ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 16-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
Open |
83.720 |
83.890 |
0.170 |
0.2% |
82.140 |
High |
84.220 |
84.125 |
-0.095 |
-0.1% |
83.520 |
Low |
83.680 |
83.570 |
-0.110 |
-0.1% |
81.780 |
Close |
83.961 |
83.722 |
-0.239 |
-0.3% |
83.231 |
Range |
0.540 |
0.555 |
0.015 |
2.8% |
1.740 |
ATR |
0.586 |
0.584 |
-0.002 |
-0.4% |
0.000 |
Volume |
41,075 |
40,063 |
-1,012 |
-2.5% |
144,280 |
|
Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.471 |
85.151 |
84.027 |
|
R3 |
84.916 |
84.596 |
83.875 |
|
R2 |
84.361 |
84.361 |
83.824 |
|
R1 |
84.041 |
84.041 |
83.773 |
83.924 |
PP |
83.806 |
83.806 |
83.806 |
83.747 |
S1 |
83.486 |
83.486 |
83.671 |
83.369 |
S2 |
83.251 |
83.251 |
83.620 |
|
S3 |
82.696 |
82.931 |
83.569 |
|
S4 |
82.141 |
82.376 |
83.417 |
|
|
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 |
82.765 |
1.455 |
1.7% |
0.589 |
0.7% |
66% |
False |
False |
38,621 |
10 |
84.220 |
81.780 |
2.440 |
2.9% |
0.616 |
0.7% |
80% |
False |
False |
33,331 |
20 |
84.220 |
81.370 |
2.850 |
3.4% |
0.566 |
0.7% |
83% |
False |
False |
31,486 |
40 |
84.220 |
81.370 |
2.850 |
3.4% |
0.560 |
0.7% |
83% |
False |
False |
29,214 |
60 |
84.220 |
81.350 |
2.870 |
3.4% |
0.553 |
0.7% |
83% |
False |
False |
24,060 |
80 |
84.220 |
79.090 |
5.130 |
6.1% |
0.499 |
0.6% |
90% |
False |
False |
18,060 |
100 |
84.220 |
79.090 |
5.130 |
6.1% |
0.448 |
0.5% |
90% |
False |
False |
14,453 |
120 |
84.220 |
79.090 |
5.130 |
6.1% |
0.382 |
0.5% |
90% |
False |
False |
12,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.484 |
2.618 |
85.578 |
1.618 |
85.023 |
1.000 |
84.680 |
0.618 |
84.468 |
HIGH |
84.125 |
0.618 |
83.913 |
0.500 |
83.848 |
0.382 |
83.782 |
LOW |
83.570 |
0.618 |
83.227 |
1.000 |
83.015 |
1.618 |
82.672 |
2.618 |
82.117 |
4.250 |
81.211 |
|
|
Fisher Pivots for day following 16-May-2013 |
Pivot |
1 day |
3 day |
R1 |
83.848 |
83.692 |
PP |
83.806 |
83.662 |
S1 |
83.764 |
83.633 |
|