ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 15-Jul-2013

Day Change Summary
	Previous	Current
	12-Jul-2013	15-Jul-2013	Change	Change %	Previous Week
Open	82.930	83.115	0.185	0.2%	84.830
High	83.400	83.620	0.220	0.3%	84.965
Low	82.885	83.035	0.150	0.2%	82.600
Close	83.163	83.196	0.033	0.0%	83.163
Range	0.515	0.585	0.070	13.6%	2.365
ATR	0.751	0.740	-0.012	-1.6%	0.000
Volume	32,221	27,749	-4,472	-13.9%	208,651

Daily Pivots for day following 15-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.039	84.702	83.518
R3	84.454	84.117	83.357
R2	83.869	83.869	83.303
R1	83.532	83.532	83.250	83.701
PP	83.284	83.284	83.284	83.368
S1	82.947	82.947	83.142	83.116
S2	82.699	82.699	83.089
S3	82.114	82.362	83.035
S4	81.529	81.777	82.874

Weekly Pivots for week ending 12-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	90.671	89.282	84.464
R3	88.306	86.917	83.813
R2	85.941	85.941	83.597
R1	84.552	84.552	83.380	84.064
PP	83.576	83.576	83.576	83.332
S1	82.187	82.187	82.946	81.699
S2	81.211	81.211	82.729
S3	78.846	79.822	82.513
S4	76.481	77.457	81.862

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	2.8%	0.773	0.9%	25%	False	False	41,000
10	84.965	82.600	2.365	2.8%	0.683	0.8%	25%	False	False	37,760
20	84.965	80.615	4.350	5.2%	0.658	0.8%	59%	False	False	39,330
40	84.965	80.615	4.350	5.2%	0.658	0.8%	59%	False	False	23,669
60	84.965	80.615	4.350	5.2%	0.605	0.7%	59%	False	False	15,816
80	84.965	80.615	4.350	5.2%	0.567	0.7%	59%	False	False	11,891
100	84.965	80.615	4.350	5.2%	0.477	0.6%	59%	False	False	9,527
120	84.965	79.465	5.500	6.6%	0.398	0.5%	68%	False	False	7,939

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	0.093
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.106
2.618	85.152
1.618	84.567
1.000	84.205
0.618	83.982
HIGH	83.620
0.618	83.397
0.500	83.328
0.382	83.258
LOW	83.035
0.618	82.673
1.000	82.450
1.618	82.088
2.618	81.503
4.250	80.549

Fisher Pivots for day following 15-Jul-2013
Pivot	1 day	3 day
R1	83.328	83.167
PP	83.284	83.139
S1	83.240	83.110

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