ICE US Dollar Index Future June 2013
Trading Metrics calculated at close of trading on 17-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
80.755 |
80.640 |
-0.115 |
-0.1% |
81.800 |
High |
81.000 |
80.805 |
-0.195 |
-0.2% |
82.090 |
Low |
80.595 |
80.630 |
0.035 |
0.0% |
80.505 |
Close |
80.650 |
80.733 |
0.083 |
0.1% |
80.650 |
Range |
0.405 |
0.175 |
-0.230 |
-56.8% |
1.585 |
ATR |
0.657 |
0.623 |
-0.034 |
-5.2% |
0.000 |
Volume |
14,580 |
790 |
-13,790 |
-94.6% |
224,488 |
|
Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.248 |
81.165 |
80.829 |
|
R3 |
81.073 |
80.990 |
80.781 |
|
R2 |
80.898 |
80.898 |
80.765 |
|
R1 |
80.815 |
80.815 |
80.749 |
80.857 |
PP |
80.723 |
80.723 |
80.723 |
80.743 |
S1 |
80.640 |
80.640 |
80.717 |
80.682 |
S2 |
80.548 |
80.548 |
80.701 |
|
S3 |
80.373 |
80.465 |
80.685 |
|
S4 |
80.198 |
80.290 |
80.637 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.837 |
84.828 |
81.522 |
|
R3 |
84.252 |
83.243 |
81.086 |
|
R2 |
82.667 |
82.667 |
80.941 |
|
R1 |
81.658 |
81.658 |
80.795 |
81.370 |
PP |
81.082 |
81.082 |
81.082 |
80.938 |
S1 |
80.073 |
80.073 |
80.505 |
79.785 |
S2 |
79.497 |
79.497 |
80.359 |
|
S3 |
77.912 |
78.488 |
80.214 |
|
S4 |
76.327 |
76.903 |
79.778 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.750 |
80.505 |
1.245 |
1.5% |
0.469 |
0.6% |
18% |
False |
False |
34,078 |
10 |
83.000 |
80.505 |
2.495 |
3.1% |
0.602 |
0.7% |
9% |
False |
False |
47,426 |
20 |
84.595 |
80.505 |
4.090 |
5.1% |
0.675 |
0.8% |
6% |
False |
False |
47,534 |
40 |
84.595 |
80.505 |
4.090 |
5.1% |
0.624 |
0.8% |
6% |
False |
False |
39,933 |
60 |
84.595 |
80.505 |
4.090 |
5.1% |
0.603 |
0.7% |
6% |
False |
False |
35,733 |
80 |
84.595 |
80.505 |
4.090 |
5.1% |
0.586 |
0.7% |
6% |
False |
False |
30,517 |
100 |
84.595 |
79.090 |
5.505 |
6.8% |
0.539 |
0.7% |
30% |
False |
False |
24,428 |
120 |
84.595 |
79.090 |
5.505 |
6.8% |
0.490 |
0.6% |
30% |
False |
False |
20,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.549 |
2.618 |
81.263 |
1.618 |
81.088 |
1.000 |
80.980 |
0.618 |
80.913 |
HIGH |
80.805 |
0.618 |
80.738 |
0.500 |
80.718 |
0.382 |
80.697 |
LOW |
80.630 |
0.618 |
80.522 |
1.000 |
80.455 |
1.618 |
80.347 |
2.618 |
80.172 |
4.250 |
79.886 |
|
|
Fisher Pivots for day following 17-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
80.728 |
80.753 |
PP |
80.723 |
80.746 |
S1 |
80.718 |
80.740 |
|