ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 29-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
78.225 |
78.080 |
-0.145 |
-0.2% |
78.165 |
High |
78.260 |
78.275 |
0.015 |
0.0% |
78.770 |
Low |
77.850 |
77.665 |
-0.185 |
-0.2% |
77.850 |
Close |
78.175 |
78.185 |
0.010 |
0.0% |
78.175 |
Range |
0.410 |
0.610 |
0.200 |
48.8% |
0.920 |
ATR |
0.626 |
0.625 |
-0.001 |
-0.2% |
0.000 |
Volume |
15,236 |
4,697 |
-10,539 |
-69.2% |
70,027 |
|
Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.872 |
79.638 |
78.521 |
|
R3 |
79.262 |
79.028 |
78.353 |
|
R2 |
78.652 |
78.652 |
78.297 |
|
R1 |
78.418 |
78.418 |
78.241 |
78.535 |
PP |
78.042 |
78.042 |
78.042 |
78.100 |
S1 |
77.808 |
77.808 |
78.129 |
77.925 |
S2 |
77.432 |
77.432 |
78.073 |
|
S3 |
76.822 |
77.198 |
78.017 |
|
S4 |
76.212 |
76.588 |
77.850 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.025 |
80.520 |
78.681 |
|
R3 |
80.105 |
79.600 |
78.428 |
|
R2 |
79.185 |
79.185 |
78.344 |
|
R1 |
78.680 |
78.680 |
78.259 |
78.933 |
PP |
78.265 |
78.265 |
78.265 |
78.391 |
S1 |
77.760 |
77.760 |
78.091 |
78.013 |
S2 |
77.345 |
77.345 |
78.006 |
|
S3 |
76.425 |
76.840 |
77.922 |
|
S4 |
75.505 |
75.920 |
77.669 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.770 |
77.665 |
1.105 |
1.4% |
0.547 |
0.7% |
47% |
False |
True |
14,944 |
10 |
78.770 |
76.640 |
2.130 |
2.7% |
0.616 |
0.8% |
73% |
False |
False |
17,751 |
20 |
78.770 |
74.655 |
4.115 |
5.3% |
0.638 |
0.8% |
86% |
False |
False |
12,373 |
40 |
78.770 |
74.545 |
4.225 |
5.4% |
0.611 |
0.8% |
86% |
False |
False |
6,277 |
60 |
78.770 |
74.545 |
4.225 |
5.4% |
0.549 |
0.7% |
86% |
False |
False |
4,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.868 |
2.618 |
79.872 |
1.618 |
79.262 |
1.000 |
78.885 |
0.618 |
78.652 |
HIGH |
78.275 |
0.618 |
78.042 |
0.500 |
77.970 |
0.382 |
77.898 |
LOW |
77.665 |
0.618 |
77.288 |
1.000 |
77.055 |
1.618 |
76.678 |
2.618 |
76.068 |
4.250 |
75.073 |
|
|
Fisher Pivots for day following 29-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
78.113 |
78.185 |
PP |
78.042 |
78.185 |
S1 |
77.970 |
78.185 |
|