ICE US Dollar Index Future September 2013


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 80.970 80.810 -0.160 -0.2% 82.120
High 81.205 81.065 -0.140 -0.2% 82.355
Low 80.785 80.705 -0.080 -0.1% 80.710
Close 80.845 80.968 0.123 0.2% 80.845
Range 0.420 0.360 -0.060 -14.3% 1.645
ATR 0.628 0.608 -0.019 -3.0% 0.000
Volume 48,600 29,562 -19,038 -39.2% 134,079
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 81.993 81.840 81.166
R3 81.633 81.480 81.067
R2 81.273 81.273 81.034
R1 81.120 81.120 81.001 81.197
PP 80.913 80.913 80.913 80.951
S1 80.760 80.760 80.935 80.837
S2 80.553 80.553 80.902
S3 80.193 80.400 80.869
S4 79.833 80.040 80.770
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 86.238 85.187 81.750
R3 84.593 83.542 81.297
R2 82.948 82.948 81.147
R1 81.897 81.897 80.996 81.600
PP 81.303 81.303 81.303 81.155
S1 80.252 80.252 80.694 79.955
S2 79.658 79.658 80.543
S3 78.013 78.607 80.393
S4 76.368 76.962 79.940
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.000 80.705 1.295 1.6% 0.523 0.6% 20% False True 30,959
10 83.260 80.705 2.555 3.2% 0.624 0.8% 10% False True 18,241
20 84.835 80.705 4.130 5.1% 0.648 0.8% 6% False True 9,460
40 84.835 80.705 4.130 5.1% 0.581 0.7% 6% False True 4,796
60 84.835 80.705 4.130 5.1% 0.535 0.7% 6% False True 3,225
80 84.835 80.705 4.130 5.1% 0.436 0.5% 6% False True 2,445
100 84.835 79.465 5.370 6.6% 0.349 0.4% 28% False False 1,956
120 84.835 79.465 5.370 6.6% 0.291 0.4% 28% False False 1,630
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.145
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 82.595
2.618 82.007
1.618 81.647
1.000 81.425
0.618 81.287
HIGH 81.065
0.618 80.927
0.500 80.885
0.382 80.843
LOW 80.705
0.618 80.483
1.000 80.345
1.618 80.123
2.618 79.763
4.250 79.175
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 80.940 80.965
PP 80.913 80.961
S1 80.885 80.958

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

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