ICE US Dollar Index Future September 2013


Trading Metrics calculated at close of trading on 27-May-2013
Day Change Summary
Previous Current
24-May-2013 27-May-2013 Change Change % Previous Week
Open 84.230 83.995 -0.235 -0.3% 84.600
High 84.260 84.030 -0.230 -0.3% 84.835
Low 83.780 83.860 0.080 0.1% 83.770
Close 84.033 84.033 0.000 0.0% 84.033
Range 0.480 0.170 -0.310 -64.6% 1.065
ATR 0.578 0.549 -0.029 -5.0% 0.000
Volume 808 25 -783 -96.9% 2,802
Daily Pivots for day following 27-May-2013
Classic Woodie Camarilla DeMark
R4 84.484 84.429 84.127
R3 84.314 84.259 84.080
R2 84.144 84.144 84.064
R1 84.089 84.089 84.049 84.117
PP 83.974 83.974 83.974 83.988
S1 83.919 83.919 84.017 83.947
S2 83.804 83.804 84.002
S3 83.634 83.749 83.986
S4 83.464 83.579 83.940
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 87.408 86.785 84.619
R3 86.343 85.720 84.326
R2 85.278 85.278 84.228
R1 84.655 84.655 84.131 84.434
PP 84.213 84.213 84.213 84.102
S1 83.590 83.590 83.935 83.369
S2 83.148 83.148 83.838
S3 82.083 82.525 83.740
S4 81.018 81.460 83.447
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.835 83.770 1.065 1.3% 0.599 0.7% 25% False False 457
10 84.835 83.310 1.525 1.8% 0.589 0.7% 47% False False 373
20 84.835 81.510 3.325 4.0% 0.573 0.7% 76% False False 237
40 84.835 81.510 3.325 4.0% 0.499 0.6% 76% False False 160
60 84.835 81.510 3.325 4.0% 0.416 0.5% 76% False False 145
80 84.835 79.878 4.957 5.9% 0.312 0.4% 84% False False 109
100 84.835 79.465 5.370 6.4% 0.250 0.3% 85% False False 87
120 84.835 79.465 5.370 6.4% 0.208 0.2% 85% False False 72
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 0.135
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 84.753
2.618 84.475
1.618 84.305
1.000 84.200
0.618 84.135
HIGH 84.030
0.618 83.965
0.500 83.945
0.382 83.925
LOW 83.860
0.618 83.755
1.000 83.690
1.618 83.585
2.618 83.415
4.250 83.138
Fisher Pivots for day following 27-May-2013
Pivot 1 day 3 day
R1 84.004 84.308
PP 83.974 84.216
S1 83.945 84.125

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

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