ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 13-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
77.310 |
77.265 |
-0.045 |
-0.1% |
78.355 |
High |
77.460 |
77.325 |
-0.135 |
-0.2% |
78.590 |
Low |
76.890 |
76.740 |
-0.150 |
-0.2% |
77.390 |
Close |
77.120 |
76.990 |
-0.130 |
-0.2% |
77.655 |
Range |
0.570 |
0.585 |
0.015 |
2.6% |
1.200 |
ATR |
0.651 |
0.647 |
-0.005 |
-0.7% |
0.000 |
Volume |
20,000 |
24,955 |
4,955 |
24.8% |
76,770 |
|
Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.773 |
78.467 |
77.312 |
|
R3 |
78.188 |
77.882 |
77.151 |
|
R2 |
77.603 |
77.603 |
77.097 |
|
R1 |
77.297 |
77.297 |
77.044 |
77.158 |
PP |
77.018 |
77.018 |
77.018 |
76.949 |
S1 |
76.712 |
76.712 |
76.936 |
76.573 |
S2 |
76.433 |
76.433 |
76.883 |
|
S3 |
75.848 |
76.127 |
76.829 |
|
S4 |
75.263 |
75.542 |
76.668 |
|
|
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 |
76.740 |
1.695 |
2.2% |
0.686 |
0.9% |
15% |
False |
True |
19,910 |
10 |
78.590 |
76.740 |
1.850 |
2.4% |
0.665 |
0.9% |
14% |
False |
True |
16,928 |
20 |
78.770 |
76.640 |
2.130 |
2.8% |
0.640 |
0.8% |
16% |
False |
False |
17,340 |
40 |
78.770 |
74.545 |
4.225 |
5.5% |
0.638 |
0.8% |
58% |
False |
False |
10,456 |
60 |
78.770 |
74.545 |
4.225 |
5.5% |
0.604 |
0.8% |
58% |
False |
False |
7,012 |
80 |
78.770 |
74.545 |
4.225 |
5.5% |
0.538 |
0.7% |
58% |
False |
False |
5,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.811 |
2.618 |
78.857 |
1.618 |
78.272 |
1.000 |
77.910 |
0.618 |
77.687 |
HIGH |
77.325 |
0.618 |
77.102 |
0.500 |
77.033 |
0.382 |
76.963 |
LOW |
76.740 |
0.618 |
76.378 |
1.000 |
76.155 |
1.618 |
75.793 |
2.618 |
75.208 |
4.250 |
74.254 |
|
|
Fisher Pivots for day following 13-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
77.033 |
77.200 |
PP |
77.018 |
77.130 |
S1 |
77.004 |
77.060 |
|