ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 07-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
82.605 |
81.585 |
-1.020 |
-1.2% |
83.355 |
High |
82.690 |
81.855 |
-0.835 |
-1.0% |
83.415 |
Low |
81.065 |
81.080 |
0.015 |
0.0% |
81.065 |
Close |
81.537 |
81.660 |
0.123 |
0.2% |
81.660 |
Range |
1.625 |
0.775 |
-0.850 |
-52.3% |
2.350 |
ATR |
0.711 |
0.715 |
0.005 |
0.6% |
0.000 |
Volume |
106,675 |
74,327 |
-32,348 |
-30.3% |
299,008 |
|
Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.857 |
83.533 |
82.086 |
|
R3 |
83.082 |
82.758 |
81.873 |
|
R2 |
82.307 |
82.307 |
81.802 |
|
R1 |
81.983 |
81.983 |
81.731 |
82.145 |
PP |
81.532 |
81.532 |
81.532 |
81.613 |
S1 |
81.208 |
81.208 |
81.589 |
81.370 |
S2 |
80.757 |
80.757 |
81.518 |
|
S3 |
79.982 |
80.433 |
81.447 |
|
S4 |
79.207 |
79.658 |
81.234 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
89.097 |
87.728 |
82.953 |
|
R3 |
86.747 |
85.378 |
82.306 |
|
R2 |
84.397 |
84.397 |
82.091 |
|
R1 |
83.028 |
83.028 |
81.875 |
82.538 |
PP |
82.047 |
82.047 |
82.047 |
81.801 |
S1 |
80.678 |
80.678 |
81.445 |
80.188 |
S2 |
79.697 |
79.697 |
81.229 |
|
S3 |
77.347 |
78.328 |
81.014 |
|
S4 |
74.997 |
75.978 |
80.368 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
83.415 |
81.065 |
2.350 |
2.9% |
0.827 |
1.0% |
25% |
False |
False |
59,801 |
10 |
84.430 |
81.065 |
3.365 |
4.1% |
0.756 |
0.9% |
18% |
False |
False |
51,564 |
20 |
84.595 |
81.065 |
3.530 |
4.3% |
0.712 |
0.9% |
17% |
False |
False |
48,292 |
40 |
84.595 |
81.065 |
3.530 |
4.3% |
0.637 |
0.8% |
17% |
False |
False |
39,392 |
60 |
84.595 |
81.065 |
3.530 |
4.3% |
0.609 |
0.7% |
17% |
False |
False |
35,519 |
80 |
84.595 |
80.310 |
4.285 |
5.2% |
0.581 |
0.7% |
32% |
False |
False |
27,708 |
100 |
84.595 |
79.090 |
5.505 |
6.7% |
0.524 |
0.6% |
47% |
False |
False |
22,177 |
120 |
84.595 |
79.090 |
5.505 |
6.7% |
0.474 |
0.6% |
47% |
False |
False |
18,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.149 |
2.618 |
83.884 |
1.618 |
83.109 |
1.000 |
82.630 |
0.618 |
82.334 |
HIGH |
81.855 |
0.618 |
81.559 |
0.500 |
81.468 |
0.382 |
81.376 |
LOW |
81.080 |
0.618 |
80.601 |
1.000 |
80.305 |
1.618 |
79.826 |
2.618 |
79.051 |
4.250 |
77.786 |
|
|
Fisher Pivots for day following 07-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
81.596 |
81.988 |
PP |
81.532 |
81.878 |
S1 |
81.468 |
81.769 |
|