ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 22-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
78.165 |
78.395 |
0.230 |
0.3% |
76.930 |
High |
78.500 |
78.770 |
0.270 |
0.3% |
78.500 |
Low |
77.965 |
78.220 |
0.255 |
0.3% |
76.640 |
Close |
78.420 |
78.610 |
0.190 |
0.2% |
78.195 |
Range |
0.535 |
0.550 |
0.015 |
2.8% |
1.860 |
ATR |
0.651 |
0.644 |
-0.007 |
-1.1% |
0.000 |
Volume |
20,928 |
18,223 |
-2,705 |
-12.9% |
102,788 |
|
Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.183 |
79.947 |
78.913 |
|
R3 |
79.633 |
79.397 |
78.761 |
|
R2 |
79.083 |
79.083 |
78.711 |
|
R1 |
78.847 |
78.847 |
78.660 |
78.965 |
PP |
78.533 |
78.533 |
78.533 |
78.593 |
S1 |
78.297 |
78.297 |
78.560 |
78.415 |
S2 |
77.983 |
77.983 |
78.509 |
|
S3 |
77.433 |
77.747 |
78.459 |
|
S4 |
76.883 |
77.197 |
78.308 |
|
|
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 |
78.770 |
76.945 |
1.825 |
2.3% |
0.654 |
0.8% |
91% |
True |
False |
20,109 |
10 |
78.770 |
76.200 |
2.570 |
3.3% |
0.619 |
0.8% |
94% |
True |
False |
18,914 |
20 |
78.770 |
74.545 |
4.225 |
5.4% |
0.671 |
0.9% |
96% |
True |
False |
10,626 |
40 |
78.770 |
74.545 |
4.225 |
5.4% |
0.602 |
0.8% |
96% |
True |
False |
5,390 |
60 |
78.770 |
74.545 |
4.225 |
5.4% |
0.536 |
0.7% |
96% |
True |
False |
3,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.108 |
2.618 |
80.210 |
1.618 |
79.660 |
1.000 |
79.320 |
0.618 |
79.110 |
HIGH |
78.770 |
0.618 |
78.560 |
0.500 |
78.495 |
0.382 |
78.430 |
LOW |
78.220 |
0.618 |
77.880 |
1.000 |
77.670 |
1.618 |
77.330 |
2.618 |
76.780 |
4.250 |
75.883 |
|
|
Fisher Pivots for day following 22-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
78.572 |
78.493 |
PP |
78.533 |
78.375 |
S1 |
78.495 |
78.258 |
|