ICE US Dollar Index Future June 2013
| Trading Metrics calculated at close of trading on 06-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
82.290 |
82.140 |
-0.150 |
-0.2% |
82.445 |
| High |
82.610 |
82.475 |
-0.135 |
-0.2% |
82.610 |
| Low |
81.835 |
82.040 |
0.205 |
0.3% |
81.370 |
| Close |
82.195 |
82.378 |
0.183 |
0.2% |
82.195 |
| Range |
0.775 |
0.435 |
-0.340 |
-43.9% |
1.240 |
| ATR |
0.565 |
0.556 |
-0.009 |
-1.6% |
0.000 |
| Volume |
41,774 |
20,038 |
-21,736 |
-52.0% |
167,033 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.603 |
83.425 |
82.617 |
|
| R3 |
83.168 |
82.990 |
82.498 |
|
| R2 |
82.733 |
82.733 |
82.458 |
|
| R1 |
82.555 |
82.555 |
82.418 |
82.644 |
| PP |
82.298 |
82.298 |
82.298 |
82.342 |
| S1 |
82.120 |
82.120 |
82.338 |
82.209 |
| S2 |
81.863 |
81.863 |
82.298 |
|
| S3 |
81.428 |
81.685 |
82.258 |
|
| S4 |
80.993 |
81.250 |
82.139 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.778 |
85.227 |
82.877 |
|
| R3 |
84.538 |
83.987 |
82.536 |
|
| R2 |
83.298 |
83.298 |
82.422 |
|
| R1 |
82.747 |
82.747 |
82.309 |
82.403 |
| PP |
82.058 |
82.058 |
82.058 |
81.886 |
| S1 |
81.507 |
81.507 |
82.081 |
81.163 |
| S2 |
80.818 |
80.818 |
81.968 |
|
| S3 |
79.578 |
80.267 |
81.854 |
|
| S4 |
78.338 |
79.027 |
81.513 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.610 |
81.370 |
1.240 |
1.5% |
0.642 |
0.8% |
81% |
False |
False |
32,858 |
| 10 |
83.325 |
81.370 |
1.955 |
2.4% |
0.556 |
0.7% |
52% |
False |
False |
29,790 |
| 20 |
83.325 |
81.370 |
1.955 |
2.4% |
0.528 |
0.6% |
52% |
False |
False |
30,299 |
| 40 |
83.660 |
81.370 |
2.290 |
2.8% |
0.544 |
0.7% |
44% |
False |
False |
28,884 |
| 60 |
83.660 |
80.180 |
3.480 |
4.2% |
0.520 |
0.6% |
63% |
False |
False |
19,546 |
| 80 |
83.660 |
79.090 |
4.570 |
5.5% |
0.459 |
0.6% |
72% |
False |
False |
14,670 |
| 100 |
83.660 |
79.090 |
4.570 |
5.5% |
0.409 |
0.5% |
72% |
False |
False |
11,748 |
| 120 |
83.660 |
79.090 |
4.570 |
5.5% |
0.341 |
0.4% |
72% |
False |
False |
9,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.324 |
|
2.618 |
83.614 |
|
1.618 |
83.179 |
|
1.000 |
82.910 |
|
0.618 |
82.744 |
|
HIGH |
82.475 |
|
0.618 |
82.309 |
|
0.500 |
82.258 |
|
0.382 |
82.206 |
|
LOW |
82.040 |
|
0.618 |
81.771 |
|
1.000 |
81.605 |
|
1.618 |
81.336 |
|
2.618 |
80.901 |
|
4.250 |
80.191 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
82.338 |
82.277 |
| PP |
82.298 |
82.176 |
| S1 |
82.258 |
82.075 |
|