ICE US Dollar Index Future March 2014

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	80.880	80.815	-0.065	-0.1%	81.540
High	81.050	81.330	0.280	0.3%	81.680
Low	80.850	80.750	-0.100	-0.1%	81.005
Close	80.924	81.347	0.423	0.5%	81.093
Range	0.200	0.580	0.380	190.0%	0.675
ATR	0.365	0.381	0.015	4.2%	0.000
Volume	182	125	-57	-31.3%	470

Daily Pivots for day following 20-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	82.882	82.695	81.666
R3	82.302	82.115	81.507
R2	81.722	81.722	81.453
R1	81.535	81.535	81.400	81.629
PP	81.142	81.142	81.142	81.189
S1	80.955	80.955	81.294	81.049
S2	80.562	80.562	81.241
S3	79.982	80.375	81.188
S4	79.402	79.795	81.028

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	83.284	82.864	81.464
R3	82.609	82.189	81.279
R2	81.934	81.934	81.217
R1	81.514	81.514	81.155	81.387
PP	81.259	81.259	81.259	81.196
S1	80.839	80.839	81.031	80.712
S2	80.584	80.584	80.969
S3	79.909	80.164	80.907
S4	79.234	79.489	80.722

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.380	80.750	0.630	0.8%	0.341	0.4%	95%	False	True	114
10	81.735	80.730	1.005	1.2%	0.442	0.5%	61%	False	False	113
20	81.735	79.355	2.380	2.9%	0.368	0.5%	84%	False	False	83
40	81.735	79.355	2.380	2.9%	0.339	0.4%	84%	False	False	82

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	0.055
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	83.795
2.618	82.848
1.618	82.268
1.000	81.910
0.618	81.688
HIGH	81.330
0.618	81.108
0.500	81.040
0.382	80.972
LOW	80.750
0.618	80.392
1.000	80.170
1.618	79.812
2.618	79.232
4.250	78.285

Fisher Pivots for day following 20-Nov-2013
Pivot	1 day	3 day
R1	81.245	81.245
PP	81.142	81.142
S1	81.040	81.040

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