ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 04-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
74.900 |
75.130 |
0.230 |
0.3% |
75.200 |
High |
75.180 |
76.330 |
1.150 |
1.5% |
76.330 |
Low |
74.750 |
74.930 |
0.180 |
0.2% |
74.655 |
Close |
74.995 |
76.290 |
1.295 |
1.7% |
76.290 |
Range |
0.430 |
1.400 |
0.970 |
225.6% |
1.675 |
ATR |
0.585 |
0.643 |
0.058 |
9.9% |
0.000 |
Volume |
353 |
737 |
384 |
108.8% |
2,035 |
|
Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.050 |
79.570 |
77.060 |
|
R3 |
78.650 |
78.170 |
76.675 |
|
R2 |
77.250 |
77.250 |
76.547 |
|
R1 |
76.770 |
76.770 |
76.418 |
77.010 |
PP |
75.850 |
75.850 |
75.850 |
75.970 |
S1 |
75.370 |
75.370 |
76.162 |
75.610 |
S2 |
74.450 |
74.450 |
76.033 |
|
S3 |
73.050 |
73.970 |
75.905 |
|
S4 |
71.650 |
72.570 |
75.520 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.783 |
80.212 |
77.211 |
|
R3 |
79.108 |
78.537 |
76.751 |
|
R2 |
77.433 |
77.433 |
76.597 |
|
R1 |
76.862 |
76.862 |
76.444 |
77.148 |
PP |
75.758 |
75.758 |
75.758 |
75.901 |
S1 |
75.187 |
75.187 |
76.136 |
75.473 |
S2 |
74.083 |
74.083 |
75.983 |
|
S3 |
72.408 |
73.512 |
75.829 |
|
S4 |
70.733 |
71.837 |
75.369 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
76.330 |
74.655 |
1.675 |
2.2% |
0.675 |
0.9% |
98% |
True |
False |
407 |
10 |
76.330 |
74.545 |
1.785 |
2.3% |
0.661 |
0.9% |
98% |
True |
False |
315 |
20 |
76.500 |
74.545 |
1.955 |
2.6% |
0.632 |
0.8% |
89% |
False |
False |
222 |
40 |
77.270 |
74.545 |
2.725 |
3.6% |
0.545 |
0.7% |
64% |
False |
False |
152 |
60 |
77.815 |
74.545 |
3.270 |
4.3% |
0.469 |
0.6% |
53% |
False |
False |
105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.280 |
2.618 |
79.995 |
1.618 |
78.595 |
1.000 |
77.730 |
0.618 |
77.195 |
HIGH |
76.330 |
0.618 |
75.795 |
0.500 |
75.630 |
0.382 |
75.465 |
LOW |
74.930 |
0.618 |
74.065 |
1.000 |
73.530 |
1.618 |
72.665 |
2.618 |
71.265 |
4.250 |
68.980 |
|
|
Fisher Pivots for day following 04-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
76.070 |
76.040 |
PP |
75.850 |
75.790 |
S1 |
75.630 |
75.540 |
|