ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 03-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
83.335 |
83.655 |
0.320 |
0.4% |
83.995 |
High |
83.925 |
83.670 |
-0.255 |
-0.3% |
84.730 |
Low |
83.290 |
82.735 |
-0.555 |
-0.7% |
83.270 |
Close |
83.671 |
82.978 |
-0.693 |
-0.8% |
83.671 |
Range |
0.635 |
0.935 |
0.300 |
47.2% |
1.460 |
ATR |
0.592 |
0.617 |
0.025 |
4.1% |
0.000 |
Volume |
518 |
2,236 |
1,718 |
331.7% |
2,285 |
|
Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.933 |
85.390 |
83.492 |
|
R3 |
84.998 |
84.455 |
83.235 |
|
R2 |
84.063 |
84.063 |
83.149 |
|
R1 |
83.520 |
83.520 |
83.064 |
83.324 |
PP |
83.128 |
83.128 |
83.128 |
83.030 |
S1 |
82.585 |
82.585 |
82.892 |
82.389 |
S2 |
82.193 |
82.193 |
82.807 |
|
S3 |
81.258 |
81.650 |
82.721 |
|
S4 |
80.323 |
80.715 |
82.464 |
|
|
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 |
82.735 |
1.995 |
2.4% |
0.744 |
0.9% |
12% |
False |
True |
899 |
10 |
84.835 |
82.735 |
2.100 |
2.5% |
0.672 |
0.8% |
12% |
False |
True |
678 |
20 |
84.835 |
81.975 |
2.860 |
3.4% |
0.621 |
0.7% |
35% |
False |
False |
439 |
40 |
84.835 |
81.510 |
3.325 |
4.0% |
0.528 |
0.6% |
44% |
False |
False |
265 |
60 |
84.835 |
81.510 |
3.325 |
4.0% |
0.476 |
0.6% |
44% |
False |
False |
220 |
80 |
84.835 |
80.533 |
4.302 |
5.2% |
0.358 |
0.4% |
57% |
False |
False |
165 |
100 |
84.835 |
79.465 |
5.370 |
6.5% |
0.287 |
0.3% |
65% |
False |
False |
132 |
120 |
84.835 |
79.465 |
5.370 |
6.5% |
0.239 |
0.3% |
65% |
False |
False |
110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
87.644 |
2.618 |
86.118 |
1.618 |
85.183 |
1.000 |
84.605 |
0.618 |
84.248 |
HIGH |
83.670 |
0.618 |
83.313 |
0.500 |
83.203 |
0.382 |
83.092 |
LOW |
82.735 |
0.618 |
82.157 |
1.000 |
81.800 |
1.618 |
81.222 |
2.618 |
80.287 |
4.250 |
78.761 |
|
|
Fisher Pivots for day following 03-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
83.203 |
83.390 |
PP |
83.128 |
83.253 |
S1 |
83.053 |
83.115 |
|