ICE US Dollar Index Future December 2013


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 82.465 82.920 0.455 0.6% 82.385
High 82.955 83.150 0.195 0.2% 83.150
Low 82.385 82.300 -0.085 -0.1% 82.300
Close 82.916 82.397 -0.519 -0.6% 82.397
Range 0.570 0.850 0.280 49.1% 0.850
ATR 0.465 0.493 0.027 5.9% 0.000
Volume 7,130 4,731 -2,399 -33.6% 14,633
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 85.166 84.631 82.865
R3 84.316 83.781 82.631
R2 83.466 83.466 82.553
R1 82.931 82.931 82.475 82.774
PP 82.616 82.616 82.616 82.537
S1 82.081 82.081 82.319 81.924
S2 81.766 81.766 82.241
S3 80.916 81.231 82.163
S4 80.066 80.381 81.930
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 85.166 84.631 82.865
R3 84.316 83.781 82.631
R2 83.466 83.466 82.553
R1 82.931 82.931 82.475 83.199
PP 82.616 82.616 82.616 82.749
S1 82.081 82.081 82.319 82.349
S2 81.766 81.766 82.241
S3 80.916 81.231 82.163
S4 80.066 80.381 81.930
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.150 82.300 0.850 1.0% 0.495 0.6% 11% True True 2,926
10 83.150 81.395 1.755 2.1% 0.470 0.6% 57% True False 1,857
20 83.150 81.035 2.115 2.6% 0.454 0.6% 64% True False 1,063
40 83.725 81.035 2.690 3.3% 0.449 0.5% 51% False False 581
60 85.220 80.950 4.270 5.2% 0.464 0.6% 34% False False 405
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.101
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 86.763
2.618 85.375
1.618 84.525
1.000 84.000
0.618 83.675
HIGH 83.150
0.618 82.825
0.500 82.725
0.382 82.625
LOW 82.300
0.618 81.775
1.000 81.450
1.618 80.925
2.618 80.075
4.250 78.688
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 82.725 82.725
PP 82.616 82.616
S1 82.506 82.506

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

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