ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 31-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
Open |
83.605 |
83.100 |
-0.505 |
-0.6% |
83.725 |
High |
83.765 |
83.650 |
-0.115 |
-0.1% |
84.430 |
Low |
83.010 |
83.050 |
0.040 |
0.0% |
83.010 |
Close |
83.067 |
83.401 |
0.334 |
0.4% |
83.401 |
Range |
0.755 |
0.600 |
-0.155 |
-20.5% |
1.420 |
ATR |
0.664 |
0.659 |
-0.005 |
-0.7% |
0.000 |
Volume |
50,610 |
40,093 |
-10,517 |
-20.8% |
177,024 |
|
Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.167 |
84.884 |
83.731 |
|
R3 |
84.567 |
84.284 |
83.566 |
|
R2 |
83.967 |
83.967 |
83.511 |
|
R1 |
83.684 |
83.684 |
83.456 |
83.826 |
PP |
83.367 |
83.367 |
83.367 |
83.438 |
S1 |
83.084 |
83.084 |
83.346 |
83.226 |
S2 |
82.767 |
82.767 |
83.291 |
|
S3 |
82.167 |
82.484 |
83.236 |
|
S4 |
81.567 |
81.884 |
83.071 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.874 |
87.057 |
84.182 |
|
R3 |
86.454 |
85.637 |
83.792 |
|
R2 |
85.034 |
85.034 |
83.661 |
|
R1 |
84.217 |
84.217 |
83.531 |
83.916 |
PP |
83.614 |
83.614 |
83.614 |
83.463 |
S1 |
82.797 |
82.797 |
83.271 |
82.496 |
S2 |
82.194 |
82.194 |
83.141 |
|
S3 |
80.774 |
81.377 |
83.011 |
|
S4 |
79.354 |
79.957 |
82.620 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.430 |
83.010 |
1.420 |
1.7% |
0.685 |
0.8% |
28% |
False |
False |
43,327 |
10 |
84.595 |
83.010 |
1.585 |
1.9% |
0.716 |
0.9% |
25% |
False |
False |
47,374 |
20 |
84.595 |
81.780 |
2.815 |
3.4% |
0.666 |
0.8% |
58% |
False |
False |
40,352 |
40 |
84.595 |
81.370 |
3.225 |
3.9% |
0.593 |
0.7% |
63% |
False |
False |
35,032 |
60 |
84.595 |
81.370 |
3.225 |
3.9% |
0.589 |
0.7% |
63% |
False |
False |
31,854 |
80 |
84.595 |
79.735 |
4.860 |
5.8% |
0.555 |
0.7% |
75% |
False |
False |
23,976 |
100 |
84.595 |
79.090 |
5.505 |
6.6% |
0.500 |
0.6% |
78% |
False |
False |
19,189 |
120 |
84.595 |
79.090 |
5.505 |
6.6% |
0.442 |
0.5% |
78% |
False |
False |
16,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.200 |
2.618 |
85.221 |
1.618 |
84.621 |
1.000 |
84.250 |
0.618 |
84.021 |
HIGH |
83.650 |
0.618 |
83.421 |
0.500 |
83.350 |
0.382 |
83.279 |
LOW |
83.050 |
0.618 |
82.679 |
1.000 |
82.450 |
1.618 |
82.079 |
2.618 |
81.479 |
4.250 |
80.500 |
|
|
Fisher Pivots for day following 31-May-2013 |
Pivot |
1 day |
3 day |
R1 |
83.384 |
83.720 |
PP |
83.367 |
83.614 |
S1 |
83.350 |
83.507 |
|