ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 10-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
81.585 |
81.800 |
0.215 |
0.3% |
83.355 |
High |
81.855 |
82.090 |
0.235 |
0.3% |
83.415 |
Low |
81.080 |
81.590 |
0.510 |
0.6% |
81.065 |
Close |
81.660 |
81.651 |
-0.009 |
0.0% |
81.660 |
Range |
0.775 |
0.500 |
-0.275 |
-35.5% |
2.350 |
ATR |
0.715 |
0.700 |
-0.015 |
-2.1% |
0.000 |
Volume |
74,327 |
54,888 |
-19,439 |
-26.2% |
299,008 |
|
Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.277 |
82.964 |
81.926 |
|
R3 |
82.777 |
82.464 |
81.789 |
|
R2 |
82.277 |
82.277 |
81.743 |
|
R1 |
81.964 |
81.964 |
81.697 |
81.871 |
PP |
81.777 |
81.777 |
81.777 |
81.730 |
S1 |
81.464 |
81.464 |
81.605 |
81.371 |
S2 |
81.277 |
81.277 |
81.559 |
|
S3 |
80.777 |
80.964 |
81.514 |
|
S4 |
80.277 |
80.464 |
81.376 |
|
|
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 |
83.000 |
81.065 |
1.935 |
2.4% |
0.735 |
0.9% |
30% |
False |
False |
60,775 |
10 |
84.430 |
81.065 |
3.365 |
4.1% |
0.754 |
0.9% |
17% |
False |
False |
53,092 |
20 |
84.595 |
81.065 |
3.530 |
4.3% |
0.699 |
0.9% |
17% |
False |
False |
48,744 |
40 |
84.595 |
81.065 |
3.530 |
4.3% |
0.638 |
0.8% |
17% |
False |
False |
40,131 |
60 |
84.595 |
81.065 |
3.530 |
4.3% |
0.605 |
0.7% |
17% |
False |
False |
35,607 |
80 |
84.595 |
80.500 |
4.095 |
5.0% |
0.581 |
0.7% |
28% |
False |
False |
28,393 |
100 |
84.595 |
79.090 |
5.505 |
6.7% |
0.527 |
0.6% |
47% |
False |
False |
22,726 |
120 |
84.595 |
79.090 |
5.505 |
6.7% |
0.476 |
0.6% |
47% |
False |
False |
18,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.215 |
2.618 |
83.399 |
1.618 |
82.899 |
1.000 |
82.590 |
0.618 |
82.399 |
HIGH |
82.090 |
0.618 |
81.899 |
0.500 |
81.840 |
0.382 |
81.781 |
LOW |
81.590 |
0.618 |
81.281 |
1.000 |
81.090 |
1.618 |
80.781 |
2.618 |
80.281 |
4.250 |
79.465 |
|
|
Fisher Pivots for day following 10-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
81.840 |
81.878 |
PP |
81.777 |
81.802 |
S1 |
81.714 |
81.727 |
|