ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 15-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
Open |
83.245 |
83.720 |
0.475 |
0.6% |
82.140 |
High |
83.835 |
84.220 |
0.385 |
0.5% |
83.520 |
Low |
83.045 |
83.680 |
0.635 |
0.8% |
81.780 |
Close |
83.713 |
83.961 |
0.248 |
0.3% |
83.231 |
Range |
0.790 |
0.540 |
-0.250 |
-31.6% |
1.740 |
ATR |
0.589 |
0.586 |
-0.004 |
-0.6% |
0.000 |
Volume |
44,350 |
41,075 |
-3,275 |
-7.4% |
144,280 |
|
Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.574 |
85.307 |
84.258 |
|
R3 |
85.034 |
84.767 |
84.110 |
|
R2 |
84.494 |
84.494 |
84.060 |
|
R1 |
84.227 |
84.227 |
84.011 |
84.361 |
PP |
83.954 |
83.954 |
83.954 |
84.020 |
S1 |
83.687 |
83.687 |
83.912 |
83.821 |
S2 |
83.414 |
83.414 |
83.862 |
|
S3 |
82.874 |
83.147 |
83.813 |
|
S4 |
82.334 |
82.607 |
83.664 |
|
|
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 |
84.220 |
81.835 |
2.385 |
2.8% |
0.694 |
0.8% |
89% |
True |
False |
37,603 |
10 |
84.220 |
81.540 |
2.680 |
3.2% |
0.648 |
0.8% |
90% |
True |
False |
33,631 |
20 |
84.220 |
81.370 |
2.850 |
3.4% |
0.553 |
0.7% |
91% |
True |
False |
30,688 |
40 |
84.220 |
81.370 |
2.850 |
3.4% |
0.559 |
0.7% |
91% |
True |
False |
28,974 |
60 |
84.220 |
80.550 |
3.670 |
4.4% |
0.558 |
0.7% |
93% |
True |
False |
23,393 |
80 |
84.220 |
79.090 |
5.130 |
6.1% |
0.495 |
0.6% |
95% |
True |
False |
17,560 |
100 |
84.220 |
79.090 |
5.130 |
6.1% |
0.444 |
0.5% |
95% |
True |
False |
14,052 |
120 |
84.220 |
79.090 |
5.130 |
6.1% |
0.377 |
0.4% |
95% |
True |
False |
11,727 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.515 |
2.618 |
85.634 |
1.618 |
85.094 |
1.000 |
84.760 |
0.618 |
84.554 |
HIGH |
84.220 |
0.618 |
84.014 |
0.500 |
83.950 |
0.382 |
83.886 |
LOW |
83.680 |
0.618 |
83.346 |
1.000 |
83.140 |
1.618 |
82.806 |
2.618 |
82.266 |
4.250 |
81.385 |
|
|
Fisher Pivots for day following 15-May-2013 |
Pivot |
1 day |
3 day |
R1 |
83.957 |
83.852 |
PP |
83.954 |
83.742 |
S1 |
83.950 |
83.633 |
|