ICE US Dollar Index Future June 2013

Trading Metrics calculated at close of trading on 08-Apr-2013

Day Change Summary
	Previous	Current
	05-Apr-2013	08-Apr-2013	Change	Change %	Previous Week
Open	82.880	82.750	-0.130	-0.2%	83.175
High	83.010	82.955	-0.055	-0.1%	83.660
Low	82.310	82.605	0.295	0.4%	82.310
Close	82.603	82.869	0.266	0.3%	82.603
Range	0.700	0.350	-0.350	-50.0%	1.350
ATR	0.564	0.549	-0.015	-2.7%	0.000
Volume	30,705	19,373	-11,332	-36.9%	123,041

Daily Pivots for day following 08-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	83.860	83.714	83.062
R3	83.510	83.364	82.965
R2	83.160	83.160	82.933
R1	83.014	83.014	82.901	83.087
PP	82.810	82.810	82.810	82.846
S1	82.664	82.664	82.837	82.737
S2	82.460	82.460	82.805
S3	82.110	82.314	82.773
S4	81.760	81.964	82.677

Weekly Pivots for week ending 05-Apr-2013
	Classic	Woodie	Camarilla	DeMark
R4	86.908	86.105	83.346
R3	85.558	84.755	82.974
R2	84.208	84.208	82.851
R1	83.405	83.405	82.727	83.132
PP	82.858	82.858	82.858	82.721
S1	82.055	82.055	82.479	81.782
S2	81.508	81.508	82.356
S3	80.158	80.705	82.232
S4	78.808	79.355	81.861

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.660	82.310	1.350	1.6%	0.586	0.7%	41%	False	False	26,078
10	83.660	81.830	1.830	2.2%	0.600	0.7%	57%	False	False	24,136
20	83.660	81.830	1.830	2.2%	0.560	0.7%	57%	False	False	27,468
40	83.660	80.180	3.480	4.2%	0.517	0.6%	77%	False	False	14,170
60	83.660	79.090	4.570	5.5%	0.436	0.5%	83%	False	False	9,461
80	83.660	79.090	4.570	5.5%	0.379	0.5%	83%	False	False	7,111
100	83.660	79.090	4.570	5.5%	0.303	0.4%	83%	False	False	5,699
120	83.660	79.090	4.570	5.5%	0.253	0.3%	83%	False	False	4,749

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	0.167
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	84.443
2.618	83.871
1.618	83.521
1.000	83.305
0.618	83.171
HIGH	82.955
0.618	82.821
0.500	82.780
0.382	82.739
LOW	82.605
0.618	82.389
1.000	82.255
1.618	82.039
2.618	81.689
4.250	81.118

Fisher Pivots for day following 08-Apr-2013
Pivot	1 day	3 day
R1	82.839	82.985
PP	82.810	82.946
S1	82.780	82.908

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