ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 13-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
Open |
82.815 |
83.265 |
0.450 |
0.5% |
82.140 |
High |
83.520 |
83.455 |
-0.065 |
-0.1% |
83.520 |
Low |
82.765 |
83.150 |
0.385 |
0.5% |
81.780 |
Close |
83.231 |
83.365 |
0.134 |
0.2% |
83.231 |
Range |
0.755 |
0.305 |
-0.450 |
-59.6% |
1.740 |
ATR |
0.594 |
0.574 |
-0.021 |
-3.5% |
0.000 |
Volume |
45,849 |
21,771 |
-24,078 |
-52.5% |
144,280 |
|
Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.238 |
84.107 |
83.533 |
|
R3 |
83.933 |
83.802 |
83.449 |
|
R2 |
83.628 |
83.628 |
83.421 |
|
R1 |
83.497 |
83.497 |
83.393 |
83.563 |
PP |
83.323 |
83.323 |
83.323 |
83.356 |
S1 |
83.192 |
83.192 |
83.337 |
83.258 |
S2 |
83.018 |
83.018 |
83.309 |
|
S3 |
82.713 |
82.887 |
83.281 |
|
S4 |
82.408 |
82.582 |
83.197 |
|
|
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% |
0.613 |
0.7% |
91% |
False |
False |
29,202 |
10 |
83.520 |
81.370 |
2.150 |
2.6% |
0.628 |
0.8% |
93% |
False |
False |
31,030 |
20 |
83.520 |
81.370 |
2.150 |
2.6% |
0.574 |
0.7% |
93% |
False |
False |
31,106 |
40 |
83.660 |
81.370 |
2.290 |
2.7% |
0.550 |
0.7% |
87% |
False |
False |
28,414 |
60 |
83.660 |
80.550 |
3.110 |
3.7% |
0.542 |
0.6% |
91% |
False |
False |
21,972 |
80 |
83.660 |
79.090 |
4.570 |
5.5% |
0.483 |
0.6% |
94% |
False |
False |
16,493 |
100 |
83.660 |
79.090 |
4.570 |
5.5% |
0.432 |
0.5% |
94% |
False |
False |
13,198 |
120 |
83.660 |
79.090 |
4.570 |
5.5% |
0.366 |
0.4% |
94% |
False |
False |
11,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.751 |
2.618 |
84.253 |
1.618 |
83.948 |
1.000 |
83.760 |
0.618 |
83.643 |
HIGH |
83.455 |
0.618 |
83.338 |
0.500 |
83.303 |
0.382 |
83.267 |
LOW |
83.150 |
0.618 |
82.962 |
1.000 |
82.845 |
1.618 |
82.657 |
2.618 |
82.352 |
4.250 |
81.854 |
|
|
Fisher Pivots for day following 13-May-2013 |
Pivot |
1 day |
3 day |
R1 |
83.344 |
83.136 |
PP |
83.323 |
82.907 |
S1 |
83.303 |
82.678 |
|