ICE US Dollar Index Future December 2013


Trading Metrics calculated at close of trading on 16-Oct-2013
Day Change Summary
Previous Current
15-Oct-2013 16-Oct-2013 Change Change % Previous Week
Open 80.445 80.585 0.140 0.2% 80.200
High 80.800 80.850 0.050 0.1% 80.865
Low 80.340 80.370 0.030 0.0% 79.915
Close 80.561 80.563 0.002 0.0% 80.452
Range 0.460 0.480 0.020 4.3% 0.950
ATR 0.422 0.426 0.004 1.0% 0.000
Volume 24,933 18,319 -6,614 -26.5% 88,584
Daily Pivots for day following 16-Oct-2013
Classic Woodie Camarilla DeMark
R4 82.034 81.779 80.827
R3 81.554 81.299 80.695
R2 81.074 81.074 80.651
R1 80.819 80.819 80.607 80.707
PP 80.594 80.594 80.594 80.538
S1 80.339 80.339 80.519 80.227
S2 80.114 80.114 80.475
S3 79.634 79.859 80.431
S4 79.154 79.379 80.299
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 80.850 80.200 0.650 0.8% 0.358 0.4% 56% True False 16,746
10 80.865 79.720 1.145 1.4% 0.403 0.5% 74% False False 17,185
20 80.865 79.720 1.145 1.4% 0.386 0.5% 74% False False 19,053
40 83.150 79.720 3.430 4.3% 0.428 0.5% 25% False False 14,490
60 83.150 79.720 3.430 4.3% 0.433 0.5% 25% False False 9,715
80 85.220 79.720 5.500 6.8% 0.442 0.5% 15% False False 7,302
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.086
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 82.890
2.618 82.107
1.618 81.627
1.000 81.330
0.618 81.147
HIGH 80.850
0.618 80.667
0.500 80.610
0.382 80.553
LOW 80.370
0.618 80.073
1.000 79.890
1.618 79.593
2.618 79.113
4.250 78.330
Fisher Pivots for day following 16-Oct-2013
Pivot 1 day 3 day
R1 80.610 80.550
PP 80.594 80.538
S1 80.579 80.525

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

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