ICE US Dollar Index Future December 2013


Trading Metrics calculated at close of trading on 01-Nov-2013
Day Change Summary
Previous Current
31-Oct-2013 01-Nov-2013 Change Change % Previous Week
Open 79.820 80.330 0.510 0.6% 79.300
High 80.355 80.870 0.515 0.6% 80.870
Low 79.740 80.320 0.580 0.7% 79.205
Close 80.263 80.810 0.547 0.7% 80.810
Range 0.615 0.550 -0.065 -10.6% 1.665
ATR 0.423 0.436 0.013 3.1% 0.000
Volume 26,159 31,317 5,158 19.7% 102,709
Daily Pivots for day following 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 82.317 82.113 81.113
R3 81.767 81.563 80.961
R2 81.217 81.217 80.911
R1 81.013 81.013 80.860 81.115
PP 80.667 80.667 80.667 80.718
S1 80.463 80.463 80.760 80.565
S2 80.117 80.117 80.709
S3 79.567 79.913 80.659
S4 79.017 79.363 80.508
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 85.290 84.715 81.726
R3 83.625 83.050 81.268
R2 81.960 81.960 81.115
R1 81.385 81.385 80.963 81.673
PP 80.295 80.295 80.295 80.439
S1 79.720 79.720 80.657 80.008
S2 78.630 78.630 80.505
S3 76.965 78.055 80.352
S4 75.300 76.390 79.894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.870 79.205 1.665 2.1% 0.459 0.6% 96% True False 20,541
10 80.870 79.060 1.810 2.2% 0.393 0.5% 97% True False 17,288
20 80.870 79.060 1.810 2.2% 0.420 0.5% 97% True False 17,693
40 82.550 79.060 3.490 4.3% 0.421 0.5% 50% False False 19,306
60 83.150 79.060 4.090 5.1% 0.432 0.5% 43% False False 13,225
80 83.725 79.060 4.665 5.8% 0.435 0.5% 38% False False 9,944
100 85.220 79.060 6.160 7.6% 0.447 0.6% 28% False False 7,965
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 0.084
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.208
2.618 82.310
1.618 81.760
1.000 81.420
0.618 81.210
HIGH 80.870
0.618 80.660
0.500 80.595
0.382 80.530
LOW 80.320
0.618 79.980
1.000 79.770
1.618 79.430
2.618 78.880
4.250 77.983
Fisher Pivots for day following 01-Nov-2013
Pivot 1 day 3 day
R1 80.738 80.599
PP 80.667 80.388
S1 80.595 80.178

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

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