ICE US Dollar Index Future March 2013

Trading Metrics calculated at close of trading on 26-Sep-2012

Day Change Summary
	Previous	Current
	25-Sep-2012	26-Sep-2012	Change	Change %	Previous Week
Open	79.960	80.310	0.350	0.4%	79.340
High	79.960	80.310	0.350	0.4%	79.815
Low	79.960	80.010	0.050	0.1%	79.337
Close	79.833	80.173	0.340	0.4%	79.663
Range	0.000	0.300	0.300		0.478
ATR
Volume	5	1	-4	-80.0%	14

Daily Pivots for day following 26-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.064	80.919	80.338
R3	80.764	80.619	80.256
R2	80.464	80.464	80.228
R1	80.319	80.319	80.201	80.242
PP	80.164	80.164	80.164	80.126
S1	80.019	80.019	80.146	79.942
S2	79.864	79.864	80.118
S3	79.564	79.719	80.091
S4	79.264	79.419	80.008

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	81.039	80.829	79.926
R3	80.561	80.351	79.794
R2	80.083	80.083	79.751
R1	79.873	79.873	79.707	79.978
PP	79.605	79.605	79.605	79.658
S1	79.395	79.395	79.619	79.500
S2	79.127	79.127	79.575
S3	78.649	78.917	79.532
S4	78.171	78.439	79.400

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.310	79.663	0.647	0.8%	0.065	0.1%	79%	True	False	2
10	80.310	78.945	1.365	1.7%	0.138	0.2%	90%	True	False	102

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.000
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	81.585
2.618	81.095
1.618	80.795
1.000	80.610
0.618	80.495
HIGH	80.310
0.618	80.195
0.500	80.160
0.382	80.125
LOW	80.010
0.618	79.825
1.000	79.710
1.618	79.525
2.618	79.225
4.250	78.735

Fisher Pivots for day following 26-Sep-2012
Pivot	1 day	3 day
R1	80.169	80.134
PP	80.164	80.094
S1	80.160	80.055

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