ICE US Dollar Index Future June 2013
| Trading Metrics calculated at close of trading on 17-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
82.395 |
81.895 |
-0.500 |
-0.6% |
82.750 |
| High |
82.620 |
82.815 |
0.195 |
0.2% |
82.955 |
| Low |
81.780 |
81.890 |
0.110 |
0.1% |
82.140 |
| Close |
81.823 |
82.791 |
0.968 |
1.2% |
82.406 |
| Range |
0.840 |
0.925 |
0.085 |
10.1% |
0.815 |
| ATR |
0.537 |
0.569 |
0.033 |
6.1% |
0.000 |
| Volume |
42,095 |
51,696 |
9,601 |
22.8% |
119,230 |
|
| Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.274 |
84.957 |
83.300 |
|
| R3 |
84.349 |
84.032 |
83.045 |
|
| R2 |
83.424 |
83.424 |
82.961 |
|
| R1 |
83.107 |
83.107 |
82.876 |
83.266 |
| PP |
82.499 |
82.499 |
82.499 |
82.578 |
| S1 |
82.182 |
82.182 |
82.706 |
82.341 |
| S2 |
81.574 |
81.574 |
82.621 |
|
| S3 |
80.649 |
81.257 |
82.537 |
|
| S4 |
79.724 |
80.332 |
82.282 |
|
|
| 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 |
82.815 |
81.780 |
1.035 |
1.3% |
0.621 |
0.8% |
98% |
True |
False |
35,410 |
| 10 |
83.660 |
81.780 |
1.880 |
2.3% |
0.588 |
0.7% |
54% |
False |
False |
31,721 |
| 20 |
83.660 |
81.780 |
1.880 |
2.3% |
0.566 |
0.7% |
54% |
False |
False |
27,261 |
| 40 |
83.660 |
80.550 |
3.110 |
3.8% |
0.560 |
0.7% |
72% |
False |
False |
19,746 |
| 60 |
83.660 |
79.090 |
4.570 |
5.5% |
0.476 |
0.6% |
81% |
False |
False |
13,184 |
| 80 |
83.660 |
79.090 |
4.570 |
5.5% |
0.416 |
0.5% |
81% |
False |
False |
9,893 |
| 100 |
83.660 |
79.090 |
4.570 |
5.5% |
0.342 |
0.4% |
81% |
False |
False |
7,935 |
| 120 |
83.660 |
79.090 |
4.570 |
5.5% |
0.285 |
0.3% |
81% |
False |
False |
6,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.746 |
|
2.618 |
85.237 |
|
1.618 |
84.312 |
|
1.000 |
83.740 |
|
0.618 |
83.387 |
|
HIGH |
82.815 |
|
0.618 |
82.462 |
|
0.500 |
82.353 |
|
0.382 |
82.243 |
|
LOW |
81.890 |
|
0.618 |
81.318 |
|
1.000 |
80.965 |
|
1.618 |
80.393 |
|
2.618 |
79.468 |
|
4.250 |
77.959 |
|
|
| Fisher Pivots for day following 17-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
82.645 |
82.627 |
| PP |
82.499 |
82.462 |
| S1 |
82.353 |
82.298 |
|