ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 13-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
81.100 |
80.865 |
-0.235 |
-0.3% |
83.355 |
High |
81.310 |
80.980 |
-0.330 |
-0.4% |
83.415 |
Low |
80.745 |
80.505 |
-0.240 |
-0.3% |
81.065 |
Close |
80.946 |
80.742 |
-0.204 |
-0.3% |
81.660 |
Range |
0.565 |
0.475 |
-0.090 |
-15.9% |
2.350 |
ATR |
0.692 |
0.676 |
-0.015 |
-2.2% |
0.000 |
Volume |
66,880 |
28,559 |
-38,321 |
-57.3% |
299,008 |
|
Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.167 |
81.930 |
81.003 |
|
R3 |
81.692 |
81.455 |
80.873 |
|
R2 |
81.217 |
81.217 |
80.829 |
|
R1 |
80.980 |
80.980 |
80.786 |
80.861 |
PP |
80.742 |
80.742 |
80.742 |
80.683 |
S1 |
80.505 |
80.505 |
80.698 |
80.386 |
S2 |
80.267 |
80.267 |
80.655 |
|
S3 |
79.792 |
80.030 |
80.611 |
|
S4 |
79.317 |
79.555 |
80.481 |
|
|
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 |
82.090 |
80.505 |
1.585 |
2.0% |
0.608 |
0.8% |
15% |
False |
True |
56,847 |
10 |
83.650 |
80.505 |
3.145 |
3.9% |
0.700 |
0.9% |
8% |
False |
True |
54,900 |
20 |
84.595 |
80.505 |
4.090 |
5.1% |
0.706 |
0.9% |
6% |
False |
True |
51,135 |
40 |
84.595 |
80.505 |
4.090 |
5.1% |
0.629 |
0.8% |
6% |
False |
True |
40,912 |
60 |
84.595 |
80.505 |
4.090 |
5.1% |
0.608 |
0.8% |
6% |
False |
True |
36,361 |
80 |
84.595 |
80.505 |
4.090 |
5.1% |
0.595 |
0.7% |
6% |
False |
True |
30,329 |
100 |
84.595 |
79.090 |
5.505 |
6.8% |
0.538 |
0.7% |
30% |
False |
False |
24,275 |
120 |
84.595 |
79.090 |
5.505 |
6.8% |
0.487 |
0.6% |
30% |
False |
False |
20,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.999 |
2.618 |
82.224 |
1.618 |
81.749 |
1.000 |
81.455 |
0.618 |
81.274 |
HIGH |
80.980 |
0.618 |
80.799 |
0.500 |
80.743 |
0.382 |
80.686 |
LOW |
80.505 |
0.618 |
80.211 |
1.000 |
80.030 |
1.618 |
79.736 |
2.618 |
79.261 |
4.250 |
78.486 |
|
|
Fisher Pivots for day following 13-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
80.743 |
81.128 |
PP |
80.742 |
80.999 |
S1 |
80.742 |
80.871 |
|