ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 08-Jul-2013

Day Change Summary
	Previous	Current
	05-Jul-2013	08-Jul-2013	Change	Change %	Previous Week
Open	84.125	84.830	0.705	0.8%	83.410
High	84.930	84.835	-0.095	-0.1%	84.930
Low	84.065	84.355	0.290	0.3%	83.170
Close	84.689	84.414	-0.275	-0.3%	84.689
Range	0.865	0.480	-0.385	-44.5%	1.760
ATR	0.672	0.659	-0.014	-2.0%	0.000
Volume	50,501	31,397	-19,104	-37.8%	141,202

Daily Pivots for day following 08-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.975	85.674	84.678
R3	85.495	85.194	84.546
R2	85.015	85.015	84.502
R1	84.714	84.714	84.458	84.625
PP	84.535	84.535	84.535	84.490
S1	84.234	84.234	84.370	84.145
S2	84.055	84.055	84.326
S3	83.575	83.754	84.282
S4	83.095	83.274	84.150

Weekly Pivots for week ending 05-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	89.543	88.876	85.657
R3	87.783	87.116	85.173
R2	86.023	86.023	85.012
R1	85.356	85.356	84.850	85.690
PP	84.263	84.263	84.263	84.430
S1	83.596	83.596	84.528	83.930
S2	82.503	82.503	84.366
S3	80.743	81.836	84.205
S4	78.983	80.076	83.721

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.930	83.170	1.760	2.1%	0.593	0.7%	71%	False	False	34,519
10	84.930	82.440	2.490	2.9%	0.558	0.7%	79%	False	False	34,848
20	84.930	80.615	4.315	5.1%	0.602	0.7%	88%	False	False	35,784
40	84.930	80.615	4.315	5.1%	0.625	0.7%	88%	False	False	18,569
60	84.930	80.615	4.315	5.1%	0.584	0.7%	88%	False	False	12,415
80	84.930	80.615	4.315	5.1%	0.538	0.6%	88%	False	False	9,333
100	84.930	80.615	4.315	5.1%	0.438	0.5%	88%	False	False	7,476
120	84.930	79.465	5.465	6.5%	0.365	0.4%	91%	False	False	6,230

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.119
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	86.875
2.618	86.092
1.618	85.612
1.000	85.315
0.618	85.132
HIGH	84.835
0.618	84.652
0.500	84.595
0.382	84.538
LOW	84.355
0.618	84.058
1.000	83.875
1.618	83.578
2.618	83.098
4.250	82.315

Fisher Pivots for day following 08-Jul-2013
Pivot	1 day	3 day
R1	84.595	84.310
PP	84.535	84.206
S1	84.474	84.103

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols