ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 07-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
77.940 |
77.615 |
-0.325 |
-0.4% |
78.080 |
High |
78.215 |
78.270 |
0.055 |
0.1% |
78.550 |
Low |
77.580 |
77.600 |
0.020 |
0.0% |
77.665 |
Close |
77.655 |
78.105 |
0.450 |
0.6% |
78.220 |
Range |
0.635 |
0.670 |
0.035 |
5.5% |
0.885 |
ATR |
0.632 |
0.635 |
0.003 |
0.4% |
0.000 |
Volume |
19,220 |
16,014 |
-3,206 |
-16.7% |
28,988 |
|
Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.002 |
79.723 |
78.474 |
|
R3 |
79.332 |
79.053 |
78.289 |
|
R2 |
78.662 |
78.662 |
78.228 |
|
R1 |
78.383 |
78.383 |
78.166 |
78.523 |
PP |
77.992 |
77.992 |
77.992 |
78.061 |
S1 |
77.713 |
77.713 |
78.044 |
77.853 |
S2 |
77.322 |
77.322 |
77.982 |
|
S3 |
76.652 |
77.043 |
77.921 |
|
S4 |
75.982 |
76.373 |
77.737 |
|
|
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% |
0.697 |
0.9% |
60% |
False |
False |
14,789 |
10 |
78.770 |
77.390 |
1.380 |
1.8% |
0.609 |
0.8% |
52% |
False |
False |
13,954 |
20 |
78.770 |
75.875 |
2.895 |
3.7% |
0.625 |
0.8% |
77% |
False |
False |
15,913 |
40 |
78.770 |
74.545 |
4.225 |
5.4% |
0.621 |
0.8% |
84% |
False |
False |
8,383 |
60 |
78.770 |
74.545 |
4.225 |
5.4% |
0.576 |
0.7% |
84% |
False |
False |
5,621 |
80 |
78.770 |
74.545 |
4.225 |
5.4% |
0.518 |
0.7% |
84% |
False |
False |
4,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.118 |
2.618 |
80.024 |
1.618 |
79.354 |
1.000 |
78.940 |
0.618 |
78.684 |
HIGH |
78.270 |
0.618 |
78.014 |
0.500 |
77.935 |
0.382 |
77.856 |
LOW |
77.600 |
0.618 |
77.186 |
1.000 |
76.930 |
1.618 |
76.516 |
2.618 |
75.846 |
4.250 |
74.753 |
|
|
Fisher Pivots for day following 07-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
78.048 |
78.013 |
PP |
77.992 |
77.922 |
S1 |
77.935 |
77.830 |
|