.0%	81.195
High	81.415	81.380	-0.035	0.0%	81.995
Low	81.170	80.770	-0.400	-0.5%	81.065
Close	81.260	80.934	-0.326	-0.4%	81.293
Range	0.245	0.610	0.365	149.0%	0.930
ATR	0.535	0.540	0.005	1.0%	0.000
Volume	21,270	30,888	9,618	45.2%	132,019

Daily Pivots for day following 20-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	82.858	82.506	81.270
R3	82.248	81.896	81.102
R2	81.638	81.638	81.046
R1	81.286	81.286	80.990	81.157
PP	81.028	81.028	81.028	80.964
S1	80.676	80.676	80.878	80.547
S2	80.418	80.418	80.822
S3	79.808	80.066	80.766
S4	79.198	79.456	80.599

Weekly Pivots for week ending 16-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.241	83.697	81.805
R3	83.311	82.767	81.549
R2	82.381	82.381	81.464
R1	81.837	81.837	81.378	82.109
PP	81.451	81.451	81.451	81.587
S1	80.907	80.907	81.208	81.179
S2	80.521	80.521	81.123
S3	79.591	79.977	81.037
S4	78.661	79.047	80.782

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.995	80.770	1.225	1.5%	0.471	0.6%	13%	False	True	27,336
10	81.995	80.770	1.225	1.5%	0.465	0.6%	13%	False	True	27,874
20	82.610	80.770	1.840	2.3%	0.504	0.6%	9%	False	True	31,517
40	84.965	80.770	4.195	5.2%	0.556	0.7%	4%	False	True	33,242
60	84.965	80.615	4.350	5.4%	0.601	0.7%	7%	False	False	29,376
80	84.965	80.615	4.350	5.4%	0.594	0.7%	7%	False	False	22,091
100	84.965	80.615	4.350	5.4%	0.560	0.7%	7%	False	False	17,690
120	84.965	80.615	4.350	5.4%	0.508	0.6%	7%	False	False	14,761

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	0.132
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	83.973
2.618	82.977
1.618	82.367
1.000	81.990
0.618	81.757
HIGH	81.380
0.618	81.147
0.500	81.075
0.382	81.003
LOW	80.770
0.618	80.393
1.000	80.160
1.618	79.783
2.618	79.173
4.250	78.178

Fisher Pivots for day following 20-Aug-2013
Pivot	1 day	3 day
R1	81.075	81.105
PP	81.028	81.048
S1	80.981	80.991

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols