ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 01-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
75.200 |
75.325 |
0.125 |
0.2% |
76.000 |
High |
75.340 |
75.465 |
0.125 |
0.2% |
76.030 |
Low |
74.910 |
74.655 |
-0.255 |
-0.3% |
74.545 |
Close |
75.285 |
74.765 |
-0.520 |
-0.7% |
75.400 |
Range |
0.430 |
0.810 |
0.380 |
88.4% |
1.485 |
ATR |
0.605 |
0.620 |
0.015 |
2.4% |
0.000 |
Volume |
301 |
249 |
-52 |
-17.3% |
1,121 |
|
Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.392 |
76.888 |
75.211 |
|
R3 |
76.582 |
76.078 |
74.988 |
|
R2 |
75.772 |
75.772 |
74.914 |
|
R1 |
75.268 |
75.268 |
74.839 |
75.115 |
PP |
74.962 |
74.962 |
74.962 |
74.885 |
S1 |
74.458 |
74.458 |
74.691 |
74.305 |
S2 |
74.152 |
74.152 |
74.617 |
|
S3 |
73.342 |
73.648 |
74.542 |
|
S4 |
72.532 |
72.838 |
74.320 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.780 |
79.075 |
76.217 |
|
R3 |
78.295 |
77.590 |
75.808 |
|
R2 |
76.810 |
76.810 |
75.672 |
|
R1 |
76.105 |
76.105 |
75.536 |
75.715 |
PP |
75.325 |
75.325 |
75.325 |
75.130 |
S1 |
74.620 |
74.620 |
75.264 |
74.230 |
S2 |
73.840 |
73.840 |
75.128 |
|
S3 |
72.355 |
73.135 |
74.992 |
|
S4 |
70.870 |
71.650 |
74.583 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.908 |
2.618 |
77.586 |
1.618 |
76.776 |
1.000 |
76.275 |
0.618 |
75.966 |
HIGH |
75.465 |
0.618 |
75.156 |
0.500 |
75.060 |
0.382 |
74.964 |
LOW |
74.655 |
0.618 |
74.154 |
1.000 |
73.845 |
1.618 |
73.344 |
2.618 |
72.534 |
4.250 |
71.213 |
|
|
Fisher Pivots for day following 01-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
75.060 |
75.343 |
PP |
74.962 |
75.150 |
S1 |
74.863 |
74.958 |
|