ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 15-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
76.930 |
76.755 |
-0.175 |
-0.2% |
76.000 |
High |
77.030 |
77.575 |
0.545 |
0.7% |
77.120 |
Low |
76.640 |
76.725 |
0.085 |
0.1% |
75.800 |
Close |
76.735 |
77.300 |
0.565 |
0.7% |
76.955 |
Range |
0.390 |
0.850 |
0.460 |
117.9% |
1.320 |
ATR |
0.625 |
0.641 |
0.016 |
2.6% |
0.000 |
Volume |
27,773 |
13,618 |
-14,155 |
-51.0% |
67,927 |
|
Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.750 |
79.375 |
77.768 |
|
R3 |
78.900 |
78.525 |
77.534 |
|
R2 |
78.050 |
78.050 |
77.456 |
|
R1 |
77.675 |
77.675 |
77.378 |
77.863 |
PP |
77.200 |
77.200 |
77.200 |
77.294 |
S1 |
76.825 |
76.825 |
77.222 |
77.013 |
S2 |
76.350 |
76.350 |
77.144 |
|
S3 |
75.500 |
75.975 |
77.066 |
|
S4 |
74.650 |
75.125 |
76.833 |
|
|
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 |
77.575 |
76.200 |
1.375 |
1.8% |
0.583 |
0.8% |
80% |
True |
False |
17,719 |
10 |
77.575 |
74.750 |
2.825 |
3.7% |
0.660 |
0.9% |
90% |
True |
False |
11,080 |
20 |
77.575 |
74.545 |
3.030 |
3.9% |
0.634 |
0.8% |
91% |
True |
False |
5,633 |
40 |
77.575 |
74.545 |
3.030 |
3.9% |
0.588 |
0.8% |
91% |
True |
False |
2,881 |
60 |
77.815 |
74.545 |
3.270 |
4.2% |
0.521 |
0.7% |
84% |
False |
False |
1,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.188 |
2.618 |
79.800 |
1.618 |
78.950 |
1.000 |
78.425 |
0.618 |
78.100 |
HIGH |
77.575 |
0.618 |
77.250 |
0.500 |
77.150 |
0.382 |
77.050 |
LOW |
76.725 |
0.618 |
76.200 |
1.000 |
75.875 |
1.618 |
75.350 |
2.618 |
74.500 |
4.250 |
73.113 |
|
|
Fisher Pivots for day following 15-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
77.250 |
77.173 |
PP |
77.200 |
77.045 |
S1 |
77.150 |
76.918 |
|