ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 09-Jul-2013

Day Change Summary
	Previous	Current
	08-Jul-2013	09-Jul-2013	Change	Change %	Previous Week
Open	84.830	84.485	-0.345	-0.4%	83.410
High	84.835	84.965	0.130	0.2%	84.930
Low	84.355	84.310	-0.045	-0.1%	83.170
Close	84.414	84.781	0.367	0.4%	84.689
Range	0.480	0.655	0.175	36.5%	1.760
ATR	0.659	0.658	0.000	0.0%	0.000
Volume	31,397	41,450	10,053	32.0%	141,202

Daily Pivots for day following 09-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	86.650	86.371	85.141
R3	85.995	85.716	84.961
R2	85.340	85.340	84.901
R1	85.061	85.061	84.841	85.201
PP	84.685	84.685	84.685	84.755
S1	84.406	84.406	84.721	84.546
S2	84.030	84.030	84.661
S3	83.375	83.751	84.601
S4	82.720	83.096	84.421

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	84.965	83.170	1.795	2.1%	0.665	0.8%	90%	True	False	37,807
10	84.965	82.440	2.525	3.0%	0.571	0.7%	93%	True	False	34,751
20	84.965	80.615	4.350	5.1%	0.610	0.7%	96%	True	False	37,415
40	84.965	80.615	4.350	5.1%	0.636	0.7%	96%	True	False	19,603
60	84.965	80.615	4.350	5.1%	0.592	0.7%	96%	True	False	13,105
80	84.965	80.615	4.350	5.1%	0.546	0.6%	96%	True	False	9,851
100	84.965	80.615	4.350	5.1%	0.445	0.5%	96%	True	False	7,891
120	84.965	79.465	5.500	6.5%	0.371	0.4%	97%	True	False	6,576

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.118
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.749
2.618	86.680
1.618	86.025
1.000	85.620
0.618	85.370
HIGH	84.965
0.618	84.715
0.500	84.638
0.382	84.560
LOW	84.310
0.618	83.905
1.000	83.655
1.618	83.250
2.618	82.595
4.250	81.526

Fisher Pivots for day following 09-Jul-2013
Pivot	1 day	3 day
R1	84.733	84.692
PP	84.685	84.604
S1	84.638	84.515

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