ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 03-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
74.800 |
74.900 |
0.100 |
0.1% |
76.000 |
High |
75.055 |
75.180 |
0.125 |
0.2% |
76.030 |
Low |
74.750 |
74.750 |
0.000 |
0.0% |
74.545 |
Close |
75.045 |
74.995 |
-0.050 |
-0.1% |
75.400 |
Range |
0.305 |
0.430 |
0.125 |
41.0% |
1.485 |
ATR |
0.597 |
0.585 |
-0.012 |
-2.0% |
0.000 |
Volume |
395 |
353 |
-42 |
-10.6% |
1,121 |
|
Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.265 |
76.060 |
75.232 |
|
R3 |
75.835 |
75.630 |
75.113 |
|
R2 |
75.405 |
75.405 |
75.074 |
|
R1 |
75.200 |
75.200 |
75.034 |
75.303 |
PP |
74.975 |
74.975 |
74.975 |
75.026 |
S1 |
74.770 |
74.770 |
74.956 |
74.873 |
S2 |
74.545 |
74.545 |
74.916 |
|
S3 |
74.115 |
74.340 |
74.877 |
|
S4 |
73.685 |
73.910 |
74.759 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.030 |
74.655 |
1.375 |
1.8% |
0.536 |
0.7% |
25% |
False |
False |
267 |
10 |
76.500 |
74.545 |
1.955 |
2.6% |
0.605 |
0.8% |
23% |
False |
False |
247 |
20 |
76.500 |
74.545 |
1.955 |
2.6% |
0.582 |
0.8% |
23% |
False |
False |
206 |
40 |
77.270 |
74.545 |
2.725 |
3.6% |
0.519 |
0.7% |
17% |
False |
False |
135 |
60 |
77.815 |
74.545 |
3.270 |
4.4% |
0.448 |
0.6% |
14% |
False |
False |
93 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.008 |
2.618 |
76.306 |
1.618 |
75.876 |
1.000 |
75.610 |
0.618 |
75.446 |
HIGH |
75.180 |
0.618 |
75.016 |
0.500 |
74.965 |
0.382 |
74.914 |
LOW |
74.750 |
0.618 |
74.484 |
1.000 |
74.320 |
1.618 |
74.054 |
2.618 |
73.624 |
4.250 |
72.923 |
|
|
Fisher Pivots for day following 03-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
74.985 |
75.060 |
PP |
74.975 |
75.038 |
S1 |
74.965 |
75.017 |
|