ICE US Dollar Index Future June 2013
| Trading Metrics calculated at close of trading on 07-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
82.140 |
82.380 |
0.240 |
0.3% |
82.445 |
| High |
82.475 |
82.425 |
-0.050 |
-0.1% |
82.610 |
| Low |
82.040 |
82.120 |
0.080 |
0.1% |
81.370 |
| Close |
82.378 |
82.335 |
-0.043 |
-0.1% |
82.195 |
| Range |
0.435 |
0.305 |
-0.130 |
-29.9% |
1.240 |
| ATR |
0.556 |
0.538 |
-0.018 |
-3.2% |
0.000 |
| Volume |
20,038 |
18,348 |
-1,690 |
-8.4% |
167,033 |
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.208 |
83.077 |
82.503 |
|
| R3 |
82.903 |
82.772 |
82.419 |
|
| R2 |
82.598 |
82.598 |
82.391 |
|
| R1 |
82.467 |
82.467 |
82.363 |
82.380 |
| PP |
82.293 |
82.293 |
82.293 |
82.250 |
| S1 |
82.162 |
82.162 |
82.307 |
82.075 |
| S2 |
81.988 |
81.988 |
82.279 |
|
| S3 |
81.683 |
81.857 |
82.251 |
|
| S4 |
81.378 |
81.552 |
82.167 |
|
|
| 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% |
0.560 |
0.7% |
78% |
False |
False |
29,602 |
| 10 |
83.325 |
81.370 |
1.955 |
2.4% |
0.531 |
0.6% |
49% |
False |
False |
28,726 |
| 20 |
83.325 |
81.370 |
1.955 |
2.4% |
0.521 |
0.6% |
49% |
False |
False |
30,123 |
| 40 |
83.660 |
81.370 |
2.290 |
2.8% |
0.543 |
0.7% |
42% |
False |
False |
28,998 |
| 60 |
83.660 |
80.180 |
3.480 |
4.2% |
0.522 |
0.6% |
62% |
False |
False |
19,850 |
| 80 |
83.660 |
79.090 |
4.570 |
5.6% |
0.460 |
0.6% |
71% |
False |
False |
14,898 |
| 100 |
83.660 |
79.090 |
4.570 |
5.6% |
0.412 |
0.5% |
71% |
False |
False |
11,927 |
| 120 |
83.660 |
79.090 |
4.570 |
5.6% |
0.343 |
0.4% |
71% |
False |
False |
9,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.721 |
|
2.618 |
83.223 |
|
1.618 |
82.918 |
|
1.000 |
82.730 |
|
0.618 |
82.613 |
|
HIGH |
82.425 |
|
0.618 |
82.308 |
|
0.500 |
82.273 |
|
0.382 |
82.237 |
|
LOW |
82.120 |
|
0.618 |
81.932 |
|
1.000 |
81.815 |
|
1.618 |
81.627 |
|
2.618 |
81.322 |
|
4.250 |
80.824 |
|
|
| Fisher Pivots for day following 07-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
82.314 |
82.298 |
| PP |
82.293 |
82.260 |
| S1 |
82.273 |
82.223 |
|