ICE US Dollar Index Future June 2013
| Trading Metrics calculated at close of trading on 19-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
82.735 |
82.670 |
-0.065 |
-0.1% |
82.190 |
| High |
82.755 |
82.895 |
0.140 |
0.2% |
82.895 |
| Low |
82.460 |
82.400 |
-0.060 |
-0.1% |
81.780 |
| Close |
82.681 |
82.846 |
0.165 |
0.2% |
82.846 |
| Range |
0.295 |
0.495 |
0.200 |
67.8% |
1.115 |
| ATR |
0.552 |
0.548 |
-0.004 |
-0.7% |
0.000 |
| Volume |
24,102 |
30,426 |
6,324 |
26.2% |
178,343 |
|
| Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.199 |
84.017 |
83.118 |
|
| R3 |
83.704 |
83.522 |
82.982 |
|
| R2 |
83.209 |
83.209 |
82.937 |
|
| R1 |
83.027 |
83.027 |
82.891 |
83.118 |
| PP |
82.714 |
82.714 |
82.714 |
82.759 |
| S1 |
82.532 |
82.532 |
82.801 |
82.623 |
| S2 |
82.219 |
82.219 |
82.755 |
|
| S3 |
81.724 |
82.037 |
82.710 |
|
| S4 |
81.229 |
81.542 |
82.574 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.852 |
85.464 |
83.459 |
|
| R3 |
84.737 |
84.349 |
83.153 |
|
| R2 |
83.622 |
83.622 |
83.050 |
|
| R1 |
83.234 |
83.234 |
82.948 |
83.428 |
| PP |
82.507 |
82.507 |
82.507 |
82.604 |
| S1 |
82.119 |
82.119 |
82.744 |
82.313 |
| S2 |
81.392 |
81.392 |
82.642 |
|
| S3 |
80.277 |
81.004 |
82.539 |
|
| S4 |
79.162 |
79.889 |
82.233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.895 |
81.780 |
1.115 |
1.3% |
0.582 |
0.7% |
96% |
True |
False |
35,668 |
| 10 |
82.955 |
81.780 |
1.175 |
1.4% |
0.505 |
0.6% |
91% |
False |
False |
29,757 |
| 20 |
83.660 |
81.780 |
1.880 |
2.3% |
0.562 |
0.7% |
57% |
False |
False |
27,334 |
| 40 |
83.660 |
81.370 |
2.290 |
2.8% |
0.547 |
0.7% |
64% |
False |
False |
21,101 |
| 60 |
83.660 |
79.090 |
4.570 |
5.5% |
0.483 |
0.6% |
82% |
False |
False |
14,092 |
| 80 |
83.660 |
79.090 |
4.570 |
5.5% |
0.423 |
0.5% |
82% |
False |
False |
10,575 |
| 100 |
83.660 |
79.090 |
4.570 |
5.5% |
0.350 |
0.4% |
82% |
False |
False |
8,481 |
| 120 |
83.660 |
79.090 |
4.570 |
5.5% |
0.292 |
0.4% |
82% |
False |
False |
7,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.999 |
|
2.618 |
84.191 |
|
1.618 |
83.696 |
|
1.000 |
83.390 |
|
0.618 |
83.201 |
|
HIGH |
82.895 |
|
0.618 |
82.706 |
|
0.500 |
82.648 |
|
0.382 |
82.589 |
|
LOW |
82.400 |
|
0.618 |
82.094 |
|
1.000 |
81.905 |
|
1.618 |
81.599 |
|
2.618 |
81.104 |
|
4.250 |
80.296 |
|
|
| Fisher Pivots for day following 19-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
82.780 |
82.695 |
| PP |
82.714 |
82.544 |
| S1 |
82.648 |
82.393 |
|