ICE US Dollar Index Future March 2013


Trading Metrics calculated at close of trading on 16-Jan-2013
Day Change Summary
Previous Current
15-Jan-2013 16-Jan-2013 Change Change % Previous Week
Open 79.540 79.765 0.225 0.3% 80.610
High 79.940 79.950 0.010 0.0% 80.800
Low 79.435 79.660 0.225 0.3% 79.490
Close 79.832 79.854 0.022 0.0% 79.611
Range 0.505 0.290 -0.215 -42.6% 1.310
ATR 0.445 0.434 -0.011 -2.5% 0.000
Volume 33,207 21,230 -11,977 -36.1% 148,506
Daily Pivots for day following 16-Jan-2013
Classic Woodie Camarilla DeMark
R4 80.691 80.563 80.014
R3 80.401 80.273 79.934
R2 80.111 80.111 79.907
R1 79.983 79.983 79.881 80.047
PP 79.821 79.821 79.821 79.854
S1 79.693 79.693 79.827 79.757
S2 79.531 79.531 79.801
S3 79.241 79.403 79.774
S4 78.951 79.113 79.695
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 83.897 83.064 80.332
R3 82.587 81.754 79.971
R2 81.277 81.277 79.851
R1 80.444 80.444 79.731 80.206
PP 79.967 79.967 79.967 79.848
S1 79.134 79.134 79.491 78.896
S2 78.657 78.657 79.371
S3 77.347 77.824 79.251
S4 76.037 76.514 78.891
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.790 79.405 1.385 1.7% 0.517 0.6% 32% False False 29,811
10 80.995 79.405 1.590 2.0% 0.485 0.6% 28% False False 30,290
20 80.995 79.015 1.980 2.5% 0.437 0.5% 42% False False 24,014
40 81.420 79.015 2.405 3.0% 0.404 0.5% 35% False False 14,891
60 81.700 79.015 2.685 3.4% 0.363 0.5% 31% False False 9,958
80 81.700 79.015 2.685 3.4% 0.322 0.4% 31% False False 7,477
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.103
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 81.183
2.618 80.709
1.618 80.419
1.000 80.240
0.618 80.129
HIGH 79.950
0.618 79.839
0.500 79.805
0.382 79.771
LOW 79.660
0.618 79.481
1.000 79.370
1.618 79.191
2.618 78.901
4.250 78.428
Fisher Pivots for day following 16-Jan-2013
Pivot 1 day 3 day
R1 79.838 79.795
PP 79.821 79.736
S1 79.805 79.678

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

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