ICE US Dollar Index Future December 2013

Trading Metrics calculated at close of trading on 10-Oct-2013

Day Change Summary
	Previous	Current
	09-Oct-2013	10-Oct-2013	Change	Change %	Previous Week
Open	79.970	80.500	0.530	0.7%	80.460
High	80.865	80.685	-0.180	-0.2%	80.490
Low	79.950	80.395	0.445	0.6%	79.720
Close	80.466	80.517	0.051	0.1%	80.220
Range	0.915	0.290	-0.625	-68.3%	0.770
ATR	0.450	0.439	-0.011	-2.5%	0.000
Volume	29,224	15,997	-13,227	-45.3%	95,732

Daily Pivots for day following 10-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	81.402	81.250	80.677
R3	81.112	80.960	80.597
R2	80.822	80.822	80.570
R1	80.670	80.670	80.544	80.746
PP	80.532	80.532	80.532	80.571
S1	80.380	80.380	80.490	80.456
S2	80.242	80.242	80.464
S3	79.952	80.090	80.437
S4	79.662	79.800	80.358

Weekly Pivots for week ending 04-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	82.453	82.107	80.644
R3	81.683	81.337	80.432
R2	80.913	80.913	80.361
R1	80.567	80.567	80.291	80.355
PP	80.143	80.143	80.143	80.038
S1	79.797	79.797	80.149	79.585
S2	79.373	79.373	80.079
S3	78.603	79.027	80.008
S4	77.833	78.257	79.797

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.865	79.780	1.085	1.3%	0.446	0.6%	68%	False	False	17,694
10	80.865	79.720	1.145	1.4%	0.436	0.5%	70%	False	False	18,692
20	81.915	79.720	2.195	2.7%	0.418	0.5%	36%	False	False	21,284
40	83.150	79.720	3.430	4.3%	0.432	0.5%	23%	False	False	12,825
60	83.210	79.720	3.490	4.3%	0.437	0.5%	23%	False	False	8,591
80	85.220	79.720	5.500	6.8%	0.448	0.6%	14%	False	False	6,459

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.063
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	81.918
2.618	81.444
1.618	81.154
1.000	80.975
0.618	80.864
HIGH	80.685
0.618	80.574
0.500	80.540
0.382	80.506
LOW	80.395
0.618	80.216
1.000	80.105
1.618	79.926
2.618	79.636
4.250	79.163

Fisher Pivots for day following 10-Oct-2013
Pivot	1 day	3 day
R1	80.540	80.475
PP	80.532	80.432
S1	80.525	80.390

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols