ICE US Dollar Index Future March 2010
| Trading Metrics calculated at close of trading on 12-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
75.310 |
75.405 |
0.095 |
0.1% |
76.755 |
| High |
75.600 |
76.205 |
0.605 |
0.8% |
77.270 |
| Low |
75.210 |
75.340 |
0.130 |
0.2% |
76.015 |
| Close |
75.570 |
76.030 |
0.460 |
0.6% |
76.280 |
| Range |
0.390 |
0.865 |
0.475 |
121.8% |
1.255 |
| ATR |
0.533 |
0.556 |
0.024 |
4.5% |
0.000 |
| Volume |
70 |
50 |
-20 |
-28.6% |
1,216 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.453 |
78.107 |
76.506 |
|
| R3 |
77.588 |
77.242 |
76.268 |
|
| R2 |
76.723 |
76.723 |
76.189 |
|
| R1 |
76.377 |
76.377 |
76.109 |
76.550 |
| PP |
75.858 |
75.858 |
75.858 |
75.945 |
| S1 |
75.512 |
75.512 |
75.951 |
75.685 |
| S2 |
74.993 |
74.993 |
75.871 |
|
| S3 |
74.128 |
74.647 |
75.792 |
|
| S4 |
73.263 |
73.782 |
75.554 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.287 |
79.538 |
76.970 |
|
| R3 |
79.032 |
78.283 |
76.625 |
|
| R2 |
77.777 |
77.777 |
76.510 |
|
| R1 |
77.028 |
77.028 |
76.395 |
76.775 |
| PP |
76.522 |
76.522 |
76.522 |
76.395 |
| S1 |
75.773 |
75.773 |
76.165 |
75.520 |
| S2 |
75.267 |
75.267 |
76.050 |
|
| S3 |
74.012 |
74.518 |
75.935 |
|
| S4 |
72.757 |
73.263 |
75.590 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.881 |
|
2.618 |
78.470 |
|
1.618 |
77.605 |
|
1.000 |
77.070 |
|
0.618 |
76.740 |
|
HIGH |
76.205 |
|
0.618 |
75.875 |
|
0.500 |
75.773 |
|
0.382 |
75.670 |
|
LOW |
75.340 |
|
0.618 |
74.805 |
|
1.000 |
74.475 |
|
1.618 |
73.940 |
|
2.618 |
73.075 |
|
4.250 |
71.664 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.944 |
75.923 |
| PP |
75.858 |
75.815 |
| S1 |
75.773 |
75.708 |
|