ICE US Dollar Index Future June 2013
| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
84.435 |
83.920 |
-0.515 |
-0.6% |
84.240 |
| High |
84.595 |
84.020 |
-0.575 |
-0.7% |
84.595 |
| Low |
83.665 |
83.500 |
-0.165 |
-0.2% |
83.500 |
| Close |
83.803 |
83.758 |
-0.045 |
-0.1% |
83.758 |
| Range |
0.930 |
0.520 |
-0.410 |
-44.1% |
1.095 |
| ATR |
0.646 |
0.637 |
-0.009 |
-1.4% |
0.000 |
| Volume |
61,589 |
39,614 |
-21,975 |
-35.7% |
249,383 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.319 |
85.059 |
84.044 |
|
| R3 |
84.799 |
84.539 |
83.901 |
|
| R2 |
84.279 |
84.279 |
83.853 |
|
| R1 |
84.019 |
84.019 |
83.806 |
83.889 |
| PP |
83.759 |
83.759 |
83.759 |
83.695 |
| S1 |
83.499 |
83.499 |
83.710 |
83.369 |
| S2 |
83.239 |
83.239 |
83.663 |
|
| S3 |
82.719 |
82.979 |
83.615 |
|
| S4 |
82.199 |
82.459 |
83.472 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.236 |
86.592 |
84.360 |
|
| R3 |
86.141 |
85.497 |
84.059 |
|
| R2 |
85.046 |
85.046 |
83.959 |
|
| R1 |
84.402 |
84.402 |
83.858 |
84.177 |
| PP |
83.951 |
83.951 |
83.951 |
83.838 |
| S1 |
83.307 |
83.307 |
83.658 |
83.082 |
| S2 |
82.856 |
82.856 |
83.557 |
|
| S3 |
81.761 |
82.212 |
83.457 |
|
| S4 |
80.666 |
81.117 |
83.156 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.595 |
83.500 |
1.095 |
1.3% |
0.721 |
0.9% |
24% |
False |
True |
49,876 |
| 10 |
84.595 |
83.045 |
1.550 |
1.9% |
0.645 |
0.8% |
46% |
False |
False |
44,397 |
| 20 |
84.595 |
81.370 |
3.225 |
3.9% |
0.642 |
0.8% |
74% |
False |
False |
37,764 |
| 40 |
84.595 |
81.370 |
3.225 |
3.9% |
0.581 |
0.7% |
74% |
False |
False |
32,915 |
| 60 |
84.595 |
81.370 |
3.225 |
3.9% |
0.575 |
0.7% |
74% |
False |
False |
28,977 |
| 80 |
84.595 |
79.090 |
5.505 |
6.6% |
0.536 |
0.6% |
85% |
False |
False |
21,766 |
| 100 |
84.595 |
79.090 |
5.505 |
6.6% |
0.480 |
0.6% |
85% |
False |
False |
17,420 |
| 120 |
84.595 |
79.090 |
5.505 |
6.6% |
0.417 |
0.5% |
85% |
False |
False |
14,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.230 |
|
2.618 |
85.381 |
|
1.618 |
84.861 |
|
1.000 |
84.540 |
|
0.618 |
84.341 |
|
HIGH |
84.020 |
|
0.618 |
83.821 |
|
0.500 |
83.760 |
|
0.382 |
83.699 |
|
LOW |
83.500 |
|
0.618 |
83.179 |
|
1.000 |
82.980 |
|
1.618 |
82.659 |
|
2.618 |
82.139 |
|
4.250 |
81.290 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
83.760 |
84.048 |
| PP |
83.759 |
83.951 |
| S1 |
83.759 |
83.855 |
|