ICE US Dollar Index Future June 2013

Trading Metrics calculated at close of trading on 21-Mar-2013

Day Change Summary
	Previous	Current
	20-Mar-2013	21-Mar-2013	Change	Change %	Previous Week
Open	83.240	83.000	-0.240	-0.3%	83.020
High	83.245	83.185	-0.060	-0.1%	83.420
Low	82.725	82.835	0.110	0.1%	82.255
Close	82.948	82.905	-0.043	-0.1%	82.466
Range	0.520	0.350	-0.170	-32.7%	1.165
ATR	0.512	0.501	-0.012	-2.3%	0.000
Volume	30,489	22,586	-7,903	-25.9%	164,781

Daily Pivots for day following 21-Mar-2013
	Classic	Woodie	Camarilla	DeMark
R4	84.025	83.815	83.098
R3	83.675	83.465	83.001
R2	83.325	83.325	82.969
R1	83.115	83.115	82.937	83.045
PP	82.975	82.975	82.975	82.940
S1	82.765	82.765	82.873	82.695
S2	82.625	82.625	82.841
S3	82.275	82.415	82.809
S4	81.925	82.065	82.713

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	83.315	82.255	1.060	1.3%	0.488	0.6%	61%	False	False	32,561
10	83.420	82.255	1.165	1.4%	0.550	0.7%	56%	False	False	28,843
20	83.420	81.370	2.050	2.5%	0.532	0.6%	75%	False	False	14,868
40	83.420	79.090	4.330	5.2%	0.443	0.5%	88%	False	False	7,471
60	83.420	79.090	4.330	5.2%	0.377	0.5%	88%	False	False	4,989
80	83.420	79.090	4.330	5.2%	0.297	0.4%	88%	False	False	3,767
100	83.420	79.090	4.330	5.2%	0.238	0.3%	88%	False	False	3,014

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.136
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	84.673
2.618	84.101
1.618	83.751
1.000	83.535
0.618	83.401
HIGH	83.185
0.618	83.051
0.500	83.010
0.382	82.969
LOW	82.835
0.618	82.619
1.000	82.485
1.618	82.269
2.618	81.919
4.250	81.348

Fisher Pivots for day following 21-Mar-2013
Pivot	1 day	3 day
R1	83.010	83.020
PP	82.975	82.982
S1	82.940	82.943

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