ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 05-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
78.355 |
77.765 |
-0.590 |
-0.8% |
78.080 |
High |
78.590 |
77.950 |
-0.640 |
-0.8% |
78.550 |
Low |
77.575 |
77.390 |
-0.185 |
-0.2% |
77.665 |
Close |
77.830 |
77.850 |
0.020 |
0.0% |
78.220 |
Range |
1.015 |
0.560 |
-0.455 |
-44.8% |
0.885 |
ATR |
0.638 |
0.632 |
-0.006 |
-0.9% |
0.000 |
Volume |
7,947 |
18,278 |
10,331 |
130.0% |
28,988 |
|
Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.410 |
79.190 |
78.158 |
|
R3 |
78.850 |
78.630 |
78.004 |
|
R2 |
78.290 |
78.290 |
77.953 |
|
R1 |
78.070 |
78.070 |
77.901 |
78.180 |
PP |
77.730 |
77.730 |
77.730 |
77.785 |
S1 |
77.510 |
77.510 |
77.799 |
77.620 |
S2 |
77.170 |
77.170 |
77.747 |
|
S3 |
76.610 |
76.950 |
77.696 |
|
S4 |
76.050 |
76.390 |
77.542 |
|
|
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 |
77.390 |
1.200 |
1.5% |
0.638 |
0.8% |
38% |
False |
True |
11,042 |
10 |
78.770 |
77.390 |
1.380 |
1.8% |
0.607 |
0.8% |
33% |
False |
True |
15,308 |
20 |
78.770 |
74.930 |
3.840 |
4.9% |
0.668 |
0.9% |
76% |
False |
False |
14,834 |
40 |
78.770 |
74.545 |
4.225 |
5.4% |
0.625 |
0.8% |
78% |
False |
False |
7,520 |
60 |
78.770 |
74.545 |
4.225 |
5.4% |
0.569 |
0.7% |
78% |
False |
False |
5,034 |
80 |
78.770 |
74.545 |
4.225 |
5.4% |
0.503 |
0.6% |
78% |
False |
False |
3,778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.330 |
2.618 |
79.416 |
1.618 |
78.856 |
1.000 |
78.510 |
0.618 |
78.296 |
HIGH |
77.950 |
0.618 |
77.736 |
0.500 |
77.670 |
0.382 |
77.604 |
LOW |
77.390 |
0.618 |
77.044 |
1.000 |
76.830 |
1.618 |
76.484 |
2.618 |
75.924 |
4.250 |
75.010 |
|
|
Fisher Pivots for day following 05-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
77.790 |
77.990 |
PP |
77.730 |
77.943 |
S1 |
77.670 |
77.897 |
|