ICE US Dollar Index Future June 2013

Trading Metrics calculated at close of trading on 07-Jan-2013

Day Change Summary
	Previous	Current
	04-Jan-2013	07-Jan-2013	Change	Change %	Previous Week
Open	80.850	80.780	-0.070	-0.1%	79.991
High	81.120	80.955	-0.165	-0.2%	81.120
Low	80.750	80.530	-0.220	-0.3%	79.580
Close	80.760	80.519	-0.241	-0.3%	80.760
Range	0.370	0.425	0.055	14.9%	1.540
ATR	0.247	0.259	0.013	5.2%	0.000
Volume	25	50	25	100.0%	36

Daily Pivots for day following 07-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	81.943	81.656	80.753
R3	81.518	81.231	80.636
R2	81.093	81.093	80.597
R1	80.806	80.806	80.558	80.737
PP	80.668	80.668	80.668	80.634
S1	80.381	80.381	80.480	80.312
S2	80.243	80.243	80.441
S3	79.818	79.956	80.402
S4	79.393	79.531	80.285

Weekly Pivots for week ending 04-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.107	84.473	81.607
R3	83.567	82.933	81.184
R2	82.027	82.027	81.042
R1	81.393	81.393	80.901	81.710
PP	80.487	80.487	80.487	80.645
S1	79.853	79.853	80.619	80.170
S2	78.947	78.947	80.478
S3	77.407	78.313	80.337
S4	75.867	76.773	79.913

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.120	79.580	1.540	1.9%	0.327	0.4%	61%	False	False	17
10	81.120	79.580	1.540	1.9%	0.210	0.3%	61%	False	False	10
20	81.120	79.145	1.975	2.5%	0.144	0.2%	70%	False	False	108
40	81.760	79.145	2.615	3.2%	0.072	0.1%	53%	False	False	54

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.045
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.761
2.618	82.068
1.618	81.643
1.000	81.380
0.618	81.218
HIGH	80.955
0.618	80.793
0.500	80.743
0.382	80.692
LOW	80.530
0.618	80.267
1.000	80.105
1.618	79.842
2.618	79.417
4.250	78.724

Fisher Pivots for day following 07-Jan-2013
Pivot	1 day	3 day
R1	80.743	80.663
PP	80.668	80.615
S1	80.594	80.567

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