ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 14-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
76.380 |
76.930 |
0.550 |
0.7% |
76.000 |
High |
77.120 |
77.030 |
-0.090 |
-0.1% |
77.120 |
Low |
76.260 |
76.640 |
0.380 |
0.5% |
75.800 |
Close |
76.955 |
76.735 |
-0.220 |
-0.3% |
76.955 |
Range |
0.860 |
0.390 |
-0.470 |
-54.7% |
1.320 |
ATR |
0.643 |
0.625 |
-0.018 |
-2.8% |
0.000 |
Volume |
12,503 |
27,773 |
15,270 |
122.1% |
67,927 |
|
Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
77.972 |
77.743 |
76.950 |
|
R3 |
77.582 |
77.353 |
76.842 |
|
R2 |
77.192 |
77.192 |
76.807 |
|
R1 |
76.963 |
76.963 |
76.771 |
76.883 |
PP |
76.802 |
76.802 |
76.802 |
76.761 |
S1 |
76.573 |
76.573 |
76.699 |
76.493 |
S2 |
76.412 |
76.412 |
76.664 |
|
S3 |
76.022 |
76.183 |
76.628 |
|
S4 |
75.632 |
75.793 |
76.521 |
|
|
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 |
75.875 |
1.245 |
1.6% |
0.567 |
0.7% |
69% |
False |
False |
16,556 |
10 |
77.120 |
74.655 |
2.465 |
3.2% |
0.656 |
0.9% |
84% |
False |
False |
9,743 |
20 |
77.120 |
74.545 |
2.575 |
3.4% |
0.630 |
0.8% |
85% |
False |
False |
4,957 |
40 |
77.270 |
74.545 |
2.725 |
3.6% |
0.581 |
0.8% |
80% |
False |
False |
2,541 |
60 |
77.815 |
74.545 |
3.270 |
4.3% |
0.507 |
0.7% |
67% |
False |
False |
1,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.688 |
2.618 |
78.051 |
1.618 |
77.661 |
1.000 |
77.420 |
0.618 |
77.271 |
HIGH |
77.030 |
0.618 |
76.881 |
0.500 |
76.835 |
0.382 |
76.789 |
LOW |
76.640 |
0.618 |
76.399 |
1.000 |
76.250 |
1.618 |
76.009 |
2.618 |
75.619 |
4.250 |
74.983 |
|
|
Fisher Pivots for day following 14-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
76.835 |
76.716 |
PP |
76.802 |
76.697 |
S1 |
76.768 |
76.678 |
|