ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 06-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
77.765 |
77.940 |
0.175 |
0.2% |
78.080 |
High |
77.950 |
78.215 |
0.265 |
0.3% |
78.550 |
Low |
77.390 |
77.580 |
0.190 |
0.2% |
77.665 |
Close |
77.850 |
77.655 |
-0.195 |
-0.3% |
78.220 |
Range |
0.560 |
0.635 |
0.075 |
13.4% |
0.885 |
ATR |
0.632 |
0.632 |
0.000 |
0.0% |
0.000 |
Volume |
18,278 |
19,220 |
942 |
5.2% |
28,988 |
|
Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.722 |
79.323 |
78.004 |
|
R3 |
79.087 |
78.688 |
77.830 |
|
R2 |
78.452 |
78.452 |
77.771 |
|
R1 |
78.053 |
78.053 |
77.713 |
77.935 |
PP |
77.817 |
77.817 |
77.817 |
77.758 |
S1 |
77.418 |
77.418 |
77.597 |
77.300 |
S2 |
77.182 |
77.182 |
77.539 |
|
S3 |
76.547 |
76.783 |
77.480 |
|
S4 |
75.912 |
76.148 |
77.306 |
|
|
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% |
0.643 |
0.8% |
22% |
False |
False |
13,947 |
10 |
78.770 |
77.390 |
1.380 |
1.8% |
0.595 |
0.8% |
19% |
False |
False |
14,446 |
20 |
78.770 |
75.800 |
2.970 |
3.8% |
0.630 |
0.8% |
62% |
False |
False |
15,758 |
40 |
78.770 |
74.545 |
4.225 |
5.4% |
0.631 |
0.8% |
74% |
False |
False |
7,990 |
60 |
78.770 |
74.545 |
4.225 |
5.4% |
0.573 |
0.7% |
74% |
False |
False |
5,354 |
80 |
78.770 |
74.545 |
4.225 |
5.4% |
0.510 |
0.7% |
74% |
False |
False |
4,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.914 |
2.618 |
79.877 |
1.618 |
79.242 |
1.000 |
78.850 |
0.618 |
78.607 |
HIGH |
78.215 |
0.618 |
77.972 |
0.500 |
77.898 |
0.382 |
77.823 |
LOW |
77.580 |
0.618 |
77.188 |
1.000 |
76.945 |
1.618 |
76.553 |
2.618 |
75.918 |
4.250 |
74.881 |
|
|
Fisher Pivots for day following 06-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
77.898 |
77.990 |
PP |
77.817 |
77.878 |
S1 |
77.736 |
77.767 |
|