ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 09-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
75.955 |
76.530 |
0.575 |
0.8% |
75.200 |
High |
76.645 |
76.660 |
0.015 |
0.0% |
76.330 |
Low |
75.875 |
76.200 |
0.325 |
0.4% |
74.655 |
Close |
76.630 |
76.430 |
-0.200 |
-0.3% |
76.290 |
Range |
0.770 |
0.460 |
-0.310 |
-40.3% |
1.675 |
ATR |
0.661 |
0.647 |
-0.014 |
-2.2% |
0.000 |
Volume |
7,802 |
6,569 |
-1,233 |
-15.8% |
2,035 |
|
Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.810 |
77.580 |
76.683 |
|
R3 |
77.350 |
77.120 |
76.557 |
|
R2 |
76.890 |
76.890 |
76.514 |
|
R1 |
76.660 |
76.660 |
76.472 |
76.545 |
PP |
76.430 |
76.430 |
76.430 |
76.373 |
S1 |
76.200 |
76.200 |
76.388 |
76.085 |
S2 |
75.970 |
75.970 |
76.346 |
|
S3 |
75.510 |
75.740 |
76.304 |
|
S4 |
75.050 |
75.280 |
76.177 |
|
|
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 |
76.660 |
74.750 |
1.910 |
2.5% |
0.767 |
1.0% |
88% |
True |
False |
5,675 |
10 |
76.660 |
74.655 |
2.005 |
2.6% |
0.673 |
0.9% |
89% |
True |
False |
2,962 |
20 |
76.660 |
74.545 |
2.115 |
2.8% |
0.644 |
0.8% |
89% |
True |
False |
1,562 |
40 |
77.270 |
74.545 |
2.725 |
3.6% |
0.570 |
0.7% |
69% |
False |
False |
834 |
60 |
77.815 |
74.545 |
3.270 |
4.3% |
0.487 |
0.6% |
58% |
False |
False |
560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.615 |
2.618 |
77.864 |
1.618 |
77.404 |
1.000 |
77.120 |
0.618 |
76.944 |
HIGH |
76.660 |
0.618 |
76.484 |
0.500 |
76.430 |
0.382 |
76.376 |
LOW |
76.200 |
0.618 |
75.916 |
1.000 |
75.740 |
1.618 |
75.456 |
2.618 |
74.996 |
4.250 |
74.245 |
|
|
Fisher Pivots for day following 09-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
76.430 |
76.363 |
PP |
76.430 |
76.297 |
S1 |
76.430 |
76.230 |
|