ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 24-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
78.610 |
78.225 |
-0.385 |
-0.5% |
76.930 |
High |
78.705 |
78.260 |
-0.445 |
-0.6% |
78.500 |
Low |
78.075 |
77.850 |
-0.225 |
-0.3% |
76.640 |
Close |
78.230 |
78.175 |
-0.055 |
-0.1% |
78.195 |
Range |
0.630 |
0.410 |
-0.220 |
-34.9% |
1.860 |
ATR |
0.643 |
0.626 |
-0.017 |
-2.6% |
0.000 |
Volume |
15,640 |
15,236 |
-404 |
-2.6% |
102,788 |
|
Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.325 |
79.160 |
78.401 |
|
R3 |
78.915 |
78.750 |
78.288 |
|
R2 |
78.505 |
78.505 |
78.250 |
|
R1 |
78.340 |
78.340 |
78.213 |
78.218 |
PP |
78.095 |
78.095 |
78.095 |
78.034 |
S1 |
77.930 |
77.930 |
78.137 |
77.808 |
S2 |
77.685 |
77.685 |
78.100 |
|
S3 |
77.275 |
77.520 |
78.062 |
|
S4 |
76.865 |
77.110 |
77.950 |
|
|
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 |
77.745 |
1.025 |
1.3% |
0.576 |
0.7% |
42% |
False |
False |
19,574 |
10 |
78.770 |
76.260 |
2.510 |
3.2% |
0.641 |
0.8% |
76% |
False |
False |
18,531 |
20 |
78.770 |
74.655 |
4.115 |
5.3% |
0.643 |
0.8% |
86% |
False |
False |
12,140 |
40 |
78.770 |
74.545 |
4.225 |
5.4% |
0.605 |
0.8% |
86% |
False |
False |
6,160 |
60 |
78.770 |
74.545 |
4.225 |
5.4% |
0.549 |
0.7% |
86% |
False |
False |
4,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.003 |
2.618 |
79.333 |
1.618 |
78.923 |
1.000 |
78.670 |
0.618 |
78.513 |
HIGH |
78.260 |
0.618 |
78.103 |
0.500 |
78.055 |
0.382 |
78.007 |
LOW |
77.850 |
0.618 |
77.597 |
1.000 |
77.440 |
1.618 |
77.187 |
2.618 |
76.777 |
4.250 |
76.108 |
|
|
Fisher Pivots for day following 24-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
78.135 |
78.310 |
PP |
78.095 |
78.265 |
S1 |
78.055 |
78.220 |
|