ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 23-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
78.395 |
78.610 |
0.215 |
0.3% |
76.930 |
High |
78.770 |
78.705 |
-0.065 |
-0.1% |
78.500 |
Low |
78.220 |
78.075 |
-0.145 |
-0.2% |
76.640 |
Close |
78.610 |
78.230 |
-0.380 |
-0.5% |
78.195 |
Range |
0.550 |
0.630 |
0.080 |
14.5% |
1.860 |
ATR |
0.644 |
0.643 |
-0.001 |
-0.2% |
0.000 |
Volume |
18,223 |
15,640 |
-2,583 |
-14.2% |
102,788 |
|
Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.227 |
79.858 |
78.577 |
|
R3 |
79.597 |
79.228 |
78.403 |
|
R2 |
78.967 |
78.967 |
78.346 |
|
R1 |
78.598 |
78.598 |
78.288 |
78.468 |
PP |
78.337 |
78.337 |
78.337 |
78.271 |
S1 |
77.968 |
77.968 |
78.172 |
77.838 |
S2 |
77.707 |
77.707 |
78.115 |
|
S3 |
77.077 |
77.338 |
78.057 |
|
S4 |
76.447 |
76.708 |
77.884 |
|
|
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 |
77.290 |
1.480 |
1.9% |
0.692 |
0.9% |
64% |
False |
False |
19,774 |
10 |
78.770 |
76.235 |
2.535 |
3.2% |
0.636 |
0.8% |
79% |
False |
False |
19,821 |
20 |
78.770 |
74.655 |
4.115 |
5.3% |
0.654 |
0.8% |
87% |
False |
False |
11,392 |
40 |
78.770 |
74.545 |
4.225 |
5.4% |
0.607 |
0.8% |
87% |
False |
False |
5,780 |
60 |
78.770 |
74.545 |
4.225 |
5.4% |
0.542 |
0.7% |
87% |
False |
False |
3,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.383 |
2.618 |
80.354 |
1.618 |
79.724 |
1.000 |
79.335 |
0.618 |
79.094 |
HIGH |
78.705 |
0.618 |
78.464 |
0.500 |
78.390 |
0.382 |
78.316 |
LOW |
78.075 |
0.618 |
77.686 |
1.000 |
77.445 |
1.618 |
77.056 |
2.618 |
76.426 |
4.250 |
75.398 |
|
|
Fisher Pivots for day following 23-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
78.390 |
78.368 |
PP |
78.337 |
78.322 |
S1 |
78.283 |
78.276 |
|