ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 14-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
77.265 |
76.920 |
-0.345 |
-0.4% |
78.355 |
High |
77.325 |
77.175 |
-0.150 |
-0.2% |
78.590 |
Low |
76.740 |
76.810 |
0.070 |
0.1% |
77.390 |
Close |
76.990 |
76.885 |
-0.105 |
-0.1% |
77.655 |
Range |
0.585 |
0.365 |
-0.220 |
-37.6% |
1.200 |
ATR |
0.647 |
0.626 |
-0.020 |
-3.1% |
0.000 |
Volume |
24,955 |
15,797 |
-9,158 |
-36.7% |
76,770 |
|
Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.052 |
77.833 |
77.086 |
|
R3 |
77.687 |
77.468 |
76.985 |
|
R2 |
77.322 |
77.322 |
76.952 |
|
R1 |
77.103 |
77.103 |
76.918 |
77.030 |
PP |
76.957 |
76.957 |
76.957 |
76.920 |
S1 |
76.738 |
76.738 |
76.852 |
76.665 |
S2 |
76.592 |
76.592 |
76.818 |
|
S3 |
76.227 |
76.373 |
76.785 |
|
S4 |
75.862 |
76.008 |
76.684 |
|
|
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% |
0.625 |
0.8% |
9% |
False |
False |
19,867 |
10 |
78.590 |
76.740 |
1.850 |
2.4% |
0.661 |
0.9% |
8% |
False |
False |
17,328 |
20 |
78.770 |
76.725 |
2.045 |
2.7% |
0.639 |
0.8% |
8% |
False |
False |
16,741 |
40 |
78.770 |
74.545 |
4.225 |
5.5% |
0.634 |
0.8% |
55% |
False |
False |
10,849 |
60 |
78.770 |
74.545 |
4.225 |
5.5% |
0.601 |
0.8% |
55% |
False |
False |
7,275 |
80 |
78.770 |
74.545 |
4.225 |
5.5% |
0.540 |
0.7% |
55% |
False |
False |
5,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.726 |
2.618 |
78.131 |
1.618 |
77.766 |
1.000 |
77.540 |
0.618 |
77.401 |
HIGH |
77.175 |
0.618 |
77.036 |
0.500 |
76.993 |
0.382 |
76.949 |
LOW |
76.810 |
0.618 |
76.584 |
1.000 |
76.445 |
1.618 |
76.219 |
2.618 |
75.854 |
4.250 |
75.259 |
|
|
Fisher Pivots for day following 14-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
76.993 |
77.100 |
PP |
76.957 |
77.028 |
S1 |
76.921 |
76.957 |
|