ICE US Dollar Index Future December 2013

Trading Metrics calculated at close of trading on 18-Nov-2013

Day Change Summary
	Previous	Current
	15-Nov-2013	18-Nov-2013	Change	Change %	Previous Week
Open	81.110	80.875	-0.235	-0.3%	81.380
High	81.210	80.965	-0.245	-0.3%	81.545
Low	80.835	80.600	-0.235	-0.3%	80.800
Close	80.898	80.826	-0.072	-0.1%	80.898
Range	0.375	0.365	-0.010	-2.7%	0.745
ATR	0.467	0.460	-0.007	-1.6%	0.000
Volume	14,952	13,749	-1,203	-8.0%	91,064

Daily Pivots for day following 18-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	81.892	81.724	81.027
R3	81.527	81.359	80.926
R2	81.162	81.162	80.893
R1	80.994	80.994	80.859	80.896
PP	80.797	80.797	80.797	80.748
S1	80.629	80.629	80.793	80.531
S2	80.432	80.432	80.759
S3	80.067	80.264	80.726
S4	79.702	79.899	80.625

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	83.316	82.852	81.308
R3	82.571	82.107	81.103
R2	81.826	81.826	81.035
R1	81.362	81.362	80.966	81.222
PP	81.081	81.081	81.081	81.011
S1	80.617	80.617	80.830	80.477
S2	80.336	80.336	80.761
S3	79.591	79.872	80.693
S4	78.846	79.127	80.488

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.545	80.600	0.945	1.2%	0.434	0.5%	24%	False	True	17,910
10	81.580	80.455	1.125	1.4%	0.496	0.6%	33%	False	False	21,014
20	81.580	79.060	2.520	3.1%	0.455	0.6%	70%	False	False	19,472
40	81.580	79.060	2.520	3.1%	0.433	0.5%	70%	False	False	18,674
60	83.150	79.060	4.090	5.1%	0.445	0.5%	43%	False	False	16,966
80	83.150	79.060	4.090	5.1%	0.443	0.5%	43%	False	False	12,778
100	85.220	79.060	6.160	7.6%	0.451	0.6%	29%	False	False	10,236
120	85.220	79.060	6.160	7.6%	0.425	0.5%	29%	False	False	8,551

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.082
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	82.516
2.618	81.921
1.618	81.556
1.000	81.330
0.618	81.191
HIGH	80.965
0.618	80.826
0.500	80.783
0.382	80.739
LOW	80.600
0.618	80.374
1.000	80.235
1.618	80.009
2.618	79.644
4.250	79.049

Fisher Pivots for day following 18-Nov-2013
Pivot	1 day	3 day
R1	80.812	80.935
PP	80.797	80.899
S1	80.783	80.862

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