ICE US Dollar Index Future December 2013

Trading Metrics calculated at close of trading on 06-Nov-2013

Day Change Summary
	Previous	Current
	05-Nov-2013	06-Nov-2013	Change	Change %	Previous Week
Open	80.630	80.785	0.155	0.2%	79.300
High	80.895	80.800	-0.095	-0.1%	80.870
Low	80.575	80.455	-0.120	-0.1%	79.205
Close	80.787	80.559	-0.228	-0.3%	80.810
Range	0.320	0.345	0.025	7.8%	1.665
ATR	0.426	0.421	-0.006	-1.4%	0.000
Volume	15,125	14,703	-422	-2.8%	102,709

Daily Pivots for day following 06-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	81.640	81.444	80.749
R3	81.295	81.099	80.654
R2	80.950	80.950	80.622
R1	80.754	80.754	80.591	80.680
PP	80.605	80.605	80.605	80.567
S1	80.409	80.409	80.527	80.335
S2	80.260	80.260	80.496
S3	79.915	80.064	80.464
S4	79.570	79.719	80.369

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	81.025	79.740	1.285	1.6%	0.449	0.6%	64%	False	False	20,955
10	81.025	79.060	1.965	2.4%	0.394	0.5%	76%	False	False	17,531
20	81.025	79.060	1.965	2.4%	0.402	0.5%	76%	False	False	17,150
40	81.950	79.060	2.890	3.6%	0.413	0.5%	52%	False	False	19,633
60	83.150	79.060	4.090	5.1%	0.431	0.5%	37%	False	False	14,006
80	83.325	79.060	4.265	5.3%	0.428	0.5%	35%	False	False	10,531
100	85.220	79.060	6.160	7.6%	0.443	0.5%	24%	False	False	8,438

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.086
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.266
2.618	81.703
1.618	81.358
1.000	81.145
0.618	81.013
HIGH	80.800
0.618	80.668
0.500	80.628
0.382	80.587
LOW	80.455
0.618	80.242
1.000	80.110
1.618	79.897
2.618	79.552
4.250	78.989

Fisher Pivots for day following 06-Nov-2013
Pivot	1 day	3 day
R1	80.628	80.740
PP	80.605	80.680
S1	80.582	80.619

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