ICE US Dollar Index Future June 2013

Trading Metrics calculated at close of trading on 02-Jan-2013

Day Change Summary
	Previous	Current
	31-Dec-2012	02-Jan-2013	Change	Change %	Previous Week
Open	79.991	79.750	-0.241	-0.3%	79.760
High	79.991	79.980	-0.011	0.0%	79.975
Low	79.991	79.580	-0.411	-0.5%	79.645
Close	79.991	80.053	0.062	0.1%	79.890
Range	0.000	0.400	0.400		0.330
ATR	0.185	0.201	0.016	8.8%	0.000
Volume	3	3	0	0.0%	17

Daily Pivots for day following 02-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	81.071	80.962	80.273
R3	80.671	80.562	80.163
R2	80.271	80.271	80.126
R1	80.162	80.162	80.090	80.217
PP	79.871	79.871	79.871	79.898
S1	79.762	79.762	80.016	79.817
S2	79.471	79.471	79.980
S3	79.071	79.362	79.943
S4	78.671	78.962	79.833

Weekly Pivots for week ending 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	80.827	80.688	80.072
R3	80.497	80.358	79.981
R2	80.167	80.167	79.951
R1	80.028	80.028	79.920	80.098
PP	79.837	79.837	79.837	79.871
S1	79.698	79.698	79.860	79.768
S2	79.507	79.507	79.830
S3	79.177	79.368	79.799
S4	78.847	79.038	79.709

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.991	79.580	0.411	0.5%	0.127	0.2%	115%	False	True	4
10	79.991	79.145	0.846	1.1%	0.135	0.2%	107%	False	False	3
20	80.772	79.145	1.627	2.0%	0.083	0.1%	56%	False	False	104
40	81.760	79.145	2.615	3.3%	0.041	0.1%	35%	False	False	53

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	0.017
Widest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	81.680
2.618	81.027
1.618	80.627
1.000	80.380
0.618	80.227
HIGH	79.980
0.618	79.827
0.500	79.780
0.382	79.733
LOW	79.580
0.618	79.333
1.000	79.180
1.618	78.933
2.618	78.533
4.250	77.880

Fisher Pivots for day following 02-Jan-2013
Pivot	1 day	3 day
R1	79.962	79.964
PP	79.871	79.875
S1	79.780	79.786

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