ICE US Dollar Index Future December 2013


Trading Metrics calculated at close of trading on 24-Sep-2013
Day Change Summary
Previous Current
23-Sep-2013 24-Sep-2013 Change Change % Previous Week
Open 80.470 80.570 0.100 0.1% 81.325
High 80.645 80.745 0.100 0.1% 81.505
Low 80.395 80.520 0.125 0.2% 80.155
Close 80.571 80.690 0.119 0.1% 80.549
Range 0.250 0.225 -0.025 -10.0% 1.350
ATR 0.472 0.454 -0.018 -3.7% 0.000
Volume 14,778 15,622 844 5.7% 140,950
Daily Pivots for day following 24-Sep-2013
Classic Woodie Camarilla DeMark
R4 81.327 81.233 80.814
R3 81.102 81.008 80.752
R2 80.877 80.877 80.731
R1 80.783 80.783 80.711 80.830
PP 80.652 80.652 80.652 80.675
S1 80.558 80.558 80.669 80.605
S2 80.427 80.427 80.649
S3 80.202 80.333 80.628
S4 79.977 80.108 80.566
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 81.370 80.155 1.215 1.5% 0.472 0.6% 44% False False 27,494
10 82.150 80.155 1.995 2.5% 0.424 0.5% 27% False False 25,268
20 83.150 80.155 2.995 3.7% 0.457 0.6% 18% False False 14,302
40 83.150 80.155 2.995 3.7% 0.448 0.6% 18% False False 7,270
60 85.220 80.155 5.065 6.3% 0.457 0.6% 11% False False 4,871
80 85.220 80.155 5.065 6.3% 0.424 0.5% 11% False False 3,685
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.100
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 81.701
2.618 81.334
1.618 81.109
1.000 80.970
0.618 80.884
HIGH 80.745
0.618 80.659
0.500 80.633
0.382 80.606
LOW 80.520
0.618 80.381
1.000 80.295
1.618 80.156
2.618 79.931
4.250 79.564
Fisher Pivots for day following 24-Sep-2013
Pivot 1 day 3 day
R1 80.671 80.650
PP 80.652 80.610
S1 80.633 80.570

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

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