ICE US Dollar Index Future September 2013
Trading Metrics calculated at close of trading on 06-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
83.095 |
82.830 |
-0.265 |
-0.3% |
83.995 |
High |
83.190 |
82.940 |
-0.250 |
-0.3% |
84.730 |
Low |
82.755 |
81.345 |
-1.410 |
-1.7% |
83.270 |
Close |
82.857 |
81.802 |
-1.055 |
-1.3% |
83.671 |
Range |
0.435 |
1.595 |
1.160 |
266.7% |
1.460 |
ATR |
0.583 |
0.656 |
0.072 |
12.4% |
0.000 |
Volume |
3,256 |
9,691 |
6,435 |
197.6% |
2,285 |
|
Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.814 |
85.903 |
82.679 |
|
R3 |
85.219 |
84.308 |
82.241 |
|
R2 |
83.624 |
83.624 |
82.094 |
|
R1 |
82.713 |
82.713 |
81.948 |
82.371 |
PP |
82.029 |
82.029 |
82.029 |
81.858 |
S1 |
81.118 |
81.118 |
81.656 |
80.776 |
S2 |
80.434 |
80.434 |
81.510 |
|
S3 |
78.839 |
79.523 |
81.363 |
|
S4 |
77.244 |
77.928 |
80.925 |
|
|
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 |
83.925 |
81.345 |
2.580 |
3.2% |
0.782 |
1.0% |
18% |
False |
True |
3,210 |
10 |
84.730 |
81.345 |
3.385 |
4.1% |
0.671 |
0.8% |
14% |
False |
True |
1,862 |
20 |
84.835 |
81.345 |
3.490 |
4.3% |
0.647 |
0.8% |
13% |
False |
True |
1,090 |
40 |
84.835 |
81.345 |
3.490 |
4.3% |
0.563 |
0.7% |
13% |
False |
True |
595 |
60 |
84.835 |
81.345 |
3.490 |
4.3% |
0.507 |
0.6% |
13% |
False |
True |
425 |
80 |
84.835 |
80.900 |
3.935 |
4.8% |
0.388 |
0.5% |
23% |
False |
False |
331 |
100 |
84.835 |
79.465 |
5.370 |
6.6% |
0.310 |
0.4% |
44% |
False |
False |
265 |
120 |
84.835 |
79.465 |
5.370 |
6.6% |
0.258 |
0.3% |
44% |
False |
False |
221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
89.719 |
2.618 |
87.116 |
1.618 |
85.521 |
1.000 |
84.535 |
0.618 |
83.926 |
HIGH |
82.940 |
0.618 |
82.331 |
0.500 |
82.143 |
0.382 |
81.954 |
LOW |
81.345 |
0.618 |
80.359 |
1.000 |
79.750 |
1.618 |
78.764 |
2.618 |
77.169 |
4.250 |
74.566 |
|
|
Fisher Pivots for day following 06-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
82.143 |
82.303 |
PP |
82.029 |
82.136 |
S1 |
81.916 |
81.969 |
|