ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 10-Jan-2013
Day Change Summary
Previous Current
09-Jan-2013 10-Jan-2013 Change Change % Previous Week
Open 80.510 80.750 0.240 0.3% 79.735
High 80.750 80.790 0.040 0.0% 80.995
Low 80.450 79.745 -0.705 -0.9% 79.460
Close 80.677 79.817 -0.860 -1.1% 80.610
Range 0.300 1.045 0.745 248.3% 1.535
ATR 0.405 0.451 0.046 11.3% 0.000
Volume 27,720 38,464 10,744 38.8% 104,699
Daily Pivots for day following 10-Jan-2013
Classic Woodie Camarilla DeMark
R4 83.252 82.580 80.392
R3 82.207 81.535 80.104
R2 81.162 81.162 80.009
R1 80.490 80.490 79.913 80.304
PP 80.117 80.117 80.117 80.024
S1 79.445 79.445 79.721 79.259
S2 79.072 79.072 79.625
S3 78.027 78.400 79.530
S4 76.982 77.355 79.242
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 84.960 84.320 81.454
R3 83.425 82.785 81.032
R2 81.890 81.890 80.891
R1 81.250 81.250 80.751 81.570
PP 80.355 80.355 80.355 80.515
S1 79.715 79.715 80.469 80.035
S2 78.820 78.820 80.329
S3 77.285 78.180 80.188
S4 75.750 76.645 79.766
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.995 79.745 1.250 1.6% 0.527 0.7% 6% False True 31,735
10 80.995 79.420 1.575 2.0% 0.499 0.6% 25% False False 25,362
20 80.995 79.015 1.980 2.5% 0.450 0.6% 41% False False 23,245
40 81.700 79.015 2.685 3.4% 0.396 0.5% 30% False False 12,133
60 81.700 79.015 2.685 3.4% 0.355 0.4% 30% False False 8,118
80 81.700 79.015 2.685 3.4% 0.303 0.4% 30% False False 6,095
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.108
Widest range in 82 trading days
Fibonacci Retracements and Extensions
4.250 85.231
2.618 83.526
1.618 82.481
1.000 81.835
0.618 81.436
HIGH 80.790
0.618 80.391
0.500 80.268
0.382 80.144
LOW 79.745
0.618 79.099
1.000 78.700
1.618 78.054
2.618 77.009
4.250 75.304
Fisher Pivots for day following 10-Jan-2013
Pivot 1 day 3 day
R1 80.268 80.268
PP 80.117 80.117
S1 79.967 79.967

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

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