ICE US Dollar Index Future December 2013

Trading Metrics calculated at close of trading on 28-Oct-2013

Day Change Summary
	Previous	Current
	25-Oct-2013	28-Oct-2013	Change	Change %	Previous Week
Open	79.255	79.300	0.045	0.1%	79.730
High	79.380	79.445	0.065	0.1%	79.875
Low	79.060	79.205	0.145	0.2%	79.060
Close	79.246	79.306	0.060	0.1%	79.246
Range	0.320	0.240	-0.080	-25.0%	0.815
ATR	0.412	0.399	-0.012	-3.0%	0.000
Volume	11,624	10,854	-770	-6.6%	70,179

Daily Pivots for day following 28-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	80.039	79.912	79.438
R3	79.799	79.672	79.372
R2	79.559	79.559	79.350
R1	79.432	79.432	79.328	79.496
PP	79.319	79.319	79.319	79.350
S1	79.192	79.192	79.284	79.256
S2	79.079	79.079	79.262
S3	78.839	78.952	79.240
S4	78.599	78.712	79.174

Weekly Pivots for week ending 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	81.839	81.357	79.694
R3	81.024	80.542	79.470
R2	80.209	80.209	79.395
R1	79.727	79.727	79.321	79.561
PP	79.394	79.394	79.394	79.310
S1	78.912	78.912	79.171	78.746
S2	78.579	78.579	79.097
S3	77.764	78.097	79.022
S4	76.949	77.282	78.798

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.860	79.060	0.800	1.0%	0.335	0.4%	31%	False	False	13,995
10	80.850	79.060	1.790	2.3%	0.405	0.5%	14%	False	False	16,336
20	80.865	79.060	1.805	2.3%	0.405	0.5%	14%	False	False	17,070
40	83.150	79.060	4.090	5.2%	0.425	0.5%	6%	False	False	17,358
60	83.150	79.060	4.090	5.2%	0.424	0.5%	6%	False	False	11,704
80	85.100	79.060	6.040	7.6%	0.436	0.5%	4%	False	False	8,800
100	85.220	79.060	6.160	7.8%	0.426	0.5%	4%	False	False	7,067

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	0.087
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	80.465
2.618	80.073
1.618	79.833
1.000	79.685
0.618	79.593
HIGH	79.445
0.618	79.353
0.500	79.325
0.382	79.297
LOW	79.205
0.618	79.057
1.000	78.965
1.618	78.817
2.618	78.577
4.250	78.185

Fisher Pivots for day following 28-Oct-2013
Pivot	1 day	3 day
R1	79.325	79.288
PP	79.319	79.270
S1	79.312	79.253

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