ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 30-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
78.080 |
78.300 |
0.220 |
0.3% |
78.165 |
High |
78.275 |
78.550 |
0.275 |
0.4% |
78.770 |
Low |
77.665 |
78.150 |
0.485 |
0.6% |
77.850 |
Close |
78.185 |
78.275 |
0.090 |
0.1% |
78.175 |
Range |
0.610 |
0.400 |
-0.210 |
-34.4% |
0.920 |
ATR |
0.625 |
0.609 |
-0.016 |
-2.6% |
0.000 |
Volume |
4,697 |
11,804 |
7,107 |
151.3% |
70,027 |
|
Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.525 |
79.300 |
78.495 |
|
R3 |
79.125 |
78.900 |
78.385 |
|
R2 |
78.725 |
78.725 |
78.348 |
|
R1 |
78.500 |
78.500 |
78.312 |
78.413 |
PP |
78.325 |
78.325 |
78.325 |
78.281 |
S1 |
78.100 |
78.100 |
78.238 |
78.013 |
S2 |
77.925 |
77.925 |
78.202 |
|
S3 |
77.525 |
77.700 |
78.165 |
|
S4 |
77.125 |
77.300 |
78.055 |
|
|
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% |
0.520 |
0.7% |
55% |
False |
False |
13,120 |
10 |
78.770 |
76.725 |
2.045 |
2.6% |
0.617 |
0.8% |
76% |
False |
False |
16,154 |
20 |
78.770 |
74.655 |
4.115 |
5.3% |
0.636 |
0.8% |
88% |
False |
False |
12,948 |
40 |
78.770 |
74.545 |
4.225 |
5.4% |
0.609 |
0.8% |
88% |
False |
False |
6,572 |
60 |
78.770 |
74.545 |
4.225 |
5.4% |
0.552 |
0.7% |
88% |
False |
False |
4,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.250 |
2.618 |
79.597 |
1.618 |
79.197 |
1.000 |
78.950 |
0.618 |
78.797 |
HIGH |
78.550 |
0.618 |
78.397 |
0.500 |
78.350 |
0.382 |
78.303 |
LOW |
78.150 |
0.618 |
77.903 |
1.000 |
77.750 |
1.618 |
77.503 |
2.618 |
77.103 |
4.250 |
76.450 |
|
|
Fisher Pivots for day following 30-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
78.350 |
78.219 |
PP |
78.325 |
78.163 |
S1 |
78.300 |
78.108 |
|