ICE US Dollar Index Future March 2014


Trading Metrics calculated at close of trading on 30-Dec-2013
Day Change Summary
Previous Current
27-Dec-2013 30-Dec-2013 Change Change % Previous Week
Open 80.600 80.415 -0.185 -0.2% 80.750
High 80.610 80.580 -0.030 0.0% 80.780
Low 79.820 80.055 0.235 0.3% 79.820
Close 80.538 80.122 -0.416 -0.5% 80.538
Range 0.790 0.525 -0.265 -33.5% 0.960
ATR 0.418 0.425 0.008 1.8% 0.000
Volume 25,254 14,137 -11,117 -44.0% 56,133
Daily Pivots for day following 30-Dec-2013
Classic Woodie Camarilla DeMark
R4 81.827 81.500 80.411
R3 81.302 80.975 80.266
R2 80.777 80.777 80.218
R1 80.450 80.450 80.170 80.351
PP 80.252 80.252 80.252 80.203
S1 79.925 79.925 80.074 79.826
S2 79.727 79.727 80.026
S3 79.202 79.400 79.978
S4 78.677 78.875 79.833
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 83.259 82.859 81.066
R3 82.299 81.899 80.802
R2 81.339 81.339 80.714
R1 80.939 80.939 80.626 80.659
PP 80.379 80.379 80.379 80.240
S1 79.979 79.979 80.450 79.699
S2 79.419 79.419 80.362
S3 78.459 79.019 80.274
S4 77.499 78.059 80.010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.780 79.820 0.960 1.2% 0.374 0.5% 31% False False 14,054
10 81.005 79.500 1.505 1.9% 0.436 0.5% 41% False False 17,847
20 81.185 79.500 1.685 2.1% 0.413 0.5% 37% False False 14,019
40 81.735 79.500 2.235 2.8% 0.399 0.5% 28% False False 7,086
60 81.735 79.355 2.380 3.0% 0.370 0.5% 32% False False 4,752
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.107
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.811
2.618 81.954
1.618 81.429
1.000 81.105
0.618 80.904
HIGH 80.580
0.618 80.379
0.500 80.318
0.382 80.256
LOW 80.055
0.618 79.731
1.000 79.530
1.618 79.206
2.618 78.681
4.250 77.824
Fisher Pivots for day following 30-Dec-2013
Pivot 1 day 3 day
R1 80.318 80.265
PP 80.252 80.217
S1 80.187 80.170

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

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