ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 04-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
83.655 |
83.015 |
-0.640 |
-0.8% |
83.995 |
High |
83.670 |
83.260 |
-0.410 |
-0.5% |
84.730 |
Low |
82.735 |
82.950 |
0.215 |
0.3% |
83.270 |
Close |
82.978 |
83.087 |
0.109 |
0.1% |
83.671 |
Range |
0.935 |
0.310 |
-0.625 |
-66.8% |
1.460 |
ATR |
0.617 |
0.595 |
-0.022 |
-3.6% |
0.000 |
Volume |
2,236 |
350 |
-1,886 |
-84.3% |
2,285 |
|
Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.029 |
83.868 |
83.258 |
|
R3 |
83.719 |
83.558 |
83.172 |
|
R2 |
83.409 |
83.409 |
83.144 |
|
R1 |
83.248 |
83.248 |
83.115 |
83.329 |
PP |
83.099 |
83.099 |
83.099 |
83.139 |
S1 |
82.938 |
82.938 |
83.059 |
83.019 |
S2 |
82.789 |
82.789 |
83.030 |
|
S3 |
82.479 |
82.628 |
83.002 |
|
S4 |
82.169 |
82.318 |
82.917 |
|
|
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% |
0.707 |
0.9% |
18% |
False |
False |
843 |
10 |
84.835 |
82.735 |
2.100 |
2.5% |
0.650 |
0.8% |
17% |
False |
False |
698 |
20 |
84.835 |
81.975 |
2.860 |
3.4% |
0.625 |
0.8% |
39% |
False |
False |
456 |
40 |
84.835 |
81.510 |
3.325 |
4.0% |
0.526 |
0.6% |
47% |
False |
False |
273 |
60 |
84.835 |
81.510 |
3.325 |
4.0% |
0.481 |
0.6% |
47% |
False |
False |
226 |
80 |
84.835 |
80.533 |
4.302 |
5.2% |
0.362 |
0.4% |
59% |
False |
False |
169 |
100 |
84.835 |
79.465 |
5.370 |
6.5% |
0.290 |
0.3% |
67% |
False |
False |
135 |
120 |
84.835 |
79.465 |
5.370 |
6.5% |
0.242 |
0.3% |
67% |
False |
False |
113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.578 |
2.618 |
84.072 |
1.618 |
83.762 |
1.000 |
83.570 |
0.618 |
83.452 |
HIGH |
83.260 |
0.618 |
83.142 |
0.500 |
83.105 |
0.382 |
83.068 |
LOW |
82.950 |
0.618 |
82.758 |
1.000 |
82.640 |
1.618 |
82.448 |
2.618 |
82.138 |
4.250 |
81.633 |
|
|
Fisher Pivots for day following 04-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
83.105 |
83.330 |
PP |
83.099 |
83.249 |
S1 |
83.093 |
83.168 |
|