ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 11-Jul-2013

Day Change Summary
	Previous	Current
	10-Jul-2013	11-Jul-2013	Change	Change %	Previous Week
Open	84.875	82.870	-2.005	-2.4%	83.410
High	84.925	83.425	-1.500	-1.8%	84.930
Low	83.640	82.600	-1.040	-1.2%	83.170
Close	84.234	82.915	-1.319	-1.6%	84.689
Range	1.285	0.825	-0.460	-35.8%	1.760
ATR	0.703	0.770	0.066	9.5%	0.000
Volume	51,057	52,526	1,469	2.9%	141,202

Daily Pivots for day following 11-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.455	85.010	83.369
R3	84.630	84.185	83.142
R2	83.805	83.805	83.066
R1	83.360	83.360	82.991	83.583
PP	82.980	82.980	82.980	83.091
S1	82.535	82.535	82.839	82.758
S2	82.155	82.155	82.764
S3	81.330	81.710	82.688
S4	80.505	80.885	82.461

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	82.600	2.365	2.9%	0.822	1.0%	13%	False	True	45,386
10	84.965	82.600	2.365	2.9%	0.677	0.8%	13%	False	True	38,370
20	84.965	80.615	4.350	5.2%	0.649	0.8%	53%	False	False	40,727
40	84.965	80.615	4.350	5.2%	0.660	0.8%	53%	False	False	22,179
60	84.965	80.615	4.350	5.2%	0.599	0.7%	53%	False	False	14,818
80	84.965	80.615	4.350	5.2%	0.563	0.7%	53%	False	False	11,146
100	84.965	80.615	4.350	5.2%	0.466	0.6%	53%	False	False	8,927
120	84.965	79.465	5.500	6.6%	0.388	0.5%	63%	False	False	7,439

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.931
2.618	85.585
1.618	84.760
1.000	84.250
0.618	83.935
HIGH	83.425
0.618	83.110
0.500	83.013
0.382	82.915
LOW	82.600
0.618	82.090
1.000	81.775
1.618	81.265
2.618	80.440
4.250	79.094

Fisher Pivots for day following 11-Jul-2013
Pivot	1 day	3 day
R1	83.013	83.783
PP	82.980	83.493
S1	82.948	83.204

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