ICE US Dollar Index Future June 2013


Trading Metrics calculated at close of trading on 27-Mar-2013
Day Change Summary
Previous Current
26-Mar-2013 27-Mar-2013 Change Change % Previous Week
Open 83.020 83.040 0.020 0.0% 82.870
High 83.165 83.520 0.355 0.4% 83.315
Low 82.880 83.010 0.130 0.2% 82.435
Close 83.048 83.411 0.363 0.4% 82.529
Range 0.285 0.510 0.225 78.9% 0.880
ATR 0.540 0.538 -0.002 -0.4% 0.000
Volume 19,342 28,787 9,445 48.8% 143,226
Daily Pivots for day following 27-Mar-2013
Classic Woodie Camarilla DeMark
R4 84.844 84.637 83.692
R3 84.334 84.127 83.551
R2 83.824 83.824 83.505
R1 83.617 83.617 83.458 83.721
PP 83.314 83.314 83.314 83.365
S1 83.107 83.107 83.364 83.211
S2 82.804 82.804 83.318
S3 82.294 82.597 83.271
S4 81.784 82.087 83.131
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 85.400 84.844 83.013
R3 84.520 83.964 82.771
R2 83.640 83.640 82.690
R1 83.084 83.084 82.610 82.922
PP 82.760 82.760 82.760 82.679
S1 82.204 82.204 82.448 82.042
S2 81.880 81.880 82.368
S3 81.000 81.324 82.287
S4 80.120 80.444 82.045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.520 81.830 1.690 2.0% 0.595 0.7% 94% True False 25,584
10 83.520 81.830 1.690 2.0% 0.582 0.7% 94% True False 31,777
20 83.520 81.745 1.775 2.1% 0.564 0.7% 94% True False 20,075
40 83.520 79.090 4.430 5.3% 0.484 0.6% 98% True False 10,101
60 83.520 79.090 4.430 5.3% 0.412 0.5% 98% True False 6,744
80 83.520 79.090 4.430 5.3% 0.330 0.4% 98% True False 5,084
100 83.520 79.090 4.430 5.3% 0.264 0.3% 98% True False 4,067
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.154
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.688
2.618 84.855
1.618 84.345
1.000 84.030
0.618 83.835
HIGH 83.520
0.618 83.325
0.500 83.265
0.382 83.205
LOW 83.010
0.618 82.695
1.000 82.500
1.618 82.185
2.618 81.675
4.250 80.843
Fisher Pivots for day following 27-Mar-2013
Pivot 1 day 3 day
R1 83.362 83.166
PP 83.314 82.920
S1 83.265 82.675

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

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