ICE US Dollar Index Future September 2013


Trading Metrics calculated at close of trading on 06-Aug-2013
Day Change Summary
Previous Current
05-Aug-2013 06-Aug-2013 Change Change % Previous Week
Open 82.010 81.930 -0.080 -0.1% 81.775
High 82.160 82.015 -0.145 -0.2% 82.610
Low 81.810 81.560 -0.250 -0.3% 81.480
Close 81.936 81.658 -0.278 -0.3% 81.978
Range 0.350 0.455 0.105 30.0% 1.130
ATR 0.628 0.616 -0.012 -2.0% 0.000
Volume 24,480 28,734 4,254 17.4% 212,371
Daily Pivots for day following 06-Aug-2013
Classic Woodie Camarilla DeMark
R4 83.109 82.839 81.908
R3 82.654 82.384 81.783
R2 82.199 82.199 81.741
R1 81.929 81.929 81.700 81.837
PP 81.744 81.744 81.744 81.698
S1 81.474 81.474 81.616 81.382
S2 81.289 81.289 81.575
S3 80.834 81.019 81.533
S4 80.379 80.564 81.408
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 85.413 84.825 82.600
R3 84.283 83.695 82.289
R2 83.153 83.153 82.185
R1 82.565 82.565 82.082 82.859
PP 82.023 82.023 82.023 82.170
S1 81.435 81.435 81.874 81.729
S2 80.893 80.893 81.771
S3 79.763 80.305 81.667
S4 78.633 79.175 81.357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.610 81.480 1.130 1.4% 0.627 0.8% 16% False False 40,778
10 82.610 81.480 1.130 1.4% 0.543 0.7% 16% False False 35,160
20 84.925 81.480 3.445 4.2% 0.594 0.7% 5% False False 35,172
40 84.965 80.615 4.350 5.3% 0.602 0.7% 24% False False 36,293
60 84.965 80.615 4.350 5.3% 0.622 0.8% 24% False False 24,793
80 84.965 80.615 4.350 5.3% 0.593 0.7% 24% False False 18,622
100 84.965 80.615 4.350 5.3% 0.555 0.7% 24% False False 14,915
120 84.965 80.615 4.350 5.3% 0.470 0.6% 24% False False 12,438
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 0.132
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.949
2.618 83.206
1.618 82.751
1.000 82.470
0.618 82.296
HIGH 82.015
0.618 81.841
0.500 81.788
0.382 81.734
LOW 81.560
0.618 81.279
1.000 81.105
1.618 80.824
2.618 80.369
4.250 79.626
Fisher Pivots for day following 06-Aug-2013
Pivot 1 day 3 day
R1 81.788 82.085
PP 81.744 81.943
S1 81.701 81.800

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

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