ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 27-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
75.720 |
76.300 |
0.580 |
0.8% |
76.215 |
High |
76.535 |
76.750 |
0.215 |
0.3% |
76.330 |
Low |
75.720 |
76.300 |
0.580 |
0.8% |
75.390 |
Close |
76.515 |
76.585 |
0.070 |
0.1% |
75.920 |
Range |
0.815 |
0.450 |
-0.365 |
-44.8% |
0.940 |
ATR |
0.496 |
0.493 |
-0.003 |
-0.7% |
0.000 |
Volume |
31 |
19 |
-12 |
-38.7% |
228 |
|
Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.895 |
77.690 |
76.833 |
|
R3 |
77.445 |
77.240 |
76.709 |
|
R2 |
76.995 |
76.995 |
76.668 |
|
R1 |
76.790 |
76.790 |
76.626 |
76.893 |
PP |
76.545 |
76.545 |
76.545 |
76.596 |
S1 |
76.340 |
76.340 |
76.544 |
76.443 |
S2 |
76.095 |
76.095 |
76.503 |
|
S3 |
75.645 |
75.890 |
76.461 |
|
S4 |
75.195 |
75.440 |
76.338 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.700 |
78.250 |
76.437 |
|
R3 |
77.760 |
77.310 |
76.179 |
|
R2 |
76.820 |
76.820 |
76.092 |
|
R1 |
76.370 |
76.370 |
76.006 |
76.125 |
PP |
75.880 |
75.880 |
75.880 |
75.758 |
S1 |
75.430 |
75.430 |
75.834 |
75.185 |
S2 |
74.940 |
74.940 |
75.748 |
|
S3 |
74.000 |
74.490 |
75.662 |
|
S4 |
73.060 |
73.550 |
75.403 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.663 |
2.618 |
77.928 |
1.618 |
77.478 |
1.000 |
77.200 |
0.618 |
77.028 |
HIGH |
76.750 |
0.618 |
76.578 |
0.500 |
76.525 |
0.382 |
76.472 |
LOW |
76.300 |
0.618 |
76.022 |
1.000 |
75.850 |
1.618 |
75.572 |
2.618 |
75.122 |
4.250 |
74.388 |
|
|
Fisher Pivots for day following 27-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
76.565 |
76.425 |
PP |
76.545 |
76.265 |
S1 |
76.525 |
76.105 |
|