ICE US Dollar Index Future September 2013


Trading Metrics calculated at close of trading on 15-May-2013
Day Change Summary
Previous Current
14-May-2013 15-May-2013 Change Change % Previous Week
Open 83.520 83.950 0.430 0.5% 82.385
High 83.955 84.445 0.490 0.6% 83.750
Low 83.310 83.940 0.630 0.8% 81.975
Close 83.963 84.236 0.273 0.3% 83.491
Range 0.645 0.505 -0.140 -21.7% 1.775
ATR 0.511 0.511 0.000 -0.1% 0.000
Volume 237 311 74 31.2% 555
Daily Pivots for day following 15-May-2013
Classic Woodie Camarilla DeMark
R4 85.722 85.484 84.514
R3 85.217 84.979 84.375
R2 84.712 84.712 84.329
R1 84.474 84.474 84.282 84.593
PP 84.207 84.207 84.207 84.267
S1 83.969 83.969 84.190 84.088
S2 83.702 83.702 84.143
S3 83.197 83.464 84.097
S4 82.692 82.959 83.958
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 88.397 87.719 84.467
R3 86.622 85.944 83.979
R2 84.847 84.847 83.816
R1 84.169 84.169 83.654 84.508
PP 83.072 83.072 83.072 83.242
S1 82.394 82.394 83.328 82.733
S2 81.297 81.297 83.166
S3 79.522 80.619 83.003
S4 77.747 78.844 82.515
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.445 82.105 2.340 2.8% 0.629 0.7% 91% True False 205
10 84.445 81.750 2.695 3.2% 0.573 0.7% 92% True False 139
20 84.445 81.510 2.935 3.5% 0.477 0.6% 93% True False 95
40 84.445 81.510 2.935 3.5% 0.465 0.6% 93% True False 112
60 84.445 81.510 2.935 3.5% 0.337 0.4% 93% True False 92
80 84.445 79.465 4.980 5.9% 0.253 0.3% 96% True False 69
100 84.445 79.465 4.980 5.9% 0.202 0.2% 96% True False 55
120 84.445 79.465 4.980 5.9% 0.168 0.2% 96% True False 46
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.084
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.591
2.618 85.767
1.618 85.262
1.000 84.950
0.618 84.757
HIGH 84.445
0.618 84.252
0.500 84.193
0.382 84.133
LOW 83.940
0.618 83.628
1.000 83.435
1.618 83.123
2.618 82.618
4.250 81.794
Fisher Pivots for day following 15-May-2013
Pivot 1 day 3 day
R1 84.222 84.117
PP 84.207 83.997
S1 84.193 83.878

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

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