ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 10-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
Open |
81.965 |
82.815 |
0.850 |
1.0% |
82.140 |
High |
82.915 |
83.520 |
0.605 |
0.7% |
83.520 |
Low |
81.835 |
82.765 |
0.930 |
1.1% |
81.780 |
Close |
82.875 |
83.231 |
0.356 |
0.4% |
83.231 |
Range |
1.080 |
0.755 |
-0.325 |
-30.1% |
1.740 |
ATR |
0.582 |
0.594 |
0.012 |
2.1% |
0.000 |
Volume |
34,972 |
45,849 |
10,877 |
31.1% |
144,280 |
|
Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.437 |
85.089 |
83.646 |
|
R3 |
84.682 |
84.334 |
83.439 |
|
R2 |
83.927 |
83.927 |
83.369 |
|
R1 |
83.579 |
83.579 |
83.300 |
83.753 |
PP |
83.172 |
83.172 |
83.172 |
83.259 |
S1 |
82.824 |
82.824 |
83.162 |
82.998 |
S2 |
82.417 |
82.417 |
83.093 |
|
S3 |
81.662 |
82.069 |
83.023 |
|
S4 |
80.907 |
81.314 |
82.816 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.064 |
87.387 |
84.188 |
|
R3 |
86.324 |
85.647 |
83.710 |
|
R2 |
84.584 |
84.584 |
83.550 |
|
R1 |
83.907 |
83.907 |
83.391 |
84.246 |
PP |
82.844 |
82.844 |
82.844 |
83.013 |
S1 |
82.167 |
82.167 |
83.072 |
82.506 |
S2 |
81.104 |
81.104 |
82.912 |
|
S3 |
79.364 |
80.427 |
82.753 |
|
S4 |
77.624 |
78.687 |
82.274 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.520 |
81.780 |
1.740 |
2.1% |
0.639 |
0.8% |
83% |
True |
False |
28,856 |
10 |
83.520 |
81.370 |
2.150 |
2.6% |
0.639 |
0.8% |
87% |
True |
False |
31,131 |
20 |
83.520 |
81.370 |
2.150 |
2.6% |
0.577 |
0.7% |
87% |
True |
False |
31,519 |
40 |
83.660 |
81.370 |
2.290 |
2.8% |
0.558 |
0.7% |
81% |
False |
False |
29,038 |
60 |
83.660 |
80.500 |
3.160 |
3.8% |
0.542 |
0.7% |
86% |
False |
False |
21,610 |
80 |
83.660 |
79.090 |
4.570 |
5.5% |
0.484 |
0.6% |
91% |
False |
False |
16,221 |
100 |
83.660 |
79.090 |
4.570 |
5.5% |
0.432 |
0.5% |
91% |
False |
False |
12,980 |
120 |
83.660 |
79.090 |
4.570 |
5.5% |
0.364 |
0.4% |
91% |
False |
False |
10,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.729 |
2.618 |
85.497 |
1.618 |
84.742 |
1.000 |
84.275 |
0.618 |
83.987 |
HIGH |
83.520 |
0.618 |
83.232 |
0.500 |
83.143 |
0.382 |
83.053 |
LOW |
82.765 |
0.618 |
82.298 |
1.000 |
82.010 |
1.618 |
81.543 |
2.618 |
80.788 |
4.250 |
79.556 |
|
|
Fisher Pivots for day following 10-May-2013 |
Pivot |
1 day |
3 day |
R1 |
83.202 |
83.037 |
PP |
83.172 |
82.844 |
S1 |
83.143 |
82.650 |
|