ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 30-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
Open |
84.385 |
83.605 |
-0.780 |
-0.9% |
84.240 |
High |
84.430 |
83.765 |
-0.665 |
-0.8% |
84.595 |
Low |
83.540 |
83.010 |
-0.530 |
-0.6% |
83.500 |
Close |
83.705 |
83.067 |
-0.638 |
-0.8% |
83.758 |
Range |
0.890 |
0.755 |
-0.135 |
-15.2% |
1.095 |
ATR |
0.657 |
0.664 |
0.007 |
1.1% |
0.000 |
Volume |
47,176 |
50,610 |
3,434 |
7.3% |
249,383 |
|
Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.546 |
85.061 |
83.482 |
|
R3 |
84.791 |
84.306 |
83.275 |
|
R2 |
84.036 |
84.036 |
83.205 |
|
R1 |
83.551 |
83.551 |
83.136 |
83.416 |
PP |
83.281 |
83.281 |
83.281 |
83.213 |
S1 |
82.796 |
82.796 |
82.998 |
82.661 |
S2 |
82.526 |
82.526 |
82.929 |
|
S3 |
81.771 |
82.041 |
82.859 |
|
S4 |
81.016 |
81.286 |
82.652 |
|
|
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 |
83.010 |
1.585 |
1.9% |
0.751 |
0.9% |
4% |
False |
True |
47,626 |
10 |
84.595 |
83.010 |
1.585 |
1.9% |
0.712 |
0.9% |
4% |
False |
True |
47,371 |
20 |
84.595 |
81.540 |
3.055 |
3.7% |
0.680 |
0.8% |
50% |
False |
False |
40,501 |
40 |
84.595 |
81.370 |
3.225 |
3.9% |
0.601 |
0.7% |
53% |
False |
False |
35,117 |
60 |
84.595 |
81.370 |
3.225 |
3.9% |
0.591 |
0.7% |
53% |
False |
False |
31,210 |
80 |
84.595 |
79.640 |
4.955 |
6.0% |
0.553 |
0.7% |
69% |
False |
False |
23,475 |
100 |
84.595 |
79.090 |
5.505 |
6.6% |
0.495 |
0.6% |
72% |
False |
False |
18,788 |
120 |
84.595 |
79.090 |
5.505 |
6.6% |
0.437 |
0.5% |
72% |
False |
False |
15,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.974 |
2.618 |
85.742 |
1.618 |
84.987 |
1.000 |
84.520 |
0.618 |
84.232 |
HIGH |
83.765 |
0.618 |
83.477 |
0.500 |
83.388 |
0.382 |
83.298 |
LOW |
83.010 |
0.618 |
82.543 |
1.000 |
82.255 |
1.618 |
81.788 |
2.618 |
81.033 |
4.250 |
79.801 |
|
|
Fisher Pivots for day following 30-May-2013 |
Pivot |
1 day |
3 day |
R1 |
83.388 |
83.720 |
PP |
83.281 |
83.502 |
S1 |
83.174 |
83.285 |
|