ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 18-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
77.310 |
78.020 |
0.710 |
0.9% |
76.930 |
High |
78.280 |
78.500 |
0.220 |
0.3% |
78.500 |
Low |
77.290 |
77.745 |
0.455 |
0.6% |
76.640 |
Close |
78.090 |
78.195 |
0.105 |
0.1% |
78.195 |
Range |
0.990 |
0.755 |
-0.235 |
-23.7% |
1.860 |
ATR |
0.652 |
0.660 |
0.007 |
1.1% |
0.000 |
Volume |
16,236 |
27,846 |
11,610 |
71.5% |
102,788 |
|
Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.412 |
80.058 |
78.610 |
|
R3 |
79.657 |
79.303 |
78.403 |
|
R2 |
78.902 |
78.902 |
78.333 |
|
R1 |
78.548 |
78.548 |
78.264 |
78.725 |
PP |
78.147 |
78.147 |
78.147 |
78.235 |
S1 |
77.793 |
77.793 |
78.126 |
77.970 |
S2 |
77.392 |
77.392 |
78.057 |
|
S3 |
76.637 |
77.038 |
77.987 |
|
S4 |
75.882 |
76.283 |
77.780 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.358 |
82.637 |
79.218 |
|
R3 |
81.498 |
80.777 |
78.707 |
|
R2 |
79.638 |
79.638 |
78.536 |
|
R1 |
78.917 |
78.917 |
78.366 |
79.278 |
PP |
77.778 |
77.778 |
77.778 |
77.959 |
S1 |
77.057 |
77.057 |
78.025 |
77.418 |
S2 |
75.918 |
75.918 |
77.854 |
|
S3 |
74.058 |
75.197 |
77.684 |
|
S4 |
72.198 |
73.337 |
77.172 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.500 |
76.640 |
1.860 |
2.4% |
0.685 |
0.9% |
84% |
True |
False |
20,557 |
10 |
78.500 |
75.800 |
2.700 |
3.5% |
0.665 |
0.8% |
89% |
True |
False |
17,071 |
20 |
78.500 |
74.545 |
3.955 |
5.1% |
0.663 |
0.8% |
92% |
True |
False |
8,693 |
40 |
78.500 |
74.545 |
3.955 |
5.1% |
0.607 |
0.8% |
92% |
True |
False |
4,412 |
60 |
78.500 |
74.545 |
3.955 |
5.1% |
0.531 |
0.7% |
92% |
True |
False |
2,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.709 |
2.618 |
80.477 |
1.618 |
79.722 |
1.000 |
79.255 |
0.618 |
78.967 |
HIGH |
78.500 |
0.618 |
78.212 |
0.500 |
78.123 |
0.382 |
78.033 |
LOW |
77.745 |
0.618 |
77.278 |
1.000 |
76.990 |
1.618 |
76.523 |
2.618 |
75.768 |
4.250 |
74.536 |
|
|
Fisher Pivots for day following 18-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
78.171 |
78.038 |
PP |
78.147 |
77.880 |
S1 |
78.123 |
77.723 |
|