ICE US Dollar Index Future June 2013

Trading Metrics calculated at close of trading on 11-Mar-2013

Day Change Summary
	Previous	Current
	08-Mar-2013	11-Mar-2013	Change	Change %	Previous Week
Open	82.335	83.020	0.685	0.8%	82.600
High	83.160	83.130	-0.030	0.0%	83.160
Low	82.305	82.790	0.485	0.6%	82.165
Close	82.961	82.830	-0.131	-0.2%	82.961
Range	0.855	0.340	-0.515	-60.2%	0.995
ATR	0.473	0.463	-0.009	-2.0%	0.000
Volume	7,545	13,773	6,228	82.5%	14,146

Daily Pivots for day following 11-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	83.937	83.723	83.017
R3	83.597	83.383	82.924
R2	83.257	83.257	82.892
R1	83.043	83.043	82.861	82.980
PP	82.917	82.917	82.917	82.885
S1	82.703	82.703	82.799	82.640
S2	82.577	82.577	82.768
S3	82.237	82.363	82.737
S4	81.897	82.023	82.643

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%	0.571	0.7%	67%	False	False	5,492
10	83.160	81.745	1.415	1.7%	0.511	0.6%	77%	False	False	2,965
20	83.160	80.180	2.980	3.6%	0.480	0.6%	89%	False	False	1,554
40	83.160	79.090	4.070	4.9%	0.377	0.5%	92%	False	False	799
60	83.160	79.090	4.070	4.9%	0.324	0.4%	92%	False	False	546
80	83.160	79.090	4.070	4.9%	0.243	0.3%	92%	False	False	428
100	83.160	79.090	4.070	4.9%	0.195	0.2%	92%	False	False	343

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.079
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	84.575
2.618	84.020
1.618	83.680
1.000	83.470
0.618	83.340
HIGH	83.130
0.618	83.000
0.500	82.960
0.382	82.920
LOW	82.790
0.618	82.580
1.000	82.450
1.618	82.240
2.618	81.900
4.250	81.345

Fisher Pivots for day following 11-Mar-2013
Pivot	1 day	3 day
R1	82.960	82.782
PP	82.917	82.733
S1	82.873	82.685

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