ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 05-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
82.730 |
82.855 |
0.125 |
0.2% |
83.725 |
High |
83.000 |
82.910 |
-0.090 |
-0.1% |
84.430 |
Low |
82.630 |
82.505 |
-0.125 |
-0.2% |
83.010 |
Close |
82.802 |
82.612 |
-0.190 |
-0.2% |
83.401 |
Range |
0.370 |
0.405 |
0.035 |
9.5% |
1.420 |
ATR |
0.658 |
0.640 |
-0.018 |
-2.7% |
0.000 |
Volume |
25,272 |
42,714 |
17,442 |
69.0% |
177,024 |
|
Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.891 |
83.656 |
82.835 |
|
R3 |
83.486 |
83.251 |
82.723 |
|
R2 |
83.081 |
83.081 |
82.686 |
|
R1 |
82.846 |
82.846 |
82.649 |
82.761 |
PP |
82.676 |
82.676 |
82.676 |
82.633 |
S1 |
82.441 |
82.441 |
82.575 |
82.356 |
S2 |
82.271 |
82.271 |
82.538 |
|
S3 |
81.866 |
82.036 |
82.501 |
|
S4 |
81.461 |
81.631 |
82.389 |
|
|
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 |
83.765 |
82.455 |
1.310 |
1.6% |
0.618 |
0.7% |
12% |
False |
False |
41,741 |
10 |
84.595 |
82.455 |
2.140 |
2.6% |
0.708 |
0.9% |
7% |
False |
False |
46,711 |
20 |
84.595 |
81.780 |
2.815 |
3.4% |
0.677 |
0.8% |
30% |
False |
False |
42,244 |
40 |
84.595 |
81.370 |
3.225 |
3.9% |
0.599 |
0.7% |
39% |
False |
False |
36,184 |
60 |
84.595 |
81.370 |
3.225 |
3.9% |
0.588 |
0.7% |
39% |
False |
False |
33,414 |
80 |
84.595 |
80.180 |
4.415 |
5.3% |
0.561 |
0.7% |
55% |
False |
False |
25,449 |
100 |
84.595 |
79.090 |
5.505 |
6.7% |
0.504 |
0.6% |
64% |
False |
False |
20,368 |
120 |
84.595 |
79.090 |
5.505 |
6.7% |
0.456 |
0.6% |
64% |
False |
False |
16,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.631 |
2.618 |
83.970 |
1.618 |
83.565 |
1.000 |
83.315 |
0.618 |
83.160 |
HIGH |
82.910 |
0.618 |
82.755 |
0.500 |
82.708 |
0.382 |
82.660 |
LOW |
82.505 |
0.618 |
82.255 |
1.000 |
82.100 |
1.618 |
81.850 |
2.618 |
81.445 |
4.250 |
80.784 |
|
|
Fisher Pivots for day following 05-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
82.708 |
82.935 |
PP |
82.676 |
82.827 |
S1 |
82.644 |
82.720 |
|