ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 08-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
76.000 |
75.955 |
-0.045 |
-0.1% |
75.200 |
High |
76.575 |
76.645 |
0.070 |
0.1% |
76.330 |
Low |
75.800 |
75.875 |
0.075 |
0.1% |
74.655 |
Close |
76.115 |
76.630 |
0.515 |
0.7% |
76.290 |
Range |
0.775 |
0.770 |
-0.005 |
-0.6% |
1.675 |
ATR |
0.653 |
0.661 |
0.008 |
1.3% |
0.000 |
Volume |
12,917 |
7,802 |
-5,115 |
-39.6% |
2,035 |
|
Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.693 |
78.432 |
77.054 |
|
R3 |
77.923 |
77.662 |
76.842 |
|
R2 |
77.153 |
77.153 |
76.771 |
|
R1 |
76.892 |
76.892 |
76.701 |
77.023 |
PP |
76.383 |
76.383 |
76.383 |
76.449 |
S1 |
76.122 |
76.122 |
76.559 |
76.253 |
S2 |
75.613 |
75.613 |
76.489 |
|
S3 |
74.843 |
75.352 |
76.418 |
|
S4 |
74.073 |
74.582 |
76.207 |
|
|
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 |
76.645 |
74.750 |
1.895 |
2.5% |
0.736 |
1.0% |
99% |
True |
False |
4,440 |
10 |
76.645 |
74.545 |
2.100 |
2.7% |
0.723 |
0.9% |
99% |
True |
False |
2,338 |
20 |
76.645 |
74.545 |
2.100 |
2.7% |
0.641 |
0.8% |
99% |
True |
False |
1,237 |
40 |
77.270 |
74.545 |
2.725 |
3.6% |
0.567 |
0.7% |
77% |
False |
False |
670 |
60 |
77.815 |
74.545 |
3.270 |
4.3% |
0.484 |
0.6% |
64% |
False |
False |
451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.918 |
2.618 |
78.661 |
1.618 |
77.891 |
1.000 |
77.415 |
0.618 |
77.121 |
HIGH |
76.645 |
0.618 |
76.351 |
0.500 |
76.260 |
0.382 |
76.169 |
LOW |
75.875 |
0.618 |
75.399 |
1.000 |
75.105 |
1.618 |
74.629 |
2.618 |
73.859 |
4.250 |
72.603 |
|
|
Fisher Pivots for day following 08-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
76.507 |
76.349 |
PP |
76.383 |
76.068 |
S1 |
76.260 |
75.788 |
|