ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 15-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
82.295 |
82.190 |
-0.105 |
-0.1% |
82.750 |
High |
82.585 |
82.545 |
-0.040 |
0.0% |
82.955 |
Low |
82.140 |
82.190 |
0.050 |
0.1% |
82.140 |
Close |
82.406 |
82.507 |
0.101 |
0.1% |
82.406 |
Range |
0.445 |
0.355 |
-0.090 |
-20.2% |
0.815 |
ATR |
0.526 |
0.514 |
-0.012 |
-2.3% |
0.000 |
Volume |
25,291 |
30,024 |
4,733 |
18.7% |
119,230 |
|
Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.479 |
83.348 |
82.702 |
|
R3 |
83.124 |
82.993 |
82.605 |
|
R2 |
82.769 |
82.769 |
82.572 |
|
R1 |
82.638 |
82.638 |
82.540 |
82.704 |
PP |
82.414 |
82.414 |
82.414 |
82.447 |
S1 |
82.283 |
82.283 |
82.474 |
82.349 |
S2 |
82.059 |
82.059 |
82.442 |
|
S3 |
81.704 |
81.928 |
82.409 |
|
S4 |
81.349 |
81.573 |
82.312 |
|
|
Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.945 |
84.491 |
82.854 |
|
R3 |
84.130 |
83.676 |
82.630 |
|
R2 |
83.315 |
83.315 |
82.555 |
|
R1 |
82.861 |
82.861 |
82.481 |
82.681 |
PP |
82.500 |
82.500 |
82.500 |
82.410 |
S1 |
82.046 |
82.046 |
82.331 |
81.866 |
S2 |
81.685 |
81.685 |
82.257 |
|
S3 |
80.870 |
81.231 |
82.182 |
|
S4 |
80.055 |
80.416 |
81.958 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.820 |
82.140 |
0.680 |
0.8% |
0.428 |
0.5% |
54% |
False |
False |
25,976 |
10 |
83.660 |
82.140 |
1.520 |
1.8% |
0.507 |
0.6% |
24% |
False |
False |
26,027 |
20 |
83.660 |
81.830 |
1.830 |
2.2% |
0.526 |
0.6% |
37% |
False |
False |
25,723 |
40 |
83.660 |
80.550 |
3.110 |
3.8% |
0.525 |
0.6% |
63% |
False |
False |
17,405 |
60 |
83.660 |
79.090 |
4.570 |
5.5% |
0.452 |
0.5% |
75% |
False |
False |
11,622 |
80 |
83.660 |
79.090 |
4.570 |
5.5% |
0.396 |
0.5% |
75% |
False |
False |
8,721 |
100 |
83.660 |
79.090 |
4.570 |
5.5% |
0.325 |
0.4% |
75% |
False |
False |
6,997 |
120 |
83.660 |
79.090 |
4.570 |
5.5% |
0.271 |
0.3% |
75% |
False |
False |
5,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.054 |
2.618 |
83.474 |
1.618 |
83.119 |
1.000 |
82.900 |
0.618 |
82.764 |
HIGH |
82.545 |
0.618 |
82.409 |
0.500 |
82.368 |
0.382 |
82.326 |
LOW |
82.190 |
0.618 |
81.971 |
1.000 |
81.835 |
1.618 |
81.616 |
2.618 |
81.261 |
4.250 |
80.681 |
|
|
Fisher Pivots for day following 15-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
82.461 |
82.475 |
PP |
82.414 |
82.442 |
S1 |
82.368 |
82.410 |
|