ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 11-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
78.200 |
77.630 |
-0.570 |
-0.7% |
78.355 |
High |
78.435 |
77.660 |
-0.775 |
-1.0% |
78.590 |
Low |
77.545 |
76.945 |
-0.600 |
-0.8% |
77.390 |
Close |
77.655 |
77.160 |
-0.495 |
-0.6% |
77.655 |
Range |
0.890 |
0.715 |
-0.175 |
-19.7% |
1.200 |
ATR |
0.653 |
0.658 |
0.004 |
0.7% |
0.000 |
Volume |
15,311 |
23,272 |
7,961 |
52.0% |
76,770 |
|
Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.400 |
78.995 |
77.553 |
|
R3 |
78.685 |
78.280 |
77.357 |
|
R2 |
77.970 |
77.970 |
77.291 |
|
R1 |
77.565 |
77.565 |
77.226 |
77.410 |
PP |
77.255 |
77.255 |
77.255 |
77.178 |
S1 |
76.850 |
76.850 |
77.094 |
76.695 |
S2 |
76.540 |
76.540 |
77.029 |
|
S3 |
75.825 |
76.135 |
76.963 |
|
S4 |
75.110 |
75.420 |
76.767 |
|
|
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 |
78.435 |
76.945 |
1.490 |
1.9% |
0.694 |
0.9% |
14% |
False |
True |
18,419 |
10 |
78.590 |
76.945 |
1.645 |
2.1% |
0.651 |
0.8% |
13% |
False |
True |
14,426 |
20 |
78.770 |
76.235 |
2.535 |
3.3% |
0.643 |
0.8% |
36% |
False |
False |
17,124 |
40 |
78.770 |
74.545 |
4.225 |
5.5% |
0.644 |
0.8% |
62% |
False |
False |
9,343 |
60 |
78.770 |
74.545 |
4.225 |
5.5% |
0.595 |
0.8% |
62% |
False |
False |
6,264 |
80 |
78.770 |
74.545 |
4.225 |
5.5% |
0.526 |
0.7% |
62% |
False |
False |
4,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.699 |
2.618 |
79.532 |
1.618 |
78.817 |
1.000 |
78.375 |
0.618 |
78.102 |
HIGH |
77.660 |
0.618 |
77.387 |
0.500 |
77.303 |
0.382 |
77.218 |
LOW |
76.945 |
0.618 |
76.503 |
1.000 |
76.230 |
1.618 |
75.788 |
2.618 |
75.073 |
4.250 |
73.906 |
|
|
Fisher Pivots for day following 11-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
77.303 |
77.690 |
PP |
77.255 |
77.513 |
S1 |
77.208 |
77.337 |
|