ICE US Dollar Index Future December 2013

Trading Metrics calculated at close of trading on 20-Nov-2013

Day Change Summary
	Previous	Current
	19-Nov-2013	20-Nov-2013	Change	Change %	Previous Week
Open	80.740	80.620	-0.120	-0.1%	81.380
High	80.875	81.200	0.325	0.4%	81.545
Low	80.605	80.560	-0.045	-0.1%	80.800
Close	80.744	81.172	0.428	0.5%	80.898
Range	0.270	0.640	0.370	137.0%	0.745
ATR	0.446	0.460	0.014	3.1%	0.000
Volume	14,416	31,442	17,026	118.1%	91,064

Daily Pivots for day following 20-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	82.897	82.675	81.524
R3	82.257	82.035	81.348
R2	81.617	81.617	81.289
R1	81.395	81.395	81.231	81.506
PP	80.977	80.977	80.977	81.033
S1	80.755	80.755	81.113	80.866
S2	80.337	80.337	81.055
S3	79.697	80.115	80.996
S4	79.057	79.475	80.820

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	81.270	80.560	0.710	0.9%	0.413	0.5%	86%	False	True	18,621
10	81.580	80.520	1.060	1.3%	0.521	0.6%	62%	False	False	22,617
20	81.580	79.060	2.520	3.1%	0.457	0.6%	84%	False	False	20,074
40	81.580	79.060	2.520	3.1%	0.442	0.5%	84%	False	False	18,949
60	83.150	79.060	4.090	5.0%	0.444	0.5%	52%	False	False	17,709
80	83.150	79.060	4.090	5.0%	0.440	0.5%	52%	False	False	13,348
100	85.220	79.060	6.160	7.6%	0.450	0.6%	34%	False	False	10,694
120	85.220	79.060	6.160	7.6%	0.433	0.5%	34%	False	False	8,933

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.095
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	83.920
2.618	82.876
1.618	82.236
1.000	81.840
0.618	81.596
HIGH	81.200
0.618	80.956
0.500	80.880
0.382	80.804
LOW	80.560
0.618	80.164
1.000	79.920
1.618	79.524
2.618	78.884
4.250	77.840

Fisher Pivots for day following 20-Nov-2013
Pivot	1 day	3 day
R1	81.075	81.075
PP	80.977	80.977
S1	80.880	80.880

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