ICE US Dollar Index Future September 2013

Trading Metrics calculated at close of trading on 03-Sep-2013

Day Change Summary
	Previous	Current
	30-Aug-2013	03-Sep-2013	Change	Change %	Previous Week
Open	82.025	82.350	0.325	0.4%	81.400
High	82.325	82.780	0.455	0.6%	82.325
Low	81.930	82.280	0.350	0.4%	81.135
Close	82.142	82.401	0.259	0.3%	82.142
Range	0.395	0.500	0.105	26.6%	1.190
ATR	0.537	0.544	0.007	1.3%	0.000
Volume	27,161	31,777	4,616	17.0%	151,436

Daily Pivots for day following 03-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	83.987	83.694	82.676
R3	83.487	83.194	82.539
R2	82.987	82.987	82.493
R1	82.694	82.694	82.447	82.841
PP	82.487	82.487	82.487	82.560
S1	82.194	82.194	82.355	82.341
S2	81.987	81.987	82.309
S3	81.487	81.694	82.264
S4	80.987	81.194	82.126

Weekly Pivots for week ending 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	85.437	84.980	82.797
R3	84.247	83.790	82.469
R2	83.057	83.057	82.360
R1	82.600	82.600	82.251	82.829
PP	81.867	81.867	81.867	81.982
S1	81.410	81.410	82.033	81.639
S2	80.677	80.677	81.924
S3	79.487	80.220	81.815
S4	78.297	79.030	81.488

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.780	81.135	1.645	2.0%	0.545	0.7%	77%	True	False	33,302
10	82.780	80.770	2.010	2.4%	0.521	0.6%	81%	True	False	31,625
20	82.780	80.770	2.010	2.4%	0.485	0.6%	81%	True	False	29,642
40	84.965	80.770	4.195	5.1%	0.544	0.7%	39%	False	False	32,725
60	84.965	80.615	4.350	5.3%	0.564	0.7%	41%	False	False	33,745
80	84.965	80.615	4.350	5.3%	0.585	0.7%	41%	False	False	25,647
100	84.965	80.615	4.350	5.3%	0.568	0.7%	41%	False	False	20,539
120	84.965	80.615	4.350	5.3%	0.540	0.7%	41%	False	False	17,130

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	0.088
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.905
2.618	84.089
1.618	83.589
1.000	83.280
0.618	83.089
HIGH	82.780
0.618	82.589
0.500	82.530
0.382	82.471
LOW	82.280
0.618	81.971
1.000	81.780
1.618	81.471
2.618	80.971
4.250	80.155

Fisher Pivots for day following 03-Sep-2013
Pivot	1 day	3 day
R1	82.530	82.301
PP	82.487	82.200
S1	82.444	82.100

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