ICE US Dollar Index Future June 2013
| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
83.920 |
83.725 |
-0.195 |
-0.2% |
84.240 |
| High |
84.020 |
84.365 |
0.345 |
0.4% |
84.595 |
| Low |
83.500 |
83.705 |
0.205 |
0.2% |
83.500 |
| Close |
83.758 |
84.172 |
0.414 |
0.5% |
83.758 |
| Range |
0.520 |
0.660 |
0.140 |
26.9% |
1.095 |
| ATR |
0.637 |
0.639 |
0.002 |
0.3% |
0.000 |
| Volume |
39,614 |
39,145 |
-469 |
-1.2% |
249,383 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.061 |
85.776 |
84.535 |
|
| R3 |
85.401 |
85.116 |
84.354 |
|
| R2 |
84.741 |
84.741 |
84.293 |
|
| R1 |
84.456 |
84.456 |
84.233 |
84.599 |
| PP |
84.081 |
84.081 |
84.081 |
84.152 |
| S1 |
83.796 |
83.796 |
84.112 |
83.939 |
| S2 |
83.421 |
83.421 |
84.051 |
|
| S3 |
82.761 |
83.136 |
83.991 |
|
| S4 |
82.101 |
82.476 |
83.809 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.236 |
86.592 |
84.360 |
|
| R3 |
86.141 |
85.497 |
84.059 |
|
| R2 |
85.046 |
85.046 |
83.959 |
|
| R1 |
84.402 |
84.402 |
83.858 |
84.177 |
| PP |
83.951 |
83.951 |
83.951 |
83.838 |
| S1 |
83.307 |
83.307 |
83.658 |
83.082 |
| S2 |
82.856 |
82.856 |
83.557 |
|
| S3 |
81.761 |
82.212 |
83.457 |
|
| S4 |
80.666 |
81.117 |
83.156 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.595 |
83.500 |
1.095 |
1.3% |
0.733 |
0.9% |
61% |
False |
False |
50,767 |
| 10 |
84.595 |
83.045 |
1.550 |
1.8% |
0.680 |
0.8% |
73% |
False |
False |
46,134 |
| 20 |
84.595 |
81.370 |
3.225 |
3.8% |
0.654 |
0.8% |
87% |
False |
False |
38,582 |
| 40 |
84.595 |
81.370 |
3.225 |
3.8% |
0.584 |
0.7% |
87% |
False |
False |
33,593 |
| 60 |
84.595 |
81.370 |
3.225 |
3.8% |
0.573 |
0.7% |
87% |
False |
False |
29,614 |
| 80 |
84.595 |
79.310 |
5.285 |
6.3% |
0.540 |
0.6% |
92% |
False |
False |
22,255 |
| 100 |
84.595 |
79.090 |
5.505 |
6.5% |
0.483 |
0.6% |
92% |
False |
False |
17,811 |
| 120 |
84.595 |
79.090 |
5.505 |
6.5% |
0.423 |
0.5% |
92% |
False |
False |
14,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.170 |
|
2.618 |
86.093 |
|
1.618 |
85.433 |
|
1.000 |
85.025 |
|
0.618 |
84.773 |
|
HIGH |
84.365 |
|
0.618 |
84.113 |
|
0.500 |
84.035 |
|
0.382 |
83.957 |
|
LOW |
83.705 |
|
0.618 |
83.297 |
|
1.000 |
83.045 |
|
1.618 |
82.637 |
|
2.618 |
81.977 |
|
4.250 |
80.900 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
84.126 |
84.131 |
| PP |
84.081 |
84.089 |
| S1 |
84.035 |
84.048 |
|