ICE US Dollar Index Future June 2013
| Trading Metrics calculated at close of trading on 21-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
84.240 |
83.885 |
-0.355 |
-0.4% |
83.265 |
| High |
84.400 |
84.300 |
-0.100 |
-0.1% |
84.515 |
| Low |
83.800 |
83.735 |
-0.065 |
-0.1% |
83.045 |
| Close |
83.842 |
83.955 |
0.113 |
0.1% |
84.387 |
| Range |
0.600 |
0.565 |
-0.035 |
-5.8% |
1.470 |
| ATR |
0.599 |
0.596 |
-0.002 |
-0.4% |
0.000 |
| Volume |
34,690 |
42,611 |
7,921 |
22.8% |
194,592 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.692 |
85.388 |
84.266 |
|
| R3 |
85.127 |
84.823 |
84.110 |
|
| R2 |
84.562 |
84.562 |
84.059 |
|
| R1 |
84.258 |
84.258 |
84.007 |
84.410 |
| PP |
83.997 |
83.997 |
83.997 |
84.073 |
| S1 |
83.693 |
83.693 |
83.903 |
83.845 |
| S2 |
83.432 |
83.432 |
83.851 |
|
| S3 |
82.867 |
83.128 |
83.800 |
|
| S4 |
82.302 |
82.563 |
83.644 |
|
|
| 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 |
83.570 |
0.945 |
1.1% |
0.582 |
0.7% |
41% |
False |
False |
41,154 |
| 10 |
84.515 |
81.780 |
2.735 |
3.3% |
0.646 |
0.8% |
80% |
False |
False |
37,778 |
| 20 |
84.515 |
81.370 |
3.145 |
3.7% |
0.589 |
0.7% |
82% |
False |
False |
33,252 |
| 40 |
84.515 |
81.370 |
3.145 |
3.7% |
0.551 |
0.7% |
82% |
False |
False |
30,335 |
| 60 |
84.515 |
81.370 |
3.145 |
3.7% |
0.555 |
0.7% |
82% |
False |
False |
26,123 |
| 80 |
84.515 |
79.090 |
5.425 |
6.5% |
0.515 |
0.6% |
90% |
False |
False |
19,617 |
| 100 |
84.515 |
79.090 |
5.425 |
6.5% |
0.464 |
0.6% |
90% |
False |
False |
15,699 |
| 120 |
84.515 |
79.090 |
5.425 |
6.5% |
0.397 |
0.5% |
90% |
False |
False |
13,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.701 |
|
2.618 |
85.779 |
|
1.618 |
85.214 |
|
1.000 |
84.865 |
|
0.618 |
84.649 |
|
HIGH |
84.300 |
|
0.618 |
84.084 |
|
0.500 |
84.018 |
|
0.382 |
83.951 |
|
LOW |
83.735 |
|
0.618 |
83.386 |
|
1.000 |
83.170 |
|
1.618 |
82.821 |
|
2.618 |
82.256 |
|
4.250 |
81.334 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
84.018 |
84.125 |
| PP |
83.997 |
84.068 |
| S1 |
83.976 |
84.012 |
|