ICE US Dollar Index Future September 2014

Trading Metrics calculated at close of trading on 16-Jun-2014

Day Change Summary
	Previous	Current
	13-Jun-2014	16-Jun-2014	Change	Change %	Previous Week
Open	80.655	80.730	0.075	0.1%	80.580
High	80.815	80.815	0.000	0.0%	81.010
Low	80.550	80.510	-0.040	0.0%	80.425
Close	80.751	80.572	-0.179	-0.2%	80.751
Range	0.265	0.305	0.040	15.1%	0.585
ATR	0.281	0.283	0.002	0.6%	0.000
Volume	22,178	17,393	-4,785	-21.6%	85,473

Daily Pivots for day following 16-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	81.547	81.365	80.740
R3	81.242	81.060	80.656
R2	80.937	80.937	80.628
R1	80.755	80.755	80.600	80.694
PP	80.632	80.632	80.632	80.602
S1	80.450	80.450	80.544	80.389
S2	80.327	80.327	80.516
S3	80.022	80.145	80.488
S4	79.717	79.840	80.404

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	82.484	82.202	81.073
R3	81.899	81.617	80.912
R2	81.314	81.314	80.858
R1	81.032	81.032	80.805	81.173
PP	80.729	80.729	80.729	80.799
S1	80.447	80.447	80.697	80.588
S2	80.144	80.144	80.644
S3	79.559	79.862	80.590
S4	78.974	79.277	80.429

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.010	80.510	0.500	0.6%	0.282	0.3%	12%	False	True	19,314
10	81.170	80.375	0.795	1.0%	0.318	0.4%	25%	False	False	11,204
20	81.170	80.065	1.105	1.4%	0.268	0.3%	46%	False	False	5,795
40	81.170	79.055	2.115	2.6%	0.259	0.3%	72%	False	False	3,033
60	81.170	79.055	2.115	2.6%	0.247	0.3%	72%	False	False	2,045
80	81.170	79.055	2.115	2.6%	0.232	0.3%	72%	False	False	1,539

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	0.113
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	82.111
2.618	81.613
1.618	81.308
1.000	81.120
0.618	81.003
HIGH	80.815
0.618	80.698
0.500	80.663
0.382	80.627
LOW	80.510
0.618	80.322
1.000	80.205
1.618	80.017
2.618	79.712
4.250	79.214

Fisher Pivots for day following 16-Jun-2014
Pivot	1 day	3 day
R1	80.663	80.725
PP	80.632	80.674
S1	80.602	80.623

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