ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 08-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
77.615 |
78.200 |
0.585 |
0.8% |
78.355 |
High |
78.270 |
78.435 |
0.165 |
0.2% |
78.590 |
Low |
77.600 |
77.545 |
-0.055 |
-0.1% |
77.390 |
Close |
78.105 |
77.655 |
-0.450 |
-0.6% |
77.655 |
Range |
0.670 |
0.890 |
0.220 |
32.8% |
1.200 |
ATR |
0.635 |
0.653 |
0.018 |
2.9% |
0.000 |
Volume |
16,014 |
15,311 |
-703 |
-4.4% |
76,770 |
|
Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.548 |
79.992 |
78.145 |
|
R3 |
79.658 |
79.102 |
77.900 |
|
R2 |
78.768 |
78.768 |
77.818 |
|
R1 |
78.212 |
78.212 |
77.737 |
78.045 |
PP |
77.878 |
77.878 |
77.878 |
77.795 |
S1 |
77.322 |
77.322 |
77.573 |
77.155 |
S2 |
76.988 |
76.988 |
77.492 |
|
S3 |
76.098 |
76.432 |
77.410 |
|
S4 |
75.208 |
75.542 |
77.166 |
|
|
Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.478 |
80.767 |
78.315 |
|
R3 |
80.278 |
79.567 |
77.985 |
|
R2 |
79.078 |
79.078 |
77.875 |
|
R1 |
78.367 |
78.367 |
77.765 |
78.123 |
PP |
77.878 |
77.878 |
77.878 |
77.756 |
S1 |
77.167 |
77.167 |
77.545 |
76.923 |
S2 |
76.678 |
76.678 |
77.435 |
|
S3 |
75.478 |
75.967 |
77.325 |
|
S4 |
74.278 |
74.767 |
76.995 |
|
|
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% |
0.754 |
1.0% |
22% |
False |
False |
15,354 |
10 |
78.705 |
77.390 |
1.315 |
1.7% |
0.643 |
0.8% |
20% |
False |
False |
13,663 |
20 |
78.770 |
76.200 |
2.570 |
3.3% |
0.631 |
0.8% |
57% |
False |
False |
16,289 |
40 |
78.770 |
74.545 |
4.225 |
5.4% |
0.636 |
0.8% |
74% |
False |
False |
8,763 |
60 |
78.770 |
74.545 |
4.225 |
5.4% |
0.588 |
0.8% |
74% |
False |
False |
5,876 |
80 |
78.770 |
74.545 |
4.225 |
5.4% |
0.521 |
0.7% |
74% |
False |
False |
4,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.218 |
2.618 |
80.765 |
1.618 |
79.875 |
1.000 |
79.325 |
0.618 |
78.985 |
HIGH |
78.435 |
0.618 |
78.095 |
0.500 |
77.990 |
0.382 |
77.885 |
LOW |
77.545 |
0.618 |
76.995 |
1.000 |
76.655 |
1.618 |
76.105 |
2.618 |
75.215 |
4.250 |
73.763 |
|
|
Fisher Pivots for day following 08-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
77.990 |
77.990 |
PP |
77.878 |
77.878 |
S1 |
77.767 |
77.767 |
|