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 |
|