ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 11-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
81.800 |
81.720 |
-0.080 |
-0.1% |
83.355 |
High |
82.090 |
81.750 |
-0.340 |
-0.4% |
83.415 |
Low |
81.590 |
81.025 |
-0.565 |
-0.7% |
81.065 |
Close |
81.651 |
81.110 |
-0.541 |
-0.7% |
81.660 |
Range |
0.500 |
0.725 |
0.225 |
45.0% |
2.350 |
ATR |
0.700 |
0.702 |
0.002 |
0.3% |
0.000 |
Volume |
54,888 |
59,581 |
4,693 |
8.6% |
299,008 |
|
Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.470 |
83.015 |
81.509 |
|
R3 |
82.745 |
82.290 |
81.309 |
|
R2 |
82.020 |
82.020 |
81.243 |
|
R1 |
81.565 |
81.565 |
81.176 |
81.430 |
PP |
81.295 |
81.295 |
81.295 |
81.228 |
S1 |
80.840 |
80.840 |
81.044 |
80.705 |
S2 |
80.570 |
80.570 |
80.977 |
|
S3 |
79.845 |
80.115 |
80.911 |
|
S4 |
79.120 |
79.390 |
80.711 |
|
|
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 |
82.910 |
81.025 |
1.885 |
2.3% |
0.806 |
1.0% |
5% |
False |
True |
67,637 |
10 |
84.430 |
81.025 |
3.405 |
4.2% |
0.761 |
0.9% |
2% |
False |
True |
55,135 |
20 |
84.595 |
81.025 |
3.570 |
4.4% |
0.720 |
0.9% |
2% |
False |
True |
50,635 |
40 |
84.595 |
81.025 |
3.570 |
4.4% |
0.647 |
0.8% |
2% |
False |
True |
40,870 |
60 |
84.595 |
81.025 |
3.570 |
4.4% |
0.607 |
0.7% |
2% |
False |
True |
35,821 |
80 |
84.595 |
80.550 |
4.045 |
5.0% |
0.586 |
0.7% |
14% |
False |
False |
29,138 |
100 |
84.595 |
79.090 |
5.505 |
6.8% |
0.530 |
0.7% |
37% |
False |
False |
23,322 |
120 |
84.595 |
79.090 |
5.505 |
6.8% |
0.480 |
0.6% |
37% |
False |
False |
19,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.831 |
2.618 |
83.648 |
1.618 |
82.923 |
1.000 |
82.475 |
0.618 |
82.198 |
HIGH |
81.750 |
0.618 |
81.473 |
0.500 |
81.388 |
0.382 |
81.302 |
LOW |
81.025 |
0.618 |
80.577 |
1.000 |
80.300 |
1.618 |
79.852 |
2.618 |
79.127 |
4.250 |
77.944 |
|
|
Fisher Pivots for day following 11-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
81.388 |
81.558 |
PP |
81.295 |
81.408 |
S1 |
81.203 |
81.259 |
|