ICE US Dollar Index Future June 2013

Trading Metrics calculated at close of trading on 08-Mar-2013

Day Change Summary
	Previous	Current
	07-Mar-2013	08-Mar-2013	Change	Change %	Previous Week
Open	82.830	82.335	-0.495	-0.6%	82.600
High	82.830	83.160	0.330	0.4%	83.160
Low	82.210	82.305	0.095	0.1%	82.165
Close	82.315	82.961	0.646	0.8%	82.961
Range	0.620	0.855	0.235	37.9%	0.995
ATR	0.443	0.473	0.029	6.6%	0.000
Volume	3,116	7,545	4,429	142.1%	14,146

Daily Pivots for day following 08-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.374	85.022	83.431
R3	84.519	84.167	83.196
R2	83.664	83.664	83.118
R1	83.312	83.312	83.039	83.488
PP	82.809	82.809	82.809	82.897
S1	82.457	82.457	82.883	82.633
S2	81.954	81.954	82.804
S3	81.099	81.602	82.726
S4	80.244	80.747	82.491

Weekly Pivots for week ending 08-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.747	85.349	83.508
R3	84.752	84.354	83.235
R2	83.757	83.757	83.143
R1	83.359	83.359	83.052	83.558
PP	82.762	82.762	82.762	82.862
S1	82.364	82.364	82.870	82.563
S2	81.767	81.767	82.779
S3	80.772	81.369	82.687
S4	79.777	80.374	82.414

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.160	82.165	0.995	1.2%	0.557	0.7%	80%	True	False	2,829
10	83.160	81.370	1.790	2.2%	0.559	0.7%	89%	True	False	1,606
20	83.160	80.180	2.980	3.6%	0.473	0.6%	93%	True	False	872
40	83.160	79.090	4.070	4.9%	0.374	0.5%	95%	True	False	457
60	83.160	79.090	4.070	4.9%	0.319	0.4%	95%	True	False	325
80	83.160	79.090	4.070	4.9%	0.239	0.3%	95%	True	False	256
100	83.160	79.090	4.070	4.9%	0.191	0.2%	95%	True	False	206

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	0.098
Widest range in 104 trading days

Fibonacci Retracements and Extensions
4.250	86.794
2.618	85.398
1.618	84.543
1.000	84.015
0.618	83.688
HIGH	83.160
0.618	82.833
0.500	82.733
0.382	82.632
LOW	82.305
0.618	81.777
1.000	81.450
1.618	80.922
2.618	80.067
4.250	78.671

Fisher Pivots for day following 08-Mar-2013
Pivot	1 day	3 day
R1	82.885	82.863
PP	82.809	82.765
S1	82.733	82.668

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