ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 12-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
81.720 |
81.100 |
-0.620 |
-0.8% |
83.355 |
High |
81.750 |
81.310 |
-0.440 |
-0.5% |
83.415 |
Low |
81.025 |
80.745 |
-0.280 |
-0.3% |
81.065 |
Close |
81.110 |
80.946 |
-0.164 |
-0.2% |
81.660 |
Range |
0.725 |
0.565 |
-0.160 |
-22.1% |
2.350 |
ATR |
0.702 |
0.692 |
-0.010 |
-1.4% |
0.000 |
Volume |
59,581 |
66,880 |
7,299 |
12.3% |
299,008 |
|
Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.695 |
82.386 |
81.257 |
|
R3 |
82.130 |
81.821 |
81.101 |
|
R2 |
81.565 |
81.565 |
81.050 |
|
R1 |
81.256 |
81.256 |
80.998 |
81.128 |
PP |
81.000 |
81.000 |
81.000 |
80.937 |
S1 |
80.691 |
80.691 |
80.894 |
80.563 |
S2 |
80.435 |
80.435 |
80.842 |
|
S3 |
79.870 |
80.126 |
80.791 |
|
S4 |
79.305 |
79.561 |
80.635 |
|
|
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 |
82.690 |
80.745 |
1.945 |
2.4% |
0.838 |
1.0% |
10% |
False |
True |
72,470 |
10 |
83.765 |
80.745 |
3.020 |
3.7% |
0.728 |
0.9% |
7% |
False |
True |
57,106 |
20 |
84.595 |
80.745 |
3.850 |
4.8% |
0.709 |
0.9% |
5% |
False |
True |
51,761 |
40 |
84.595 |
80.745 |
3.850 |
4.8% |
0.640 |
0.8% |
5% |
False |
True |
41,490 |
60 |
84.595 |
80.745 |
3.850 |
4.8% |
0.608 |
0.8% |
5% |
False |
True |
36,431 |
80 |
84.595 |
80.550 |
4.045 |
5.0% |
0.591 |
0.7% |
10% |
False |
False |
29,972 |
100 |
84.595 |
79.090 |
5.505 |
6.8% |
0.535 |
0.7% |
34% |
False |
False |
23,990 |
120 |
84.595 |
79.090 |
5.505 |
6.8% |
0.484 |
0.6% |
34% |
False |
False |
19,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.711 |
2.618 |
82.789 |
1.618 |
82.224 |
1.000 |
81.875 |
0.618 |
81.659 |
HIGH |
81.310 |
0.618 |
81.094 |
0.500 |
81.028 |
0.382 |
80.961 |
LOW |
80.745 |
0.618 |
80.396 |
1.000 |
80.180 |
1.618 |
79.831 |
2.618 |
79.266 |
4.250 |
78.344 |
|
|
Fisher Pivots for day following 12-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
81.028 |
81.418 |
PP |
81.000 |
81.260 |
S1 |
80.973 |
81.103 |
|