ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 16-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
76.755 |
77.310 |
0.555 |
0.7% |
76.000 |
High |
77.575 |
77.385 |
-0.190 |
-0.2% |
77.120 |
Low |
76.725 |
76.945 |
0.220 |
0.3% |
75.800 |
Close |
77.300 |
77.335 |
0.035 |
0.0% |
76.955 |
Range |
0.850 |
0.440 |
-0.410 |
-48.2% |
1.320 |
ATR |
0.641 |
0.626 |
-0.014 |
-2.2% |
0.000 |
Volume |
13,618 |
17,315 |
3,697 |
27.1% |
67,927 |
|
Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.542 |
78.378 |
77.577 |
|
R3 |
78.102 |
77.938 |
77.456 |
|
R2 |
77.662 |
77.662 |
77.416 |
|
R1 |
77.498 |
77.498 |
77.375 |
77.580 |
PP |
77.222 |
77.222 |
77.222 |
77.263 |
S1 |
77.058 |
77.058 |
77.295 |
77.140 |
S2 |
76.782 |
76.782 |
77.254 |
|
S3 |
76.342 |
76.618 |
77.214 |
|
S4 |
75.902 |
76.178 |
77.093 |
|
|
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 |
76.235 |
1.340 |
1.7% |
0.579 |
0.7% |
82% |
False |
False |
19,869 |
10 |
77.575 |
74.750 |
2.825 |
3.7% |
0.673 |
0.9% |
92% |
False |
False |
12,772 |
20 |
77.575 |
74.545 |
3.030 |
3.9% |
0.637 |
0.8% |
92% |
False |
False |
6,495 |
40 |
77.575 |
74.545 |
3.030 |
3.9% |
0.583 |
0.8% |
92% |
False |
False |
3,314 |
60 |
77.815 |
74.545 |
3.270 |
4.2% |
0.519 |
0.7% |
85% |
False |
False |
2,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.255 |
2.618 |
78.537 |
1.618 |
78.097 |
1.000 |
77.825 |
0.618 |
77.657 |
HIGH |
77.385 |
0.618 |
77.217 |
0.500 |
77.165 |
0.382 |
77.113 |
LOW |
76.945 |
0.618 |
76.673 |
1.000 |
76.505 |
1.618 |
76.233 |
2.618 |
75.793 |
4.250 |
75.075 |
|
|
Fisher Pivots for day following 16-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
77.278 |
77.259 |
PP |
77.222 |
77.183 |
S1 |
77.165 |
77.108 |
|