ICE US Dollar Index Future June 2013


Trading Metrics calculated at close of trading on 14-Mar-2013
Day Change Summary
Previous Current
13-Mar-2013 14-Mar-2013 Change Change % Previous Week
Open 82.825 83.160 0.335 0.4% 82.600
High 83.335 83.420 0.085 0.1% 83.160
Low 82.600 82.665 0.065 0.1% 82.165
Close 83.152 82.858 -0.294 -0.4% 82.961
Range 0.735 0.755 0.020 2.7% 0.995
ATR 0.477 0.497 0.020 4.2% 0.000
Volume 37,353 49,631 12,278 32.9% 14,146
Daily Pivots for day following 14-Mar-2013
Classic Woodie Camarilla DeMark
R4 85.246 84.807 83.273
R3 84.491 84.052 83.066
R2 83.736 83.736 82.996
R1 83.297 83.297 82.927 83.139
PP 82.981 82.981 82.981 82.902
S1 82.542 82.542 82.789 82.384
S2 82.226 82.226 82.720
S3 81.471 81.787 82.650
S4 80.716 81.032 82.443
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 83.420 82.305 1.115 1.3% 0.612 0.7% 50% True False 25,125
10 83.420 82.070 1.350 1.6% 0.572 0.7% 58% True False 13,315
20 83.420 80.500 2.920 3.5% 0.509 0.6% 81% True False 6,754
40 83.420 79.090 4.330 5.2% 0.410 0.5% 87% True False 3,405
60 83.420 79.090 4.330 5.2% 0.348 0.4% 87% True False 2,275
80 83.420 79.090 4.330 5.2% 0.267 0.3% 87% True False 1,732
100 83.420 79.090 4.330 5.2% 0.213 0.3% 87% True False 1,386
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.119
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 86.629
2.618 85.397
1.618 84.642
1.000 84.175
0.618 83.887
HIGH 83.420
0.618 83.132
0.500 83.043
0.382 82.953
LOW 82.665
0.618 82.198
1.000 81.910
1.618 81.443
2.618 80.688
4.250 79.456
Fisher Pivots for day following 14-Mar-2013
Pivot 1 day 3 day
R1 83.043 83.010
PP 82.981 82.959
S1 82.920 82.909

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

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