ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 03-Jan-2013
Day Change Summary
Previous Current
02-Jan-2013 03-Jan-2013 Change Change % Previous Week
Open 79.620 79.930 0.310 0.4% 79.700
High 80.030 80.595 0.565 0.7% 80.050
Low 79.460 79.920 0.460 0.6% 79.420
Close 79.948 80.515 0.567 0.7% 79.785
Range 0.570 0.675 0.105 18.4% 0.630
ATR 0.389 0.409 0.020 5.3% 0.000
Volume 18,898 33,634 14,736 78.0% 48,873
Daily Pivots for day following 03-Jan-2013
Classic Woodie Camarilla DeMark
R4 82.368 82.117 80.886
R3 81.693 81.442 80.701
R2 81.018 81.018 80.639
R1 80.767 80.767 80.577 80.893
PP 80.343 80.343 80.343 80.406
S1 80.092 80.092 80.453 80.218
S2 79.668 79.668 80.391
S3 78.993 79.417 80.329
S4 78.318 78.742 80.144
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 81.642 81.343 80.132
R3 81.012 80.713 79.958
R2 80.382 80.382 79.901
R1 80.083 80.083 79.843 80.233
PP 79.752 79.752 79.752 79.826
S1 79.453 79.453 79.727 79.603
S2 79.122 79.122 79.670
S3 78.492 78.823 79.612
S4 77.862 78.193 79.439
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.595 79.420 1.175 1.5% 0.470 0.6% 93% True False 18,990
10 80.595 79.015 1.580 2.0% 0.420 0.5% 95% True False 18,942
20 81.055 79.015 2.040 2.5% 0.426 0.5% 74% False False 16,120
40 81.700 79.015 2.685 3.3% 0.369 0.5% 56% False False 8,193
60 81.700 79.015 2.685 3.3% 0.324 0.4% 56% False False 5,476
80 81.700 78.945 2.755 3.4% 0.284 0.4% 57% False False 4,130
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 0.074
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 83.464
2.618 82.362
1.618 81.687
1.000 81.270
0.618 81.012
HIGH 80.595
0.618 80.337
0.500 80.258
0.382 80.178
LOW 79.920
0.618 79.503
1.000 79.245
1.618 78.828
2.618 78.153
4.250 77.051
Fisher Pivots for day following 03-Jan-2013
Pivot 1 day 3 day
R1 80.429 80.353
PP 80.343 80.190
S1 80.258 80.028

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

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