ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 30-Jul-2013

Day Change Summary
	Previous	Current
	29-Jul-2013	30-Jul-2013	Change	Change %	Previous Week
Open	81.775	81.805	0.030	0.0%	82.700
High	81.935	82.090	0.155	0.2%	82.740
Low	81.610	81.690	0.080	0.1%	81.640
Close	81.763	81.919	0.156	0.2%	81.764
Range	0.325	0.400	0.075	23.1%	1.100
ATR	0.622	0.606	-0.016	-2.5%	0.000
Volume	27,235	34,457	7,222	26.5%	142,864

Daily Pivots for day following 30-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	83.100	82.909	82.139
R3	82.700	82.509	82.029
R2	82.300	82.300	81.992
R1	82.109	82.109	81.956	82.205
PP	81.900	81.900	81.900	81.947
S1	81.709	81.709	81.882	81.805
S2	81.500	81.500	81.846
S3	81.100	81.309	81.809
S4	80.700	80.909	81.699

Weekly Pivots for week ending 26-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.348	84.656	82.369
R3	84.248	83.556	82.067
R2	83.148	83.148	81.966
R1	82.456	82.456	81.865	82.252
PP	82.048	82.048	82.048	81.946
S1	81.356	81.356	81.663	81.152
S2	80.948	80.948	81.562
S3	79.848	80.256	81.462
S4	78.748	79.156	81.159

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.515	81.610	0.905	1.1%	0.458	0.6%	34%	False	False	29,542
10	83.160	81.610	1.550	1.9%	0.478	0.6%	20%	False	False	30,377
20	84.965	81.610	3.355	4.1%	0.603	0.7%	9%	False	False	34,429
40	84.965	80.615	4.350	5.3%	0.614	0.7%	30%	False	False	31,886
60	84.965	80.615	4.350	5.3%	0.616	0.8%	30%	False	False	21,404
80	84.965	80.615	4.350	5.3%	0.571	0.7%	30%	False	False	16,075
100	84.965	80.615	4.350	5.3%	0.531	0.6%	30%	False	False	12,886
120	84.965	80.533	4.432	5.4%	0.444	0.5%	31%	False	False	10,739

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	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.113
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	83.790
2.618	83.137
1.618	82.737
1.000	82.490
0.618	82.337
HIGH	82.090
0.618	81.937
0.500	81.890
0.382	81.843
LOW	81.690
0.618	81.443
1.000	81.290
1.618	81.043
2.618	80.643
4.250	79.990

Fisher Pivots for day following 30-Jul-2013
Pivot	1 day	3 day
R1	81.909	81.896
PP	81.900	81.873
S1	81.890	81.850

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