ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 11-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
76.355 |
76.380 |
0.025 |
0.0% |
76.000 |
High |
76.590 |
77.120 |
0.530 |
0.7% |
77.120 |
Low |
76.235 |
76.260 |
0.025 |
0.0% |
75.800 |
Close |
76.410 |
76.955 |
0.545 |
0.7% |
76.955 |
Range |
0.355 |
0.860 |
0.505 |
142.3% |
1.320 |
ATR |
0.626 |
0.643 |
0.017 |
2.7% |
0.000 |
Volume |
28,136 |
12,503 |
-15,633 |
-55.6% |
67,927 |
|
Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.358 |
79.017 |
77.428 |
|
R3 |
78.498 |
78.157 |
77.192 |
|
R2 |
77.638 |
77.638 |
77.113 |
|
R1 |
77.297 |
77.297 |
77.034 |
77.468 |
PP |
76.778 |
76.778 |
76.778 |
76.864 |
S1 |
76.437 |
76.437 |
76.876 |
76.608 |
S2 |
75.918 |
75.918 |
76.797 |
|
S3 |
75.058 |
75.577 |
76.719 |
|
S4 |
74.198 |
74.717 |
76.482 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.585 |
80.090 |
77.681 |
|
R3 |
79.265 |
78.770 |
77.318 |
|
R2 |
77.945 |
77.945 |
77.197 |
|
R1 |
77.450 |
77.450 |
77.076 |
77.698 |
PP |
76.625 |
76.625 |
76.625 |
76.749 |
S1 |
76.130 |
76.130 |
76.834 |
76.378 |
S2 |
75.305 |
75.305 |
76.713 |
|
S3 |
73.985 |
74.810 |
76.592 |
|
S4 |
72.665 |
73.490 |
76.229 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
77.120 |
75.800 |
1.320 |
1.7% |
0.644 |
0.8% |
88% |
True |
False |
13,585 |
10 |
77.120 |
74.655 |
2.465 |
3.2% |
0.660 |
0.9% |
93% |
True |
False |
6,996 |
20 |
77.120 |
74.545 |
2.575 |
3.3% |
0.637 |
0.8% |
94% |
True |
False |
3,572 |
40 |
77.270 |
74.545 |
2.725 |
3.5% |
0.585 |
0.8% |
88% |
False |
False |
1,848 |
60 |
77.815 |
74.545 |
3.270 |
4.2% |
0.504 |
0.7% |
74% |
False |
False |
1,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.775 |
2.618 |
79.371 |
1.618 |
78.511 |
1.000 |
77.980 |
0.618 |
77.651 |
HIGH |
77.120 |
0.618 |
76.791 |
0.500 |
76.690 |
0.382 |
76.589 |
LOW |
76.260 |
0.618 |
75.729 |
1.000 |
75.400 |
1.618 |
74.869 |
2.618 |
74.009 |
4.250 |
72.605 |
|
|
Fisher Pivots for day following 11-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
76.867 |
76.857 |
PP |
76.778 |
76.758 |
S1 |
76.690 |
76.660 |
|