ICE US Dollar Index Future September 2013


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 81.400 81.385 -0.015 0.0% 81.320
High 81.555 81.615 0.060 0.1% 81.950
Low 81.305 81.140 -0.165 -0.2% 80.770
Close 81.441 81.200 -0.241 -0.3% 81.392
Range 0.250 0.475 0.225 90.0% 1.180
ATR 0.530 0.526 -0.004 -0.7% 0.000
Volume 16,701 34,093 17,392 104.1% 154,316
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 82.743 82.447 81.461
R3 82.268 81.972 81.331
R2 81.793 81.793 81.287
R1 81.497 81.497 81.244 81.408
PP 81.318 81.318 81.318 81.274
S1 81.022 81.022 81.156 80.933
S2 80.843 80.843 81.113
S3 80.368 80.547 81.069
S4 79.893 80.072 80.939
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 84.911 84.331 82.041
R3 83.731 83.151 81.717
R2 82.551 82.551 81.608
R1 81.971 81.971 81.500 82.261
PP 81.371 81.371 81.371 81.516
S1 80.791 80.791 81.284 81.081
S2 80.191 80.191 81.176
S3 79.011 79.611 81.068
S4 77.831 78.431 80.743
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.950 80.925 1.025 1.3% 0.469 0.6% 27% False False 30,590
10 81.995 80.770 1.225 1.5% 0.470 0.6% 35% False False 28,963
20 82.610 80.770 1.840 2.3% 0.507 0.6% 23% False False 31,779
40 84.965 80.770 4.195 5.2% 0.555 0.7% 10% False False 33,104
60 84.965 80.615 4.350 5.4% 0.578 0.7% 13% False False 31,851
80 84.965 80.615 4.350 5.4% 0.589 0.7% 13% False False 23,998
100 84.965 80.615 4.350 5.4% 0.558 0.7% 13% False False 19,216
120 84.965 80.615 4.350 5.4% 0.527 0.6% 13% False False 16,035
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.124
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.634
2.618 82.859
1.618 82.384
1.000 82.090
0.618 81.909
HIGH 81.615
0.618 81.434
0.500 81.378
0.382 81.321
LOW 81.140
0.618 80.846
1.000 80.665
1.618 80.371
2.618 79.896
4.250 79.121
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 81.378 81.420
PP 81.318 81.347
S1 81.259 81.273

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

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