ICE US Dollar Index Future June 2013
| Trading Metrics calculated at close of trading on 12-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
82.650 |
82.295 |
-0.355 |
-0.4% |
82.750 |
| High |
82.680 |
82.585 |
-0.095 |
-0.1% |
82.955 |
| Low |
82.140 |
82.140 |
0.000 |
0.0% |
82.140 |
| Close |
82.325 |
82.406 |
0.081 |
0.1% |
82.406 |
| Range |
0.540 |
0.445 |
-0.095 |
-17.6% |
0.815 |
| ATR |
0.532 |
0.526 |
-0.006 |
-1.2% |
0.000 |
| Volume |
27,948 |
25,291 |
-2,657 |
-9.5% |
119,230 |
|
| Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.712 |
83.504 |
82.651 |
|
| R3 |
83.267 |
83.059 |
82.528 |
|
| R2 |
82.822 |
82.822 |
82.488 |
|
| R1 |
82.614 |
82.614 |
82.447 |
82.718 |
| PP |
82.377 |
82.377 |
82.377 |
82.429 |
| S1 |
82.169 |
82.169 |
82.365 |
82.273 |
| S2 |
81.932 |
81.932 |
82.324 |
|
| S3 |
81.487 |
81.724 |
82.284 |
|
| S4 |
81.042 |
81.279 |
82.161 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.945 |
84.491 |
82.854 |
|
| R3 |
84.130 |
83.676 |
82.630 |
|
| R2 |
83.315 |
83.315 |
82.555 |
|
| R1 |
82.861 |
82.861 |
82.481 |
82.681 |
| PP |
82.500 |
82.500 |
82.500 |
82.410 |
| S1 |
82.046 |
82.046 |
82.331 |
81.866 |
| S2 |
81.685 |
81.685 |
82.257 |
|
| S3 |
80.870 |
81.231 |
82.182 |
|
| S4 |
80.055 |
80.416 |
81.958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.955 |
82.140 |
0.815 |
1.0% |
0.427 |
0.5% |
33% |
False |
True |
23,846 |
| 10 |
83.660 |
82.140 |
1.520 |
1.8% |
0.527 |
0.6% |
18% |
False |
True |
24,227 |
| 20 |
83.660 |
81.830 |
1.830 |
2.2% |
0.539 |
0.7% |
31% |
False |
False |
26,557 |
| 40 |
83.660 |
80.500 |
3.160 |
3.8% |
0.524 |
0.6% |
60% |
False |
False |
16,655 |
| 60 |
83.660 |
79.090 |
4.570 |
5.5% |
0.453 |
0.5% |
73% |
False |
False |
11,122 |
| 80 |
83.660 |
79.090 |
4.570 |
5.5% |
0.396 |
0.5% |
73% |
False |
False |
8,346 |
| 100 |
83.660 |
79.090 |
4.570 |
5.5% |
0.321 |
0.4% |
73% |
False |
False |
6,697 |
| 120 |
83.660 |
79.090 |
4.570 |
5.5% |
0.268 |
0.3% |
73% |
False |
False |
5,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.476 |
|
2.618 |
83.750 |
|
1.618 |
83.305 |
|
1.000 |
83.030 |
|
0.618 |
82.860 |
|
HIGH |
82.585 |
|
0.618 |
82.415 |
|
0.500 |
82.363 |
|
0.382 |
82.310 |
|
LOW |
82.140 |
|
0.618 |
81.865 |
|
1.000 |
81.695 |
|
1.618 |
81.420 |
|
2.618 |
80.975 |
|
4.250 |
80.249 |
|
|
| Fisher Pivots for day following 12-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
82.392 |
82.410 |
| PP |
82.377 |
82.409 |
| S1 |
82.363 |
82.407 |
|