ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 15-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
76.920 |
77.010 |
0.090 |
0.1% |
77.630 |
High |
77.175 |
77.560 |
0.385 |
0.5% |
77.660 |
Low |
76.810 |
76.985 |
0.175 |
0.2% |
76.740 |
Close |
76.885 |
77.480 |
0.595 |
0.8% |
77.480 |
Range |
0.365 |
0.575 |
0.210 |
57.5% |
0.920 |
ATR |
0.626 |
0.630 |
0.003 |
0.6% |
0.000 |
Volume |
15,797 |
12,376 |
-3,421 |
-21.7% |
96,400 |
|
Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.067 |
78.848 |
77.796 |
|
R3 |
78.492 |
78.273 |
77.638 |
|
R2 |
77.917 |
77.917 |
77.585 |
|
R1 |
77.698 |
77.698 |
77.533 |
77.808 |
PP |
77.342 |
77.342 |
77.342 |
77.396 |
S1 |
77.123 |
77.123 |
77.427 |
77.233 |
S2 |
76.767 |
76.767 |
77.375 |
|
S3 |
76.192 |
76.548 |
77.322 |
|
S4 |
75.617 |
75.973 |
77.164 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.053 |
79.687 |
77.986 |
|
R3 |
79.133 |
78.767 |
77.733 |
|
R2 |
78.213 |
78.213 |
77.649 |
|
R1 |
77.847 |
77.847 |
77.564 |
77.570 |
PP |
77.293 |
77.293 |
77.293 |
77.155 |
S1 |
76.927 |
76.927 |
77.396 |
76.650 |
S2 |
76.373 |
76.373 |
77.311 |
|
S3 |
75.453 |
76.007 |
77.227 |
|
S4 |
74.533 |
75.087 |
76.974 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
77.660 |
76.740 |
0.920 |
1.2% |
0.562 |
0.7% |
80% |
False |
False |
19,280 |
10 |
78.590 |
76.740 |
1.850 |
2.4% |
0.658 |
0.8% |
40% |
False |
False |
17,317 |
20 |
78.770 |
76.740 |
2.030 |
2.6% |
0.625 |
0.8% |
36% |
False |
False |
16,679 |
40 |
78.770 |
74.545 |
4.225 |
5.5% |
0.630 |
0.8% |
69% |
False |
False |
11,156 |
60 |
78.770 |
74.545 |
4.225 |
5.5% |
0.600 |
0.8% |
69% |
False |
False |
7,480 |
80 |
78.770 |
74.545 |
4.225 |
5.5% |
0.547 |
0.7% |
69% |
False |
False |
5,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.004 |
2.618 |
79.065 |
1.618 |
78.490 |
1.000 |
78.135 |
0.618 |
77.915 |
HIGH |
77.560 |
0.618 |
77.340 |
0.500 |
77.273 |
0.382 |
77.205 |
LOW |
76.985 |
0.618 |
76.630 |
1.000 |
76.410 |
1.618 |
76.055 |
2.618 |
75.480 |
4.250 |
74.541 |
|
|
Fisher Pivots for day following 15-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
77.411 |
77.370 |
PP |
77.342 |
77.260 |
S1 |
77.273 |
77.150 |
|