ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 05-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
82.840 |
82.880 |
0.040 |
0.0% |
83.175 |
High |
83.660 |
83.010 |
-0.650 |
-0.8% |
83.660 |
Low |
82.740 |
82.310 |
-0.430 |
-0.5% |
82.310 |
Close |
82.795 |
82.603 |
-0.192 |
-0.2% |
82.603 |
Range |
0.920 |
0.700 |
-0.220 |
-23.9% |
1.350 |
ATR |
0.554 |
0.564 |
0.010 |
1.9% |
0.000 |
Volume |
43,463 |
30,705 |
-12,758 |
-29.4% |
123,041 |
|
Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.741 |
84.372 |
82.988 |
|
R3 |
84.041 |
83.672 |
82.796 |
|
R2 |
83.341 |
83.341 |
82.731 |
|
R1 |
82.972 |
82.972 |
82.667 |
82.807 |
PP |
82.641 |
82.641 |
82.641 |
82.558 |
S1 |
82.272 |
82.272 |
82.539 |
82.107 |
S2 |
81.941 |
81.941 |
82.475 |
|
S3 |
81.241 |
81.572 |
82.411 |
|
S4 |
80.541 |
80.872 |
82.218 |
|
|
Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.908 |
86.105 |
83.346 |
|
R3 |
85.558 |
84.755 |
82.974 |
|
R2 |
84.208 |
84.208 |
82.851 |
|
R1 |
83.405 |
83.405 |
82.727 |
83.132 |
PP |
82.858 |
82.858 |
82.858 |
82.721 |
S1 |
82.055 |
82.055 |
82.479 |
81.782 |
S2 |
81.508 |
81.508 |
82.356 |
|
S3 |
80.158 |
80.705 |
82.232 |
|
S4 |
78.808 |
79.355 |
81.861 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.660 |
82.310 |
1.350 |
1.6% |
0.627 |
0.8% |
22% |
False |
True |
24,608 |
10 |
83.660 |
81.830 |
1.830 |
2.2% |
0.620 |
0.8% |
42% |
False |
False |
24,911 |
20 |
83.660 |
81.830 |
1.830 |
2.2% |
0.585 |
0.7% |
42% |
False |
False |
26,877 |
40 |
83.660 |
80.180 |
3.480 |
4.2% |
0.516 |
0.6% |
70% |
False |
False |
13,687 |
60 |
83.660 |
79.090 |
4.570 |
5.5% |
0.437 |
0.5% |
77% |
False |
False |
9,138 |
80 |
83.660 |
79.090 |
4.570 |
5.5% |
0.375 |
0.5% |
77% |
False |
False |
6,875 |
100 |
83.660 |
79.090 |
4.570 |
5.5% |
0.300 |
0.4% |
77% |
False |
False |
5,505 |
120 |
83.660 |
79.090 |
4.570 |
5.5% |
0.250 |
0.3% |
77% |
False |
False |
4,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.985 |
2.618 |
84.843 |
1.618 |
84.143 |
1.000 |
83.710 |
0.618 |
83.443 |
HIGH |
83.010 |
0.618 |
82.743 |
0.500 |
82.660 |
0.382 |
82.577 |
LOW |
82.310 |
0.618 |
81.877 |
1.000 |
81.610 |
1.618 |
81.177 |
2.618 |
80.477 |
4.250 |
79.335 |
|
|
Fisher Pivots for day following 05-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
82.660 |
82.985 |
PP |
82.641 |
82.858 |
S1 |
82.622 |
82.730 |
|