ICE US Dollar Index Future September 2013


Trading Metrics calculated at close of trading on 13-Sep-2013
Day Change Summary
Previous Current
12-Sep-2013 13-Sep-2013 Change Change % Previous Week
Open 81.490 81.535 0.045 0.1% 82.250
High 81.740 81.730 -0.010 0.0% 82.330
Low 81.350 81.415 0.065 0.1% 81.350
Close 81.491 81.448 -0.043 -0.1% 81.448
Range 0.390 0.315 -0.075 -19.2% 0.980
ATR 0.524 0.509 -0.015 -2.8% 0.000
Volume 20,715 16,037 -4,678 -22.6% 141,357
Daily Pivots for day following 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 82.476 82.277 81.621
R3 82.161 81.962 81.535
R2 81.846 81.846 81.506
R1 81.647 81.647 81.477 81.589
PP 81.531 81.531 81.531 81.502
S1 81.332 81.332 81.419 81.274
S2 81.216 81.216 81.390
S3 80.901 81.017 81.361
S4 80.586 80.702 81.275
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 84.649 84.029 81.987
R3 83.669 83.049 81.718
R2 82.689 82.689 81.628
R1 82.069 82.069 81.538 81.889
PP 81.709 81.709 81.709 81.620
S1 81.089 81.089 81.358 80.909
S2 80.729 80.729 81.268
S3 79.749 80.109 81.179
S4 78.769 79.129 80.909
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.330 81.350 0.980 1.2% 0.418 0.5% 10% False False 28,271
10 82.780 81.350 1.430 1.8% 0.473 0.6% 7% False False 30,609
20 82.780 80.770 2.010 2.5% 0.483 0.6% 34% False False 30,521
40 83.060 80.770 2.290 2.8% 0.500 0.6% 30% False False 31,025
60 84.965 80.770 4.195 5.2% 0.551 0.7% 16% False False 33,607
80 84.965 80.615 4.350 5.3% 0.575 0.7% 19% False False 28,709
100 84.965 80.615 4.350 5.3% 0.570 0.7% 19% False False 22,999
120 84.965 80.615 4.350 5.3% 0.546 0.7% 19% False False 19,179
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.094
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.069
2.618 82.555
1.618 82.240
1.000 82.045
0.618 81.925
HIGH 81.730
0.618 81.610
0.500 81.573
0.382 81.535
LOW 81.415
0.618 81.220
1.000 81.100
1.618 80.905
2.618 80.590
4.250 80.076
Fisher Pivots for day following 13-Sep-2013
Pivot 1 day 3 day
R1 81.573 81.645
PP 81.531 81.579
S1 81.490 81.514

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

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