ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 04-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
78.220 |
78.355 |
0.135 |
0.2% |
78.080 |
High |
78.395 |
78.590 |
0.195 |
0.2% |
78.550 |
Low |
77.790 |
77.575 |
-0.215 |
-0.3% |
77.665 |
Close |
78.220 |
77.830 |
-0.390 |
-0.5% |
78.220 |
Range |
0.605 |
1.015 |
0.410 |
67.8% |
0.885 |
ATR |
0.609 |
0.638 |
0.029 |
4.8% |
0.000 |
Volume |
12,487 |
7,947 |
-4,540 |
-36.4% |
28,988 |
|
Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.043 |
80.452 |
78.388 |
|
R3 |
80.028 |
79.437 |
78.109 |
|
R2 |
79.013 |
79.013 |
78.016 |
|
R1 |
78.422 |
78.422 |
77.923 |
78.210 |
PP |
77.998 |
77.998 |
77.998 |
77.893 |
S1 |
77.407 |
77.407 |
77.737 |
77.195 |
S2 |
76.983 |
76.983 |
77.644 |
|
S3 |
75.968 |
76.392 |
77.551 |
|
S4 |
74.953 |
75.377 |
77.272 |
|
|
Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.800 |
80.395 |
78.707 |
|
R3 |
79.915 |
79.510 |
78.463 |
|
R2 |
79.030 |
79.030 |
78.382 |
|
R1 |
78.625 |
78.625 |
78.301 |
78.828 |
PP |
78.145 |
78.145 |
78.145 |
78.246 |
S1 |
77.740 |
77.740 |
78.139 |
77.943 |
S2 |
77.260 |
77.260 |
78.058 |
|
S3 |
76.375 |
76.855 |
77.977 |
|
S4 |
75.490 |
75.970 |
77.733 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
78.590 |
77.575 |
1.015 |
1.3% |
0.608 |
0.8% |
25% |
True |
True |
10,434 |
10 |
78.770 |
77.290 |
1.480 |
1.9% |
0.650 |
0.8% |
36% |
False |
False |
15,104 |
20 |
78.770 |
74.750 |
4.020 |
5.2% |
0.662 |
0.8% |
77% |
False |
False |
13,938 |
40 |
78.770 |
74.545 |
4.225 |
5.4% |
0.621 |
0.8% |
78% |
False |
False |
7,079 |
60 |
78.770 |
74.545 |
4.225 |
5.4% |
0.568 |
0.7% |
78% |
False |
False |
4,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.904 |
2.618 |
81.247 |
1.618 |
80.232 |
1.000 |
79.605 |
0.618 |
79.217 |
HIGH |
78.590 |
0.618 |
78.202 |
0.500 |
78.083 |
0.382 |
77.963 |
LOW |
77.575 |
0.618 |
76.948 |
1.000 |
76.560 |
1.618 |
75.933 |
2.618 |
74.918 |
4.250 |
73.261 |
|
|
Fisher Pivots for day following 04-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
78.083 |
78.083 |
PP |
77.998 |
77.998 |
S1 |
77.914 |
77.914 |
|