ICE US Dollar Index Future September 2013


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
27-May-2013 28-May-2013 Change Change % Previous Week
Open 83.995 84.150 0.155 0.2% 84.600
High 84.030 84.605 0.575 0.7% 84.835
Low 83.860 84.110 0.250 0.3% 83.770
Close 84.033 84.432 0.399 0.5% 84.033
Range 0.170 0.495 0.325 191.2% 1.065
ATR 0.549 0.551 0.002 0.3% 0.000
Volume 25 630 605 2,420.0% 2,802
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 85.867 85.645 84.704
R3 85.372 85.150 84.568
R2 84.877 84.877 84.523
R1 84.655 84.655 84.477 84.766
PP 84.382 84.382 84.382 84.438
S1 84.160 84.160 84.387 84.271
S2 83.887 83.887 84.341
S3 83.392 83.665 84.296
S4 82.897 83.170 84.160
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% 0.593 0.7% 62% False False 553
10 84.835 83.770 1.065 1.3% 0.574 0.7% 62% False False 412
20 84.835 81.510 3.325 3.9% 0.570 0.7% 88% False False 264
40 84.835 81.510 3.325 3.9% 0.502 0.6% 88% False False 174
60 84.835 81.510 3.325 3.9% 0.424 0.5% 88% False False 156
80 84.835 79.878 4.957 5.9% 0.318 0.4% 92% False False 117
100 84.835 79.465 5.370 6.4% 0.254 0.3% 92% False False 93
120 84.835 79.465 5.370 6.4% 0.212 0.3% 92% False False 78
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 0.118
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.709
2.618 85.901
1.618 85.406
1.000 85.100
0.618 84.911
HIGH 84.605
0.618 84.416
0.500 84.358
0.382 84.299
LOW 84.110
0.618 83.804
1.000 83.615
1.618 83.309
2.618 82.814
4.250 82.006
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 84.407 84.352
PP 84.382 84.272
S1 84.358 84.193

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

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