ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 05-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
83.015 |
83.095 |
0.080 |
0.1% |
83.995 |
High |
83.260 |
83.190 |
-0.070 |
-0.1% |
84.730 |
Low |
82.950 |
82.755 |
-0.195 |
-0.2% |
83.270 |
Close |
83.087 |
82.857 |
-0.230 |
-0.3% |
83.671 |
Range |
0.310 |
0.435 |
0.125 |
40.3% |
1.460 |
ATR |
0.595 |
0.583 |
-0.011 |
-1.9% |
0.000 |
Volume |
350 |
3,256 |
2,906 |
830.3% |
2,285 |
|
Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
84.239 |
83.983 |
83.096 |
|
R3 |
83.804 |
83.548 |
82.977 |
|
R2 |
83.369 |
83.369 |
82.937 |
|
R1 |
83.113 |
83.113 |
82.897 |
83.024 |
PP |
82.934 |
82.934 |
82.934 |
82.889 |
S1 |
82.678 |
82.678 |
82.817 |
82.589 |
S2 |
82.499 |
82.499 |
82.777 |
|
S3 |
82.064 |
82.243 |
82.737 |
|
S4 |
81.629 |
81.808 |
82.618 |
|
|
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 |
84.045 |
82.735 |
1.310 |
1.6% |
0.618 |
0.7% |
9% |
False |
False |
1,372 |
10 |
84.835 |
82.735 |
2.100 |
2.5% |
0.600 |
0.7% |
6% |
False |
False |
974 |
20 |
84.835 |
82.105 |
2.730 |
3.3% |
0.617 |
0.7% |
28% |
False |
False |
615 |
40 |
84.835 |
81.510 |
3.325 |
4.0% |
0.530 |
0.6% |
41% |
False |
False |
353 |
60 |
84.835 |
81.510 |
3.325 |
4.0% |
0.488 |
0.6% |
41% |
False |
False |
271 |
80 |
84.835 |
80.537 |
4.298 |
5.2% |
0.368 |
0.4% |
54% |
False |
False |
210 |
100 |
84.835 |
79.465 |
5.370 |
6.5% |
0.294 |
0.4% |
63% |
False |
False |
168 |
120 |
84.835 |
79.465 |
5.370 |
6.5% |
0.245 |
0.3% |
63% |
False |
False |
140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.039 |
2.618 |
84.329 |
1.618 |
83.894 |
1.000 |
83.625 |
0.618 |
83.459 |
HIGH |
83.190 |
0.618 |
83.024 |
0.500 |
82.973 |
0.382 |
82.921 |
LOW |
82.755 |
0.618 |
82.486 |
1.000 |
82.320 |
1.618 |
82.051 |
2.618 |
81.616 |
4.250 |
80.906 |
|
|
Fisher Pivots for day following 05-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
82.973 |
83.203 |
PP |
82.934 |
83.087 |
S1 |
82.896 |
82.972 |
|