ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 09-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
82.750 |
82.780 |
0.030 |
0.0% |
83.175 |
High |
82.955 |
82.820 |
-0.135 |
-0.2% |
83.660 |
Low |
82.605 |
82.375 |
-0.230 |
-0.3% |
82.310 |
Close |
82.869 |
82.414 |
-0.455 |
-0.5% |
82.603 |
Range |
0.350 |
0.445 |
0.095 |
27.1% |
1.350 |
ATR |
0.549 |
0.545 |
-0.004 |
-0.7% |
0.000 |
Volume |
19,373 |
21,869 |
2,496 |
12.9% |
123,041 |
|
Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.871 |
83.588 |
82.659 |
|
R3 |
83.426 |
83.143 |
82.536 |
|
R2 |
82.981 |
82.981 |
82.496 |
|
R1 |
82.698 |
82.698 |
82.455 |
82.617 |
PP |
82.536 |
82.536 |
82.536 |
82.496 |
S1 |
82.253 |
82.253 |
82.373 |
82.172 |
S2 |
82.091 |
82.091 |
82.332 |
|
S3 |
81.646 |
81.808 |
82.292 |
|
S4 |
81.201 |
81.363 |
82.169 |
|
|
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% |
0.578 |
0.7% |
8% |
False |
False |
27,091 |
10 |
83.660 |
82.310 |
1.350 |
1.6% |
0.517 |
0.6% |
8% |
False |
False |
23,314 |
20 |
83.660 |
81.830 |
1.830 |
2.2% |
0.565 |
0.7% |
32% |
False |
False |
27,873 |
40 |
83.660 |
80.180 |
3.480 |
4.2% |
0.522 |
0.6% |
64% |
False |
False |
14,713 |
60 |
83.660 |
79.090 |
4.570 |
5.5% |
0.440 |
0.5% |
73% |
False |
False |
9,823 |
80 |
83.660 |
79.090 |
4.570 |
5.5% |
0.385 |
0.5% |
73% |
False |
False |
7,378 |
100 |
83.660 |
79.090 |
4.570 |
5.5% |
0.308 |
0.4% |
73% |
False |
False |
5,917 |
120 |
83.660 |
79.090 |
4.570 |
5.5% |
0.256 |
0.3% |
73% |
False |
False |
4,931 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.711 |
2.618 |
83.985 |
1.618 |
83.540 |
1.000 |
83.265 |
0.618 |
83.095 |
HIGH |
82.820 |
0.618 |
82.650 |
0.500 |
82.598 |
0.382 |
82.545 |
LOW |
82.375 |
0.618 |
82.100 |
1.000 |
81.930 |
1.618 |
81.655 |
2.618 |
81.210 |
4.250 |
80.484 |
|
|
Fisher Pivots for day following 09-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
82.598 |
82.660 |
PP |
82.536 |
82.578 |
S1 |
82.475 |
82.496 |
|