ICE US Dollar Index Future December 2013


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 82.030 81.675 -0.355 -0.4% 82.385
High 82.150 81.950 -0.200 -0.2% 83.150
Low 81.640 81.520 -0.120 -0.1% 82.300
Close 81.711 81.674 -0.037 0.0% 82.397
Range 0.510 0.430 -0.080 -15.7% 0.850
ATR 0.486 0.482 -0.004 -0.8% 0.000
Volume 18,371 32,653 14,282 77.7% 14,633
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 83.005 82.769 81.911
R3 82.575 82.339 81.792
R2 82.145 82.145 81.753
R1 81.909 81.909 81.713 81.812
PP 81.715 81.715 81.715 81.666
S1 81.479 81.479 81.635 81.382
S2 81.285 81.285 81.595
S3 80.855 81.049 81.556
S4 80.425 80.619 81.438
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 81.520 1.630 2.0% 0.533 0.7% 9% False True 14,319
10 83.150 81.520 1.630 2.0% 0.468 0.6% 9% False True 8,261
20 83.150 81.035 2.115 2.6% 0.446 0.5% 30% False False 4,366
40 83.210 81.035 2.175 2.7% 0.446 0.5% 29% False False 2,244
60 85.220 81.035 4.185 5.1% 0.458 0.6% 15% False False 1,518
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 0.093
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.778
2.618 83.076
1.618 82.646
1.000 82.380
0.618 82.216
HIGH 81.950
0.618 81.786
0.500 81.735
0.382 81.684
LOW 81.520
0.618 81.254
1.000 81.090
1.618 80.824
2.618 80.394
4.250 79.693
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 81.735 81.853
PP 81.715 81.793
S1 81.694 81.734

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

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