ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 23-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
Open |
83.865 |
84.435 |
0.570 |
0.7% |
83.265 |
High |
84.510 |
84.595 |
0.085 |
0.1% |
84.515 |
Low |
83.520 |
83.665 |
0.145 |
0.2% |
83.045 |
Close |
84.459 |
83.803 |
-0.656 |
-0.8% |
84.387 |
Range |
0.990 |
0.930 |
-0.060 |
-6.1% |
1.470 |
ATR |
0.624 |
0.646 |
0.022 |
3.5% |
0.000 |
Volume |
70,879 |
61,589 |
-9,290 |
-13.1% |
194,592 |
|
Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.811 |
86.237 |
84.315 |
|
R3 |
85.881 |
85.307 |
84.059 |
|
R2 |
84.951 |
84.951 |
83.974 |
|
R1 |
84.377 |
84.377 |
83.888 |
84.199 |
PP |
84.021 |
84.021 |
84.021 |
83.932 |
S1 |
83.447 |
83.447 |
83.718 |
83.269 |
S2 |
83.091 |
83.091 |
83.633 |
|
S3 |
82.161 |
82.517 |
83.547 |
|
S4 |
81.231 |
81.587 |
83.292 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.392 |
87.860 |
85.196 |
|
R3 |
86.922 |
86.390 |
84.791 |
|
R2 |
85.452 |
85.452 |
84.657 |
|
R1 |
84.920 |
84.920 |
84.522 |
85.186 |
PP |
83.982 |
83.982 |
83.982 |
84.116 |
S1 |
83.450 |
83.450 |
84.252 |
83.716 |
S2 |
82.512 |
82.512 |
84.118 |
|
S3 |
81.042 |
81.980 |
83.983 |
|
S4 |
79.572 |
80.510 |
83.579 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.595 |
83.520 |
1.075 |
1.3% |
0.747 |
0.9% |
26% |
True |
False |
51,420 |
10 |
84.595 |
82.765 |
1.830 |
2.2% |
0.668 |
0.8% |
57% |
True |
False |
45,021 |
20 |
84.595 |
81.370 |
3.225 |
3.8% |
0.638 |
0.8% |
75% |
True |
False |
37,082 |
40 |
84.595 |
81.370 |
3.225 |
3.8% |
0.579 |
0.7% |
75% |
True |
False |
32,443 |
60 |
84.595 |
81.370 |
3.225 |
3.8% |
0.574 |
0.7% |
75% |
True |
False |
28,320 |
80 |
84.595 |
79.090 |
5.505 |
6.6% |
0.532 |
0.6% |
86% |
True |
False |
21,272 |
100 |
84.595 |
79.090 |
5.505 |
6.6% |
0.479 |
0.6% |
86% |
True |
False |
17,024 |
120 |
84.595 |
79.090 |
5.505 |
6.6% |
0.413 |
0.5% |
86% |
True |
False |
14,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.548 |
2.618 |
87.030 |
1.618 |
86.100 |
1.000 |
85.525 |
0.618 |
85.170 |
HIGH |
84.595 |
0.618 |
84.240 |
0.500 |
84.130 |
0.382 |
84.020 |
LOW |
83.665 |
0.618 |
83.090 |
1.000 |
82.735 |
1.618 |
82.160 |
2.618 |
81.230 |
4.250 |
79.713 |
|
|
Fisher Pivots for day following 23-May-2013 |
Pivot |
1 day |
3 day |
R1 |
84.130 |
84.058 |
PP |
84.021 |
83.973 |
S1 |
83.912 |
83.888 |
|