ICE US Dollar Index Future September 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 83.220 83.335 0.115 0.1% 83.005
High 83.300 83.675 0.375 0.5% 83.500
Low 83.180 83.335 0.155 0.2% 82.680
Close 83.248 83.611 0.363 0.4% 82.714
Range 0.120 0.340 0.220 183.3% 0.820
ATR 0.334 0.340 0.007 2.0% 0.000
Volume 132 8 -124 -93.9% 1,109
Daily Pivots for day following 27-Mar-2013
Classic Woodie Camarilla DeMark
R4 84.560 84.426 83.798
R3 84.220 84.086 83.705
R2 83.880 83.880 83.673
R1 83.746 83.746 83.642 83.813
PP 83.540 83.540 83.540 83.574
S1 83.406 83.406 83.580 83.473
S2 83.200 83.200 83.549
S3 82.860 83.066 83.518
S4 82.520 82.726 83.424
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 85.425 84.889 83.165
R3 84.605 84.069 82.940
R2 83.785 83.785 82.864
R1 83.249 83.249 82.789 83.107
PP 82.965 82.965 82.965 82.894
S1 82.429 82.429 82.639 82.287
S2 82.145 82.145 82.564
S3 81.325 81.609 82.489
S4 80.505 80.789 82.263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.675 82.295 1.380 1.7% 0.457 0.5% 95% True False 243
10 83.675 82.295 1.380 1.7% 0.367 0.4% 95% True False 128
20 83.675 82.295 1.380 1.7% 0.214 0.3% 95% True False 115
40 83.675 79.465 4.210 5.0% 0.107 0.1% 98% True False 57
60 83.675 79.465 4.210 5.0% 0.071 0.1% 98% True False 38
80 83.675 79.465 4.210 5.0% 0.054 0.1% 98% True False 28
100 83.675 79.465 4.210 5.0% 0.043 0.1% 98% True False 23
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 0.058
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.120
2.618 84.565
1.618 84.225
1.000 84.015
0.618 83.885
HIGH 83.675
0.618 83.545
0.500 83.505
0.382 83.465
LOW 83.335
0.618 83.125
1.000 82.995
1.618 82.785
2.618 82.445
4.250 81.890
Fisher Pivots for day following 27-Mar-2013
Pivot 1 day 3 day
R1 83.576 83.402
PP 83.540 83.194
S1 83.505 82.985

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

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