ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 29-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
Open |
83.725 |
84.385 |
0.660 |
0.8% |
84.240 |
High |
84.365 |
84.430 |
0.065 |
0.1% |
84.595 |
Low |
83.705 |
83.540 |
-0.165 |
-0.2% |
83.500 |
Close |
84.172 |
83.705 |
-0.467 |
-0.6% |
83.758 |
Range |
0.660 |
0.890 |
0.230 |
34.8% |
1.095 |
ATR |
0.639 |
0.657 |
0.018 |
2.8% |
0.000 |
Volume |
39,145 |
47,176 |
8,031 |
20.5% |
249,383 |
|
Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.562 |
86.023 |
84.195 |
|
R3 |
85.672 |
85.133 |
83.950 |
|
R2 |
84.782 |
84.782 |
83.868 |
|
R1 |
84.243 |
84.243 |
83.787 |
84.068 |
PP |
83.892 |
83.892 |
83.892 |
83.804 |
S1 |
83.353 |
83.353 |
83.623 |
83.178 |
S2 |
83.002 |
83.002 |
83.542 |
|
S3 |
82.112 |
82.463 |
83.460 |
|
S4 |
81.222 |
81.573 |
83.216 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.236 |
86.592 |
84.360 |
|
R3 |
86.141 |
85.497 |
84.059 |
|
R2 |
85.046 |
85.046 |
83.959 |
|
R1 |
84.402 |
84.402 |
83.858 |
84.177 |
PP |
83.951 |
83.951 |
83.951 |
83.838 |
S1 |
83.307 |
83.307 |
83.658 |
83.082 |
S2 |
82.856 |
82.856 |
83.557 |
|
S3 |
81.761 |
82.212 |
83.457 |
|
S4 |
80.666 |
81.117 |
83.156 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.595 |
83.500 |
1.095 |
1.3% |
0.798 |
1.0% |
19% |
False |
False |
51,680 |
10 |
84.595 |
83.500 |
1.095 |
1.3% |
0.690 |
0.8% |
19% |
False |
False |
46,417 |
20 |
84.595 |
81.370 |
3.225 |
3.9% |
0.663 |
0.8% |
72% |
False |
False |
39,210 |
40 |
84.595 |
81.370 |
3.225 |
3.9% |
0.594 |
0.7% |
72% |
False |
False |
34,353 |
60 |
84.595 |
81.370 |
3.225 |
3.9% |
0.584 |
0.7% |
72% |
False |
False |
30,393 |
80 |
84.595 |
79.640 |
4.955 |
5.9% |
0.546 |
0.7% |
82% |
False |
False |
22,843 |
100 |
84.595 |
79.090 |
5.505 |
6.6% |
0.488 |
0.6% |
84% |
False |
False |
18,282 |
120 |
84.595 |
79.090 |
5.505 |
6.6% |
0.430 |
0.5% |
84% |
False |
False |
15,253 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
88.213 |
2.618 |
86.760 |
1.618 |
85.870 |
1.000 |
85.320 |
0.618 |
84.980 |
HIGH |
84.430 |
0.618 |
84.090 |
0.500 |
83.985 |
0.382 |
83.880 |
LOW |
83.540 |
0.618 |
82.990 |
1.000 |
82.650 |
1.618 |
82.100 |
2.618 |
81.210 |
4.250 |
79.758 |
|
|
Fisher Pivots for day following 29-May-2013 |
Pivot |
1 day |
3 day |
R1 |
83.985 |
83.965 |
PP |
83.892 |
83.878 |
S1 |
83.798 |
83.792 |
|