ICE US Dollar Index Future December 2013


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 80.500 80.580 0.080 0.1% 80.200
High 80.685 80.625 -0.060 -0.1% 80.865
Low 80.395 80.340 -0.055 -0.1% 79.915
Close 80.517 80.452 -0.065 -0.1% 80.452
Range 0.290 0.285 -0.005 -1.7% 0.950
ATR 0.439 0.428 -0.011 -2.5% 0.000
Volume 15,997 14,418 -1,579 -9.9% 88,584
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 81.327 81.175 80.609
R3 81.042 80.890 80.530
R2 80.757 80.757 80.504
R1 80.605 80.605 80.478 80.539
PP 80.472 80.472 80.472 80.439
S1 80.320 80.320 80.426 80.254
S2 80.187 80.187 80.400
S3 79.902 80.035 80.374
S4 79.617 79.750 80.295
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 83.261 82.806 80.975
R3 82.311 81.856 80.713
R2 81.361 81.361 80.626
R1 80.906 80.906 80.539 81.134
PP 80.411 80.411 80.411 80.524
S1 79.956 79.956 80.365 80.184
S2 79.461 79.461 80.278
S3 78.511 79.006 80.191
S4 77.561 78.056 79.930
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.865 79.915 0.950 1.2% 0.402 0.5% 57% False False 17,716
10 80.865 79.720 1.145 1.4% 0.415 0.5% 64% False False 18,431
20 81.505 79.720 1.785 2.2% 0.415 0.5% 41% False False 20,489
40 83.150 79.720 3.430 4.3% 0.431 0.5% 21% False False 13,176
60 83.150 79.720 3.430 4.3% 0.436 0.5% 21% False False 8,830
80 85.220 79.720 5.500 6.8% 0.441 0.5% 13% False False 6,639
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 0.063
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.836
2.618 81.371
1.618 81.086
1.000 80.910
0.618 80.801
HIGH 80.625
0.618 80.516
0.500 80.483
0.382 80.449
LOW 80.340
0.618 80.164
1.000 80.055
1.618 79.879
2.618 79.594
4.250 79.129
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 80.483 80.437
PP 80.472 80.422
S1 80.462 80.408

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

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