ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 11-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
82.485 |
82.650 |
0.165 |
0.2% |
83.175 |
High |
82.675 |
82.680 |
0.005 |
0.0% |
83.660 |
Low |
82.320 |
82.140 |
-0.180 |
-0.2% |
82.310 |
Close |
82.634 |
82.325 |
-0.309 |
-0.4% |
82.603 |
Range |
0.355 |
0.540 |
0.185 |
52.1% |
1.350 |
ATR |
0.531 |
0.532 |
0.001 |
0.1% |
0.000 |
Volume |
24,749 |
27,948 |
3,199 |
12.9% |
123,041 |
|
Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.002 |
83.703 |
82.622 |
|
R3 |
83.462 |
83.163 |
82.474 |
|
R2 |
82.922 |
82.922 |
82.424 |
|
R1 |
82.623 |
82.623 |
82.375 |
82.503 |
PP |
82.382 |
82.382 |
82.382 |
82.321 |
S1 |
82.083 |
82.083 |
82.276 |
81.963 |
S2 |
81.842 |
81.842 |
82.226 |
|
S3 |
81.302 |
81.543 |
82.177 |
|
S4 |
80.762 |
81.003 |
82.028 |
|
|
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 |
83.010 |
82.140 |
0.870 |
1.1% |
0.478 |
0.6% |
21% |
False |
True |
24,928 |
10 |
83.660 |
82.140 |
1.520 |
1.8% |
0.527 |
0.6% |
12% |
False |
True |
23,771 |
20 |
83.660 |
81.830 |
1.830 |
2.2% |
0.554 |
0.7% |
27% |
False |
False |
27,774 |
40 |
83.660 |
80.310 |
3.350 |
4.1% |
0.526 |
0.6% |
60% |
False |
False |
16,025 |
60 |
83.660 |
79.090 |
4.570 |
5.6% |
0.448 |
0.5% |
71% |
False |
False |
10,701 |
80 |
83.660 |
79.090 |
4.570 |
5.6% |
0.392 |
0.5% |
71% |
False |
False |
8,030 |
100 |
83.660 |
79.090 |
4.570 |
5.6% |
0.317 |
0.4% |
71% |
False |
False |
6,444 |
120 |
83.660 |
79.090 |
4.570 |
5.6% |
0.264 |
0.3% |
71% |
False |
False |
5,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.975 |
2.618 |
84.094 |
1.618 |
83.554 |
1.000 |
83.220 |
0.618 |
83.014 |
HIGH |
82.680 |
0.618 |
82.474 |
0.500 |
82.410 |
0.382 |
82.346 |
LOW |
82.140 |
0.618 |
81.806 |
1.000 |
81.600 |
1.618 |
81.266 |
2.618 |
80.726 |
4.250 |
79.845 |
|
|
Fisher Pivots for day following 11-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
82.410 |
82.480 |
PP |
82.382 |
82.428 |
S1 |
82.353 |
82.377 |
|