ICE US Dollar Index Future December 2013


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 80.650 80.460 -0.190 -0.2% 80.470
High 80.700 80.490 -0.210 -0.3% 80.760
Low 80.205 80.115 -0.090 -0.1% 80.205
Close 80.377 80.323 -0.054 -0.1% 80.377
Range 0.495 0.375 -0.120 -24.2% 0.555
ATR 0.444 0.439 -0.005 -1.1% 0.000
Volume 17,030 16,348 -682 -4.0% 84,525
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 81.434 81.254 80.529
R3 81.059 80.879 80.426
R2 80.684 80.684 80.392
R1 80.504 80.504 80.357 80.407
PP 80.309 80.309 80.309 80.261
S1 80.129 80.129 80.289 80.032
S2 79.934 79.934 80.254
S3 79.559 79.754 80.220
S4 79.184 79.379 80.117
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 82.112 81.800 80.682
R3 81.557 81.245 80.530
R2 81.002 81.002 80.479
R1 80.690 80.690 80.428 80.569
PP 80.447 80.447 80.447 80.387
S1 80.135 80.135 80.326 80.014
S2 79.892 79.892 80.275
S3 79.337 79.580 80.224
S4 78.782 79.025 80.072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.760 80.115 0.645 0.8% 0.359 0.4% 32% False True 17,219
10 81.505 80.115 1.390 1.7% 0.419 0.5% 15% False True 22,095
20 83.150 80.115 3.035 3.8% 0.444 0.6% 7% False True 17,647
40 83.150 80.115 3.035 3.8% 0.433 0.5% 7% False True 9,022
60 85.100 80.115 4.985 6.2% 0.446 0.6% 4% False True 6,043
80 85.220 80.115 5.105 6.4% 0.431 0.5% 4% False True 4,566
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 True
Bear Hook False
Bull Hook False
Stretch 0.067
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.084
2.618 81.472
1.618 81.097
1.000 80.865
0.618 80.722
HIGH 80.490
0.618 80.347
0.500 80.303
0.382 80.258
LOW 80.115
0.618 79.883
1.000 79.740
1.618 79.508
2.618 79.133
4.250 78.521
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 80.316 80.438
PP 80.309 80.399
S1 80.303 80.361

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

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