ICE US Dollar Index Future December 2013


Trading Metrics calculated at close of trading on 22-Aug-2013
Day Change Summary
Previous Current
21-Aug-2013 22-Aug-2013 Change Change % Previous Week
Open 81.200 81.700 0.500 0.6% 81.400
High 81.725 82.010 0.285 0.3% 82.260
Low 81.160 81.685 0.525 0.6% 81.350
Close 81.473 81.789 0.316 0.4% 81.543
Range 0.565 0.325 -0.240 -42.5% 0.910
ATR 0.478 0.482 0.004 0.9% 0.000
Volume 304 384 80 26.3% 1,178
Daily Pivots for day following 22-Aug-2013
Classic Woodie Camarilla DeMark
R4 82.803 82.621 81.968
R3 82.478 82.296 81.878
R2 82.153 82.153 81.849
R1 81.971 81.971 81.819 82.062
PP 81.828 81.828 81.828 81.874
S1 81.646 81.646 81.759 81.737
S2 81.503 81.503 81.729
S3 81.178 81.321 81.700
S4 80.853 80.996 81.610
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 84.448 83.905 82.044
R3 83.538 82.995 81.793
R2 82.628 82.628 81.710
R1 82.085 82.085 81.626 82.357
PP 81.718 81.718 81.718 81.853
S1 81.175 81.175 81.460 81.447
S2 80.808 80.808 81.376
S3 79.898 80.265 81.293
S4 78.988 79.355 81.043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.010 81.035 0.975 1.2% 0.394 0.5% 77% True False 299
10 82.260 81.035 1.225 1.5% 0.414 0.5% 62% False False 251
20 82.795 81.035 1.760 2.2% 0.430 0.5% 43% False False 180
40 85.220 81.035 4.185 5.1% 0.458 0.6% 18% False False 122
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.084
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 83.391
2.618 82.861
1.618 82.536
1.000 82.335
0.618 82.211
HIGH 82.010
0.618 81.886
0.500 81.848
0.382 81.809
LOW 81.685
0.618 81.484
1.000 81.360
1.618 81.159
2.618 80.834
4.250 80.304
Fisher Pivots for day following 22-Aug-2013
Pivot 1 day 3 day
R1 81.848 81.700
PP 81.828 81.611
S1 81.809 81.523

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

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