ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 31-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
78.300 |
78.220 |
-0.080 |
-0.1% |
78.165 |
High |
78.550 |
78.395 |
-0.155 |
-0.2% |
78.770 |
Low |
78.150 |
77.790 |
-0.360 |
-0.5% |
77.850 |
Close |
78.275 |
78.220 |
-0.055 |
-0.1% |
78.175 |
Range |
0.400 |
0.605 |
0.205 |
51.3% |
0.920 |
ATR |
0.609 |
0.609 |
0.000 |
0.0% |
0.000 |
Volume |
11,804 |
12,487 |
683 |
5.8% |
70,027 |
|
Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.950 |
79.690 |
78.553 |
|
R3 |
79.345 |
79.085 |
78.386 |
|
R2 |
78.740 |
78.740 |
78.331 |
|
R1 |
78.480 |
78.480 |
78.275 |
78.523 |
PP |
78.135 |
78.135 |
78.135 |
78.156 |
S1 |
77.875 |
77.875 |
78.165 |
77.918 |
S2 |
77.530 |
77.530 |
78.109 |
|
S3 |
76.925 |
77.270 |
78.054 |
|
S4 |
76.320 |
76.665 |
77.887 |
|
|
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 |
78.705 |
77.665 |
1.040 |
1.3% |
0.531 |
0.7% |
53% |
False |
False |
11,972 |
10 |
78.770 |
76.945 |
1.825 |
2.3% |
0.593 |
0.8% |
70% |
False |
False |
16,041 |
20 |
78.770 |
74.750 |
4.020 |
5.1% |
0.626 |
0.8% |
86% |
False |
False |
13,560 |
40 |
78.770 |
74.545 |
4.225 |
5.4% |
0.613 |
0.8% |
87% |
False |
False |
6,883 |
60 |
78.770 |
74.545 |
4.225 |
5.4% |
0.558 |
0.7% |
87% |
False |
False |
4,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.966 |
2.618 |
79.979 |
1.618 |
79.374 |
1.000 |
79.000 |
0.618 |
78.769 |
HIGH |
78.395 |
0.618 |
78.164 |
0.500 |
78.093 |
0.382 |
78.021 |
LOW |
77.790 |
0.618 |
77.416 |
1.000 |
77.185 |
1.618 |
76.811 |
2.618 |
76.206 |
4.250 |
75.219 |
|
|
Fisher Pivots for day following 31-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
78.178 |
78.183 |
PP |
78.135 |
78.145 |
S1 |
78.093 |
78.108 |
|