ICE US Dollar Index Future March 2014

Trading Metrics calculated at close of trading on 25-Nov-2013

Day Change Summary
	Previous	Current
	22-Nov-2013	25-Nov-2013	Change	Change %	Previous Week
Open	81.220	80.800	-0.420	-0.5%	81.090
High	81.260	81.240	-0.020	0.0%	81.505
Low	80.880	80.700	-0.180	-0.2%	80.750
Close	80.925	81.151	0.226	0.3%	80.925
Range	0.380	0.540	0.160	42.1%	0.755
ATR	0.380	0.392	0.011	3.0%	0.000
Volume	332	220	-112	-33.7%	1,074

Daily Pivots for day following 25-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	82.650	82.441	81.448
R3	82.110	81.901	81.300
R2	81.570	81.570	81.250
R1	81.361	81.361	81.201	81.466
PP	81.030	81.030	81.030	81.083
S1	80.821	80.821	81.102	80.926
S2	80.490	80.490	81.052
S3	79.950	80.281	81.003
S4	79.410	79.741	80.854

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	83.325	82.880	81.340
R3	82.570	82.125	81.133
R2	81.815	81.815	81.063
R1	81.370	81.370	80.994	81.215
PP	81.060	81.060	81.060	80.983
S1	80.615	80.615	80.856	80.460
S2	80.305	80.305	80.787
S3	79.550	79.860	80.717
S4	78.795	79.105	80.510

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.505	80.700	0.805	1.0%	0.406	0.5%	56%	False	True	238
10	81.680	80.700	0.980	1.2%	0.385	0.5%	46%	False	True	158
20	81.735	79.575	2.160	2.7%	0.410	0.5%	73%	False	False	124
40	81.735	79.355	2.380	2.9%	0.353	0.4%	75%	False	False	102

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	0.075
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	83.535
2.618	82.654
1.618	82.114
1.000	81.780
0.618	81.574
HIGH	81.240
0.618	81.034
0.500	80.970
0.382	80.906
LOW	80.700
0.618	80.366
1.000	80.160
1.618	79.826
2.618	79.286
4.250	78.405

Fisher Pivots for day following 25-Nov-2013
Pivot	1 day	3 day
R1	81.091	81.135
PP	81.030	81.119
S1	80.970	81.103

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