ICE US Dollar Index Future June 2013
| Trading Metrics calculated at close of trading on 03-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
83.100 |
83.355 |
0.255 |
0.3% |
83.725 |
| High |
83.650 |
83.415 |
-0.235 |
-0.3% |
84.430 |
| Low |
83.050 |
82.455 |
-0.595 |
-0.7% |
83.010 |
| Close |
83.401 |
82.688 |
-0.713 |
-0.9% |
83.401 |
| Range |
0.600 |
0.960 |
0.360 |
60.0% |
1.420 |
| ATR |
0.659 |
0.681 |
0.021 |
3.3% |
0.000 |
| Volume |
40,093 |
50,020 |
9,927 |
24.8% |
177,024 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.733 |
85.170 |
83.216 |
|
| R3 |
84.773 |
84.210 |
82.952 |
|
| R2 |
83.813 |
83.813 |
82.864 |
|
| R1 |
83.250 |
83.250 |
82.776 |
83.052 |
| PP |
82.853 |
82.853 |
82.853 |
82.753 |
| S1 |
82.290 |
82.290 |
82.600 |
82.092 |
| S2 |
81.893 |
81.893 |
82.512 |
|
| S3 |
80.933 |
81.330 |
82.424 |
|
| S4 |
79.973 |
80.370 |
82.160 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.874 |
87.057 |
84.182 |
|
| R3 |
86.454 |
85.637 |
83.792 |
|
| R2 |
85.034 |
85.034 |
83.661 |
|
| R1 |
84.217 |
84.217 |
83.531 |
83.916 |
| PP |
83.614 |
83.614 |
83.614 |
83.463 |
| S1 |
82.797 |
82.797 |
83.271 |
82.496 |
| S2 |
82.194 |
82.194 |
83.141 |
|
| S3 |
80.774 |
81.377 |
83.011 |
|
| S4 |
79.354 |
79.957 |
82.620 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
84.430 |
82.455 |
1.975 |
2.4% |
0.773 |
0.9% |
12% |
False |
True |
45,408 |
| 10 |
84.595 |
82.455 |
2.140 |
2.6% |
0.747 |
0.9% |
11% |
False |
True |
47,642 |
| 20 |
84.595 |
81.780 |
2.815 |
3.4% |
0.675 |
0.8% |
32% |
False |
False |
40,764 |
| 40 |
84.595 |
81.370 |
3.225 |
3.9% |
0.600 |
0.7% |
41% |
False |
False |
35,515 |
| 60 |
84.595 |
81.370 |
3.225 |
3.9% |
0.595 |
0.7% |
41% |
False |
False |
32,636 |
| 80 |
84.595 |
80.180 |
4.415 |
5.3% |
0.558 |
0.7% |
57% |
False |
False |
24,601 |
| 100 |
84.595 |
79.090 |
5.505 |
6.7% |
0.502 |
0.6% |
65% |
False |
False |
19,689 |
| 120 |
84.595 |
79.090 |
5.505 |
6.7% |
0.450 |
0.5% |
65% |
False |
False |
16,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.495 |
|
2.618 |
85.928 |
|
1.618 |
84.968 |
|
1.000 |
84.375 |
|
0.618 |
84.008 |
|
HIGH |
83.415 |
|
0.618 |
83.048 |
|
0.500 |
82.935 |
|
0.382 |
82.822 |
|
LOW |
82.455 |
|
0.618 |
81.862 |
|
1.000 |
81.495 |
|
1.618 |
80.902 |
|
2.618 |
79.942 |
|
4.250 |
78.375 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
82.935 |
83.110 |
| PP |
82.853 |
82.969 |
| S1 |
82.770 |
82.829 |
|