ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 31-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
Open |
83.865 |
83.335 |
-0.530 |
-0.6% |
83.995 |
High |
84.045 |
83.925 |
-0.120 |
-0.1% |
84.730 |
Low |
83.270 |
83.290 |
0.020 |
0.0% |
83.270 |
Close |
83.327 |
83.671 |
0.344 |
0.4% |
83.671 |
Range |
0.775 |
0.635 |
-0.140 |
-18.1% |
1.460 |
ATR |
0.589 |
0.592 |
0.003 |
0.6% |
0.000 |
Volume |
503 |
518 |
15 |
3.0% |
2,285 |
|
Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.534 |
85.237 |
84.020 |
|
R3 |
84.899 |
84.602 |
83.846 |
|
R2 |
84.264 |
84.264 |
83.787 |
|
R1 |
83.967 |
83.967 |
83.729 |
84.116 |
PP |
83.629 |
83.629 |
83.629 |
83.703 |
S1 |
83.332 |
83.332 |
83.613 |
83.481 |
S2 |
82.994 |
82.994 |
83.555 |
|
S3 |
82.359 |
82.697 |
83.496 |
|
S4 |
81.724 |
82.062 |
83.322 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.270 |
87.431 |
84.474 |
|
R3 |
86.810 |
85.971 |
84.073 |
|
R2 |
85.350 |
85.350 |
83.939 |
|
R1 |
84.511 |
84.511 |
83.805 |
84.201 |
PP |
83.890 |
83.890 |
83.890 |
83.735 |
S1 |
83.051 |
83.051 |
83.537 |
82.741 |
S2 |
82.430 |
82.430 |
83.403 |
|
S3 |
80.970 |
81.591 |
83.270 |
|
S4 |
79.510 |
80.131 |
82.868 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
84.730 |
83.270 |
1.460 |
1.7% |
0.591 |
0.7% |
27% |
False |
False |
457 |
10 |
84.835 |
83.270 |
1.565 |
1.9% |
0.636 |
0.8% |
26% |
False |
False |
508 |
20 |
84.835 |
81.975 |
2.860 |
3.4% |
0.595 |
0.7% |
59% |
False |
False |
331 |
40 |
84.835 |
81.510 |
3.325 |
4.0% |
0.512 |
0.6% |
65% |
False |
False |
211 |
60 |
84.835 |
81.510 |
3.325 |
4.0% |
0.460 |
0.6% |
65% |
False |
False |
183 |
80 |
84.835 |
80.533 |
4.302 |
5.1% |
0.347 |
0.4% |
73% |
False |
False |
137 |
100 |
84.835 |
79.465 |
5.370 |
6.4% |
0.277 |
0.3% |
78% |
False |
False |
109 |
120 |
84.835 |
79.465 |
5.370 |
6.4% |
0.231 |
0.3% |
78% |
False |
False |
91 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.624 |
2.618 |
85.587 |
1.618 |
84.952 |
1.000 |
84.560 |
0.618 |
84.317 |
HIGH |
83.925 |
0.618 |
83.682 |
0.500 |
83.608 |
0.382 |
83.533 |
LOW |
83.290 |
0.618 |
82.898 |
1.000 |
82.655 |
1.618 |
82.263 |
2.618 |
81.628 |
4.250 |
80.591 |
|
|
Fisher Pivots for day following 31-May-2013 |
Pivot |
1 day |
3 day |
R1 |
83.650 |
84.000 |
PP |
83.629 |
83.890 |
S1 |
83.608 |
83.781 |
|