ICE US Dollar Index Future June 2013


Trading Metrics calculated at close of trading on 18-Mar-2013
Day Change Summary
Previous Current
15-Mar-2013 18-Mar-2013 Change Change % Previous Week
Open 82.785 82.870 0.085 0.1% 83.020
High 82.860 83.105 0.245 0.3% 83.420
Low 82.255 82.625 0.370 0.4% 82.255
Close 82.466 82.899 0.433 0.5% 82.466
Range 0.605 0.480 -0.125 -20.7% 1.165
ATR 0.504 0.514 0.010 1.9% 0.000
Volume 46,700 30,308 -16,392 -35.1% 164,781
Daily Pivots for day following 18-Mar-2013
Classic Woodie Camarilla DeMark
R4 84.316 84.088 83.163
R3 83.836 83.608 83.031
R2 83.356 83.356 82.987
R1 83.128 83.128 82.943 83.242
PP 82.876 82.876 82.876 82.934
S1 82.648 82.648 82.855 82.762
S2 82.396 82.396 82.811
S3 81.916 82.168 82.767
S4 81.436 81.688 82.635
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 86.209 85.502 83.107
R3 85.044 84.337 82.786
R2 83.879 83.879 82.680
R1 83.172 83.172 82.573 82.943
PP 82.714 82.714 82.714 82.599
S1 82.007 82.007 82.359 81.778
S2 81.549 81.549 82.252
S3 80.384 80.842 82.146
S4 79.219 79.677 81.825
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.420 82.255 1.165 1.4% 0.590 0.7% 55% False False 36,263
10 83.420 82.165 1.255 1.5% 0.581 0.7% 58% False False 20,877
20 83.420 80.550 2.870 3.5% 0.540 0.7% 82% False False 10,597
40 83.420 79.090 4.330 5.2% 0.426 0.5% 88% False False 5,328
60 83.420 79.090 4.330 5.2% 0.360 0.4% 88% False False 3,559
80 83.420 79.090 4.330 5.2% 0.280 0.3% 88% False False 2,695
100 83.420 79.090 4.330 5.2% 0.224 0.3% 88% False False 2,156
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.125
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 85.145
2.618 84.362
1.618 83.882
1.000 83.585
0.618 83.402
HIGH 83.105
0.618 82.922
0.500 82.865
0.382 82.808
LOW 82.625
0.618 82.328
1.000 82.145
1.618 81.848
2.618 81.368
4.250 80.585
Fisher Pivots for day following 18-Mar-2013
Pivot 1 day 3 day
R1 82.888 82.879
PP 82.876 82.858
S1 82.865 82.838

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

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