ICE US Dollar Index Future March 2010
| Trading Metrics calculated at close of trading on 21-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
21-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
78.020 |
78.165 |
0.145 |
0.2% |
76.930 |
| High |
78.500 |
78.500 |
0.000 |
0.0% |
78.500 |
| Low |
77.745 |
77.965 |
0.220 |
0.3% |
76.640 |
| Close |
78.195 |
78.420 |
0.225 |
0.3% |
78.195 |
| Range |
0.755 |
0.535 |
-0.220 |
-29.1% |
1.860 |
| ATR |
0.660 |
0.651 |
-0.009 |
-1.4% |
0.000 |
| Volume |
27,846 |
20,928 |
-6,918 |
-24.8% |
102,788 |
|
| Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.900 |
79.695 |
78.714 |
|
| R3 |
79.365 |
79.160 |
78.567 |
|
| R2 |
78.830 |
78.830 |
78.518 |
|
| R1 |
78.625 |
78.625 |
78.469 |
78.728 |
| PP |
78.295 |
78.295 |
78.295 |
78.346 |
| S1 |
78.090 |
78.090 |
78.371 |
78.193 |
| S2 |
77.760 |
77.760 |
78.322 |
|
| S3 |
77.225 |
77.555 |
78.273 |
|
| S4 |
76.690 |
77.020 |
78.126 |
|
|
| 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 |
76.725 |
1.775 |
2.3% |
0.714 |
0.9% |
95% |
True |
False |
19,188 |
| 10 |
78.500 |
75.875 |
2.625 |
3.3% |
0.641 |
0.8% |
97% |
True |
False |
17,872 |
| 20 |
78.500 |
74.545 |
3.955 |
5.0% |
0.657 |
0.8% |
98% |
True |
False |
9,728 |
| 40 |
78.500 |
74.545 |
3.955 |
5.0% |
0.600 |
0.8% |
98% |
True |
False |
4,935 |
| 60 |
78.500 |
74.545 |
3.955 |
5.0% |
0.531 |
0.7% |
98% |
True |
False |
3,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.774 |
|
2.618 |
79.901 |
|
1.618 |
79.366 |
|
1.000 |
79.035 |
|
0.618 |
78.831 |
|
HIGH |
78.500 |
|
0.618 |
78.296 |
|
0.500 |
78.233 |
|
0.382 |
78.169 |
|
LOW |
77.965 |
|
0.618 |
77.634 |
|
1.000 |
77.430 |
|
1.618 |
77.099 |
|
2.618 |
76.564 |
|
4.250 |
75.691 |
|
|
| Fisher Pivots for day following 21-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
78.358 |
78.245 |
| PP |
78.295 |
78.070 |
| S1 |
78.233 |
77.895 |
|