ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 07-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
75.130 |
76.000 |
0.870 |
1.2% |
75.200 |
High |
76.330 |
76.575 |
0.245 |
0.3% |
76.330 |
Low |
74.930 |
75.800 |
0.870 |
1.2% |
74.655 |
Close |
76.290 |
76.115 |
-0.175 |
-0.2% |
76.290 |
Range |
1.400 |
0.775 |
-0.625 |
-44.6% |
1.675 |
ATR |
0.643 |
0.653 |
0.009 |
1.5% |
0.000 |
Volume |
737 |
12,917 |
12,180 |
1,652.6% |
2,035 |
|
Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.488 |
78.077 |
76.541 |
|
R3 |
77.713 |
77.302 |
76.328 |
|
R2 |
76.938 |
76.938 |
76.257 |
|
R1 |
76.527 |
76.527 |
76.186 |
76.733 |
PP |
76.163 |
76.163 |
76.163 |
76.266 |
S1 |
75.752 |
75.752 |
76.044 |
75.958 |
S2 |
75.388 |
75.388 |
75.973 |
|
S3 |
74.613 |
74.977 |
75.902 |
|
S4 |
73.838 |
74.202 |
75.689 |
|
|
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 |
76.575 |
74.655 |
1.920 |
2.5% |
0.744 |
1.0% |
76% |
True |
False |
2,930 |
10 |
76.575 |
74.545 |
2.030 |
2.7% |
0.673 |
0.9% |
77% |
True |
False |
1,584 |
20 |
76.575 |
74.545 |
2.030 |
2.7% |
0.617 |
0.8% |
77% |
True |
False |
853 |
40 |
77.270 |
74.545 |
2.725 |
3.6% |
0.552 |
0.7% |
58% |
False |
False |
475 |
60 |
77.815 |
74.545 |
3.270 |
4.3% |
0.482 |
0.6% |
48% |
False |
False |
321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.869 |
2.618 |
78.604 |
1.618 |
77.829 |
1.000 |
77.350 |
0.618 |
77.054 |
HIGH |
76.575 |
0.618 |
76.279 |
0.500 |
76.188 |
0.382 |
76.096 |
LOW |
75.800 |
0.618 |
75.321 |
1.000 |
75.025 |
1.618 |
74.546 |
2.618 |
73.771 |
4.250 |
72.506 |
|
|
Fisher Pivots for day following 07-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
76.188 |
75.964 |
PP |
76.163 |
75.813 |
S1 |
76.139 |
75.663 |
|