ICE US Dollar Index Future June 2013
| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
83.880 |
84.240 |
0.360 |
0.4% |
83.265 |
| High |
84.515 |
84.400 |
-0.115 |
-0.1% |
84.515 |
| Low |
83.865 |
83.800 |
-0.065 |
-0.1% |
83.045 |
| Close |
84.387 |
83.842 |
-0.545 |
-0.6% |
84.387 |
| Range |
0.650 |
0.600 |
-0.050 |
-7.7% |
1.470 |
| ATR |
0.598 |
0.599 |
0.000 |
0.0% |
0.000 |
| Volume |
47,333 |
34,690 |
-12,643 |
-26.7% |
194,592 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.814 |
85.428 |
84.172 |
|
| R3 |
85.214 |
84.828 |
84.007 |
|
| R2 |
84.614 |
84.614 |
83.952 |
|
| R1 |
84.228 |
84.228 |
83.897 |
84.121 |
| PP |
84.014 |
84.014 |
84.014 |
83.961 |
| S1 |
83.628 |
83.628 |
83.787 |
83.521 |
| S2 |
83.414 |
83.414 |
83.732 |
|
| S3 |
82.814 |
83.028 |
83.677 |
|
| S4 |
82.214 |
82.428 |
83.512 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.392 |
87.860 |
85.196 |
|
| R3 |
86.922 |
86.390 |
84.791 |
|
| R2 |
85.452 |
85.452 |
84.657 |
|
| R1 |
84.920 |
84.920 |
84.522 |
85.186 |
| PP |
83.982 |
83.982 |
83.982 |
84.116 |
| S1 |
83.450 |
83.450 |
84.252 |
83.716 |
| S2 |
82.512 |
82.512 |
84.118 |
|
| S3 |
81.042 |
81.980 |
83.983 |
|
| S4 |
79.572 |
80.510 |
83.579 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.515 |
83.045 |
1.470 |
1.8% |
0.627 |
0.7% |
54% |
False |
False |
41,502 |
| 10 |
84.515 |
81.780 |
2.735 |
3.3% |
0.620 |
0.7% |
75% |
False |
False |
35,352 |
| 20 |
84.515 |
81.370 |
3.145 |
3.8% |
0.588 |
0.7% |
79% |
False |
False |
32,571 |
| 40 |
84.515 |
81.370 |
3.145 |
3.8% |
0.569 |
0.7% |
79% |
False |
False |
30,022 |
| 60 |
84.515 |
81.370 |
3.145 |
3.8% |
0.559 |
0.7% |
79% |
False |
False |
25,415 |
| 80 |
84.515 |
79.090 |
5.425 |
6.5% |
0.510 |
0.6% |
88% |
False |
False |
19,085 |
| 100 |
84.515 |
79.090 |
5.425 |
6.5% |
0.459 |
0.5% |
88% |
False |
False |
15,273 |
| 120 |
84.515 |
79.090 |
5.425 |
6.5% |
0.392 |
0.5% |
88% |
False |
False |
12,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.950 |
|
2.618 |
85.971 |
|
1.618 |
85.371 |
|
1.000 |
85.000 |
|
0.618 |
84.771 |
|
HIGH |
84.400 |
|
0.618 |
84.171 |
|
0.500 |
84.100 |
|
0.382 |
84.029 |
|
LOW |
83.800 |
|
0.618 |
83.429 |
|
1.000 |
83.200 |
|
1.618 |
82.829 |
|
2.618 |
82.229 |
|
4.250 |
81.250 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
84.100 |
84.043 |
| PP |
84.014 |
83.976 |
| S1 |
83.928 |
83.909 |
|