ICE US Dollar Index Future March 2010
| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
76.530 |
76.355 |
-0.175 |
-0.2% |
75.200 |
| High |
76.660 |
76.590 |
-0.070 |
-0.1% |
76.330 |
| Low |
76.200 |
76.235 |
0.035 |
0.0% |
74.655 |
| Close |
76.430 |
76.410 |
-0.020 |
0.0% |
76.290 |
| Range |
0.460 |
0.355 |
-0.105 |
-22.8% |
1.675 |
| ATR |
0.647 |
0.626 |
-0.021 |
-3.2% |
0.000 |
| Volume |
6,569 |
28,136 |
21,567 |
328.3% |
2,035 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.477 |
77.298 |
76.605 |
|
| R3 |
77.122 |
76.943 |
76.508 |
|
| R2 |
76.767 |
76.767 |
76.475 |
|
| R1 |
76.588 |
76.588 |
76.443 |
76.678 |
| PP |
76.412 |
76.412 |
76.412 |
76.456 |
| S1 |
76.233 |
76.233 |
76.377 |
76.323 |
| S2 |
76.057 |
76.057 |
76.345 |
|
| S3 |
75.702 |
75.878 |
76.312 |
|
| S4 |
75.347 |
75.523 |
76.215 |
|
|
| 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 |
74.930 |
1.730 |
2.3% |
0.752 |
1.0% |
86% |
False |
False |
11,232 |
| 10 |
76.660 |
74.655 |
2.005 |
2.6% |
0.644 |
0.8% |
88% |
False |
False |
5,749 |
| 20 |
76.660 |
74.545 |
2.115 |
2.8% |
0.619 |
0.8% |
88% |
False |
False |
2,966 |
| 40 |
77.270 |
74.545 |
2.725 |
3.6% |
0.569 |
0.7% |
68% |
False |
False |
1,536 |
| 60 |
77.815 |
74.545 |
3.270 |
4.3% |
0.489 |
0.6% |
57% |
False |
False |
1,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.099 |
|
2.618 |
77.519 |
|
1.618 |
77.164 |
|
1.000 |
76.945 |
|
0.618 |
76.809 |
|
HIGH |
76.590 |
|
0.618 |
76.454 |
|
0.500 |
76.413 |
|
0.382 |
76.371 |
|
LOW |
76.235 |
|
0.618 |
76.016 |
|
1.000 |
75.880 |
|
1.618 |
75.661 |
|
2.618 |
75.306 |
|
4.250 |
74.726 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
76.413 |
76.363 |
| PP |
76.412 |
76.315 |
| S1 |
76.411 |
76.268 |
|