ICE US Dollar Index Future June 2013

Trading Metrics calculated at close of trading on 14-Jun-2013

Day Change Summary
	Previous	Current
	13-Jun-2013	14-Jun-2013	Change	Change %	Previous Week
Open	80.865	80.755	-0.110	-0.1%	81.800
High	80.980	81.000	0.020	0.0%	82.090
Low	80.505	80.595	0.090	0.1%	80.505
Close	80.742	80.650	-0.092	-0.1%	80.650
Range	0.475	0.405	-0.070	-14.7%	1.585
ATR	0.676	0.657	-0.019	-2.9%	0.000
Volume	28,559	14,580	-13,979	-48.9%	224,488

Daily Pivots for day following 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	81.963	81.712	80.873
R3	81.558	81.307	80.761
R2	81.153	81.153	80.724
R1	80.902	80.902	80.687	80.825
PP	80.748	80.748	80.748	80.710
S1	80.497	80.497	80.613	80.420
S2	80.343	80.343	80.576
S3	79.938	80.092	80.539
S4	79.533	79.687	80.427

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.837	84.828	81.522
R3	84.252	83.243	81.086
R2	82.667	82.667	80.941
R1	81.658	81.658	80.795	81.370
PP	81.082	81.082	81.082	80.938
S1	80.073	80.073	80.505	79.785
S2	79.497	79.497	80.359
S3	77.912	78.488	80.214
S4	76.327	76.903	79.778

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.090	80.505	1.585	2.0%	0.534	0.7%	9%	False	False	44,897
10	83.415	80.505	2.910	3.6%	0.681	0.8%	5%	False	False	52,349
20	84.595	80.505	4.090	5.1%	0.698	0.9%	4%	False	False	49,861
40	84.595	80.505	4.090	5.1%	0.632	0.8%	4%	False	False	40,674
60	84.595	80.505	4.090	5.1%	0.606	0.8%	4%	False	False	36,096
80	84.595	80.505	4.090	5.1%	0.589	0.7%	4%	False	False	30,510
100	84.595	79.090	5.505	6.8%	0.539	0.7%	28%	False	False	24,421
120	84.595	79.090	5.505	6.8%	0.490	0.6%	28%	False	False	20,354

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.130
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	82.721
2.618	82.060
1.618	81.655
1.000	81.405
0.618	81.250
HIGH	81.000
0.618	80.845
0.500	80.798
0.382	80.750
LOW	80.595
0.618	80.345
1.000	80.190
1.618	79.940
2.618	79.535
4.250	78.874

Fisher Pivots for day following 14-Jun-2013
Pivot	1 day	3 day
R1	80.798	80.908
PP	80.748	80.822
S1	80.699	80.736

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