ICE US Dollar Index Future December 2013


Trading Metrics calculated at close of trading on 23-Sep-2013
Day Change Summary
Previous Current
20-Sep-2013 23-Sep-2013 Change Change % Previous Week
Open 80.450 80.470 0.020 0.0% 81.325
High 80.685 80.645 -0.040 0.0% 81.505
Low 80.405 80.395 -0.010 0.0% 80.155
Close 80.549 80.571 0.022 0.0% 80.549
Range 0.280 0.250 -0.030 -10.7% 1.350
ATR 0.489 0.472 -0.017 -3.5% 0.000
Volume 22,685 14,778 -7,907 -34.9% 140,950
Daily Pivots for day following 23-Sep-2013
Classic Woodie Camarilla DeMark
R4 81.287 81.179 80.709
R3 81.037 80.929 80.640
R2 80.787 80.787 80.617
R1 80.679 80.679 80.594 80.733
PP 80.537 80.537 80.537 80.564
S1 80.429 80.429 80.548 80.483
S2 80.287 80.287 80.525
S3 80.037 80.179 80.502
S4 79.787 79.929 80.434
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 84.786 84.018 81.292
R3 83.436 82.668 80.920
R2 82.086 82.086 80.797
R1 81.318 81.318 80.673 81.027
PP 80.736 80.736 80.736 80.591
S1 79.968 79.968 80.425 79.677
S2 79.386 79.386 80.302
S3 78.036 78.618 80.178
S4 76.686 77.268 79.807
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.505 80.155 1.350 1.7% 0.479 0.6% 31% False False 26,971
10 82.185 80.155 2.030 2.5% 0.424 0.5% 20% False False 24,418
20 83.150 80.155 2.995 3.7% 0.467 0.6% 14% False False 13,550
40 83.150 80.155 2.995 3.7% 0.452 0.6% 14% False False 6,882
60 85.220 80.155 5.065 6.3% 0.464 0.6% 8% False False 4,612
80 85.220 80.155 5.065 6.3% 0.421 0.5% 8% False False 3,490
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.104
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 81.708
2.618 81.300
1.618 81.050
1.000 80.895
0.618 80.800
HIGH 80.645
0.618 80.550
0.500 80.520
0.382 80.491
LOW 80.395
0.618 80.241
1.000 80.145
1.618 79.991
2.618 79.741
4.250 79.333
Fisher Pivots for day following 23-Sep-2013
Pivot 1 day 3 day
R1 80.554 80.521
PP 80.537 80.470
S1 80.520 80.420

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

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