ICE US Dollar Index Future June 2013
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
80.865 |
80.755 |
-0.110 |
-0.1% |
81.800 |
| High |
80.980 |
81.000 |
0.020 |
0.0% |
82.090 |
| Low |
80.505 |
80.595 |
0.090 |
0.1% |
80.505 |
| Close |
80.742 |
80.650 |
-0.092 |
-0.1% |
80.650 |
| Range |
0.475 |
0.405 |
-0.070 |
-14.7% |
1.585 |
| ATR |
0.676 |
0.657 |
-0.019 |
-2.9% |
0.000 |
| Volume |
28,559 |
14,580 |
-13,979 |
-48.9% |
224,488 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.963 |
81.712 |
80.873 |
|
| R3 |
81.558 |
81.307 |
80.761 |
|
| R2 |
81.153 |
81.153 |
80.724 |
|
| R1 |
80.902 |
80.902 |
80.687 |
80.825 |
| PP |
80.748 |
80.748 |
80.748 |
80.710 |
| S1 |
80.497 |
80.497 |
80.613 |
80.420 |
| S2 |
80.343 |
80.343 |
80.576 |
|
| S3 |
79.938 |
80.092 |
80.539 |
|
| S4 |
79.533 |
79.687 |
80.427 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.837 |
84.828 |
81.522 |
|
| R3 |
84.252 |
83.243 |
81.086 |
|
| R2 |
82.667 |
82.667 |
80.941 |
|
| R1 |
81.658 |
81.658 |
80.795 |
81.370 |
| PP |
81.082 |
81.082 |
81.082 |
80.938 |
| S1 |
80.073 |
80.073 |
80.505 |
79.785 |
| S2 |
79.497 |
79.497 |
80.359 |
|
| S3 |
77.912 |
78.488 |
80.214 |
|
| S4 |
76.327 |
76.903 |
79.778 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.090 |
80.505 |
1.585 |
2.0% |
0.534 |
0.7% |
9% |
False |
False |
44,897 |
| 10 |
83.415 |
80.505 |
2.910 |
3.6% |
0.681 |
0.8% |
5% |
False |
False |
52,349 |
| 20 |
84.595 |
80.505 |
4.090 |
5.1% |
0.698 |
0.9% |
4% |
False |
False |
49,861 |
| 40 |
84.595 |
80.505 |
4.090 |
5.1% |
0.632 |
0.8% |
4% |
False |
False |
40,674 |
| 60 |
84.595 |
80.505 |
4.090 |
5.1% |
0.606 |
0.8% |
4% |
False |
False |
36,096 |
| 80 |
84.595 |
80.505 |
4.090 |
5.1% |
0.589 |
0.7% |
4% |
False |
False |
30,510 |
| 100 |
84.595 |
79.090 |
5.505 |
6.8% |
0.539 |
0.7% |
28% |
False |
False |
24,421 |
| 120 |
84.595 |
79.090 |
5.505 |
6.8% |
0.490 |
0.6% |
28% |
False |
False |
20,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.721 |
|
2.618 |
82.060 |
|
1.618 |
81.655 |
|
1.000 |
81.405 |
|
0.618 |
81.250 |
|
HIGH |
81.000 |
|
0.618 |
80.845 |
|
0.500 |
80.798 |
|
0.382 |
80.750 |
|
LOW |
80.595 |
|
0.618 |
80.345 |
|
1.000 |
80.190 |
|
1.618 |
79.940 |
|
2.618 |
79.535 |
|
4.250 |
78.874 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
80.798 |
80.908 |
| PP |
80.748 |
80.822 |
| S1 |
80.699 |
80.736 |
|