ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 17-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
77.310 |
77.310 |
0.000 |
0.0% |
76.000 |
High |
77.385 |
78.280 |
0.895 |
1.2% |
77.120 |
Low |
76.945 |
77.290 |
0.345 |
0.4% |
75.800 |
Close |
77.335 |
78.090 |
0.755 |
1.0% |
76.955 |
Range |
0.440 |
0.990 |
0.550 |
125.0% |
1.320 |
ATR |
0.626 |
0.652 |
0.026 |
4.1% |
0.000 |
Volume |
17,315 |
16,236 |
-1,079 |
-6.2% |
67,927 |
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.857 |
80.463 |
78.635 |
|
R3 |
79.867 |
79.473 |
78.362 |
|
R2 |
78.877 |
78.877 |
78.272 |
|
R1 |
78.483 |
78.483 |
78.181 |
78.680 |
PP |
77.887 |
77.887 |
77.887 |
77.985 |
S1 |
77.493 |
77.493 |
77.999 |
77.690 |
S2 |
76.897 |
76.897 |
77.909 |
|
S3 |
75.907 |
76.503 |
77.818 |
|
S4 |
74.917 |
75.513 |
77.546 |
|
|
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 |
78.280 |
76.260 |
2.020 |
2.6% |
0.706 |
0.9% |
91% |
True |
False |
17,489 |
10 |
78.280 |
74.930 |
3.350 |
4.3% |
0.729 |
0.9% |
94% |
True |
False |
14,360 |
20 |
78.280 |
74.545 |
3.735 |
4.8% |
0.667 |
0.9% |
95% |
True |
False |
7,304 |
40 |
78.280 |
74.545 |
3.735 |
4.8% |
0.598 |
0.8% |
95% |
True |
False |
3,718 |
60 |
78.280 |
74.545 |
3.735 |
4.8% |
0.526 |
0.7% |
95% |
True |
False |
2,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.488 |
2.618 |
80.872 |
1.618 |
79.882 |
1.000 |
79.270 |
0.618 |
78.892 |
HIGH |
78.280 |
0.618 |
77.902 |
0.500 |
77.785 |
0.382 |
77.668 |
LOW |
77.290 |
0.618 |
76.678 |
1.000 |
76.300 |
1.618 |
75.688 |
2.618 |
74.698 |
4.250 |
73.083 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
77.988 |
77.894 |
PP |
77.887 |
77.698 |
S1 |
77.785 |
77.503 |
|