ICE US Dollar Index Future June 2013
| Trading Metrics calculated at close of trading on 16-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
82.190 |
82.395 |
0.205 |
0.2% |
82.750 |
| High |
82.545 |
82.620 |
0.075 |
0.1% |
82.955 |
| Low |
82.190 |
81.780 |
-0.410 |
-0.5% |
82.140 |
| Close |
82.507 |
81.823 |
-0.684 |
-0.8% |
82.406 |
| Range |
0.355 |
0.840 |
0.485 |
136.6% |
0.815 |
| ATR |
0.514 |
0.537 |
0.023 |
4.5% |
0.000 |
| Volume |
30,024 |
42,095 |
12,071 |
40.2% |
119,230 |
|
| Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.594 |
84.049 |
82.285 |
|
| R3 |
83.754 |
83.209 |
82.054 |
|
| R2 |
82.914 |
82.914 |
81.977 |
|
| R1 |
82.369 |
82.369 |
81.900 |
82.222 |
| PP |
82.074 |
82.074 |
82.074 |
82.001 |
| S1 |
81.529 |
81.529 |
81.746 |
81.382 |
| S2 |
81.234 |
81.234 |
81.669 |
|
| S3 |
80.394 |
80.689 |
81.592 |
|
| S4 |
79.554 |
79.849 |
81.361 |
|
|
| 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 |
82.680 |
81.780 |
0.900 |
1.1% |
0.507 |
0.6% |
5% |
False |
True |
30,021 |
| 10 |
83.660 |
81.780 |
1.880 |
2.3% |
0.543 |
0.7% |
2% |
False |
True |
28,556 |
| 20 |
83.660 |
81.780 |
1.880 |
2.3% |
0.544 |
0.7% |
2% |
False |
True |
26,312 |
| 40 |
83.660 |
80.550 |
3.110 |
3.8% |
0.542 |
0.7% |
41% |
False |
False |
18,455 |
| 60 |
83.660 |
79.090 |
4.570 |
5.6% |
0.465 |
0.6% |
60% |
False |
False |
12,323 |
| 80 |
83.660 |
79.090 |
4.570 |
5.6% |
0.406 |
0.5% |
60% |
False |
False |
9,247 |
| 100 |
83.660 |
79.090 |
4.570 |
5.6% |
0.333 |
0.4% |
60% |
False |
False |
7,418 |
| 120 |
83.660 |
79.090 |
4.570 |
5.6% |
0.278 |
0.3% |
60% |
False |
False |
6,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.190 |
|
2.618 |
84.819 |
|
1.618 |
83.979 |
|
1.000 |
83.460 |
|
0.618 |
83.139 |
|
HIGH |
82.620 |
|
0.618 |
82.299 |
|
0.500 |
82.200 |
|
0.382 |
82.101 |
|
LOW |
81.780 |
|
0.618 |
81.261 |
|
1.000 |
80.940 |
|
1.618 |
80.421 |
|
2.618 |
79.581 |
|
4.250 |
78.210 |
|
|
| Fisher Pivots for day following 16-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
82.200 |
82.200 |
| PP |
82.074 |
82.074 |
| S1 |
81.949 |
81.949 |
|