ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 04-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
83.355 |
82.730 |
-0.625 |
-0.7% |
83.725 |
High |
83.415 |
83.000 |
-0.415 |
-0.5% |
84.430 |
Low |
82.455 |
82.630 |
0.175 |
0.2% |
83.010 |
Close |
82.688 |
82.802 |
0.114 |
0.1% |
83.401 |
Range |
0.960 |
0.370 |
-0.590 |
-61.5% |
1.420 |
ATR |
0.681 |
0.658 |
-0.022 |
-3.3% |
0.000 |
Volume |
50,020 |
25,272 |
-24,748 |
-49.5% |
177,024 |
|
Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.921 |
83.731 |
83.006 |
|
R3 |
83.551 |
83.361 |
82.904 |
|
R2 |
83.181 |
83.181 |
82.870 |
|
R1 |
82.991 |
82.991 |
82.836 |
83.086 |
PP |
82.811 |
82.811 |
82.811 |
82.858 |
S1 |
82.621 |
82.621 |
82.768 |
82.716 |
S2 |
82.441 |
82.441 |
82.734 |
|
S3 |
82.071 |
82.251 |
82.700 |
|
S4 |
81.701 |
81.881 |
82.599 |
|
|
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 |
82.455 |
1.975 |
2.4% |
0.715 |
0.9% |
18% |
False |
False |
42,634 |
10 |
84.595 |
82.455 |
2.140 |
2.6% |
0.724 |
0.9% |
16% |
False |
False |
46,700 |
20 |
84.595 |
81.780 |
2.815 |
3.4% |
0.672 |
0.8% |
36% |
False |
False |
41,026 |
40 |
84.595 |
81.370 |
3.225 |
3.9% |
0.600 |
0.7% |
44% |
False |
False |
35,663 |
60 |
84.595 |
81.370 |
3.225 |
3.9% |
0.587 |
0.7% |
44% |
False |
False |
32,931 |
80 |
84.595 |
80.180 |
4.415 |
5.3% |
0.558 |
0.7% |
59% |
False |
False |
24,916 |
100 |
84.595 |
79.090 |
5.505 |
6.6% |
0.502 |
0.6% |
67% |
False |
False |
19,942 |
120 |
84.595 |
79.090 |
5.505 |
6.6% |
0.453 |
0.5% |
67% |
False |
False |
16,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.573 |
2.618 |
83.969 |
1.618 |
83.599 |
1.000 |
83.370 |
0.618 |
83.229 |
HIGH |
83.000 |
0.618 |
82.859 |
0.500 |
82.815 |
0.382 |
82.771 |
LOW |
82.630 |
0.618 |
82.401 |
1.000 |
82.260 |
1.618 |
82.031 |
2.618 |
81.661 |
4.250 |
81.058 |
|
|
Fisher Pivots for day following 04-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
82.815 |
83.053 |
PP |
82.811 |
82.969 |
S1 |
82.806 |
82.886 |
|