ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 19-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
77.010 |
77.165 |
0.155 |
0.2% |
77.630 |
High |
77.560 |
77.855 |
0.295 |
0.4% |
77.660 |
Low |
76.985 |
77.090 |
0.105 |
0.1% |
76.740 |
Close |
77.480 |
77.650 |
0.170 |
0.2% |
77.480 |
Range |
0.575 |
0.765 |
0.190 |
33.0% |
0.920 |
ATR |
0.630 |
0.640 |
0.010 |
1.5% |
0.000 |
Volume |
12,376 |
2,489 |
-9,887 |
-79.9% |
96,400 |
|
Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.827 |
79.503 |
78.071 |
|
R3 |
79.062 |
78.738 |
77.860 |
|
R2 |
78.297 |
78.297 |
77.790 |
|
R1 |
77.973 |
77.973 |
77.720 |
78.135 |
PP |
77.532 |
77.532 |
77.532 |
77.613 |
S1 |
77.208 |
77.208 |
77.580 |
77.370 |
S2 |
76.767 |
76.767 |
77.510 |
|
S3 |
76.002 |
76.443 |
77.440 |
|
S4 |
75.237 |
75.678 |
77.229 |
|
|
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 |
77.855 |
76.740 |
1.115 |
1.4% |
0.572 |
0.7% |
82% |
True |
False |
15,123 |
10 |
78.435 |
76.740 |
1.695 |
2.2% |
0.633 |
0.8% |
54% |
False |
False |
16,771 |
20 |
78.770 |
76.740 |
2.030 |
2.6% |
0.642 |
0.8% |
45% |
False |
False |
15,937 |
40 |
78.770 |
74.545 |
4.225 |
5.4% |
0.639 |
0.8% |
73% |
False |
False |
11,216 |
60 |
78.770 |
74.545 |
4.225 |
5.4% |
0.603 |
0.8% |
73% |
False |
False |
7,522 |
80 |
78.770 |
74.545 |
4.225 |
5.4% |
0.549 |
0.7% |
73% |
False |
False |
5,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.106 |
2.618 |
79.858 |
1.618 |
79.093 |
1.000 |
78.620 |
0.618 |
78.328 |
HIGH |
77.855 |
0.618 |
77.563 |
0.500 |
77.473 |
0.382 |
77.382 |
LOW |
77.090 |
0.618 |
76.617 |
1.000 |
76.325 |
1.618 |
75.852 |
2.618 |
75.087 |
4.250 |
73.839 |
|
|
Fisher Pivots for day following 19-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
77.591 |
77.544 |
PP |
77.532 |
77.438 |
S1 |
77.473 |
77.333 |
|