ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 12-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
77.630 |
77.310 |
-0.320 |
-0.4% |
78.355 |
High |
77.660 |
77.460 |
-0.200 |
-0.3% |
78.590 |
Low |
76.945 |
76.890 |
-0.055 |
-0.1% |
77.390 |
Close |
77.160 |
77.120 |
-0.040 |
-0.1% |
77.655 |
Range |
0.715 |
0.570 |
-0.145 |
-20.3% |
1.200 |
ATR |
0.658 |
0.651 |
-0.006 |
-1.0% |
0.000 |
Volume |
23,272 |
20,000 |
-3,272 |
-14.1% |
76,770 |
|
Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.867 |
78.563 |
77.434 |
|
R3 |
78.297 |
77.993 |
77.277 |
|
R2 |
77.727 |
77.727 |
77.225 |
|
R1 |
77.423 |
77.423 |
77.172 |
77.290 |
PP |
77.157 |
77.157 |
77.157 |
77.090 |
S1 |
76.853 |
76.853 |
77.068 |
76.720 |
S2 |
76.587 |
76.587 |
77.016 |
|
S3 |
76.017 |
76.283 |
76.963 |
|
S4 |
75.447 |
75.713 |
76.807 |
|
|
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 |
76.890 |
1.545 |
2.0% |
0.696 |
0.9% |
15% |
False |
True |
18,763 |
10 |
78.590 |
76.890 |
1.700 |
2.2% |
0.667 |
0.9% |
14% |
False |
True |
14,903 |
20 |
78.770 |
76.260 |
2.510 |
3.3% |
0.654 |
0.8% |
34% |
False |
False |
16,717 |
40 |
78.770 |
74.545 |
4.225 |
5.5% |
0.636 |
0.8% |
61% |
False |
False |
9,842 |
60 |
78.770 |
74.545 |
4.225 |
5.5% |
0.598 |
0.8% |
61% |
False |
False |
6,596 |
80 |
78.770 |
74.545 |
4.225 |
5.5% |
0.530 |
0.7% |
61% |
False |
False |
4,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.883 |
2.618 |
78.952 |
1.618 |
78.382 |
1.000 |
78.030 |
0.618 |
77.812 |
HIGH |
77.460 |
0.618 |
77.242 |
0.500 |
77.175 |
0.382 |
77.108 |
LOW |
76.890 |
0.618 |
76.538 |
1.000 |
76.320 |
1.618 |
75.968 |
2.618 |
75.398 |
4.250 |
74.468 |
|
|
Fisher Pivots for day following 12-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
77.175 |
77.663 |
PP |
77.157 |
77.482 |
S1 |
77.138 |
77.301 |
|