ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 21-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
77.675 |
78.495 |
0.820 |
1.1% |
77.630 |
High |
78.640 |
79.000 |
0.360 |
0.5% |
77.660 |
Low |
77.675 |
78.300 |
0.625 |
0.8% |
76.740 |
Close |
78.500 |
78.515 |
0.015 |
0.0% |
77.480 |
Range |
0.965 |
0.700 |
-0.265 |
-27.5% |
0.920 |
ATR |
0.665 |
0.667 |
0.003 |
0.4% |
0.000 |
Volume |
14,046 |
20,819 |
6,773 |
48.2% |
96,400 |
|
Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.705 |
80.310 |
78.900 |
|
R3 |
80.005 |
79.610 |
78.708 |
|
R2 |
79.305 |
79.305 |
78.643 |
|
R1 |
78.910 |
78.910 |
78.579 |
79.108 |
PP |
78.605 |
78.605 |
78.605 |
78.704 |
S1 |
78.210 |
78.210 |
78.451 |
78.408 |
S2 |
77.905 |
77.905 |
78.387 |
|
S3 |
77.205 |
77.510 |
78.323 |
|
S4 |
76.505 |
76.810 |
78.130 |
|
|
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 |
79.000 |
76.810 |
2.190 |
2.8% |
0.674 |
0.9% |
78% |
True |
False |
13,105 |
10 |
79.000 |
76.740 |
2.260 |
2.9% |
0.680 |
0.9% |
79% |
True |
False |
16,507 |
20 |
79.000 |
76.740 |
2.260 |
2.9% |
0.638 |
0.8% |
79% |
True |
False |
15,476 |
40 |
79.000 |
74.545 |
4.455 |
5.7% |
0.650 |
0.8% |
89% |
True |
False |
12,085 |
60 |
79.000 |
74.545 |
4.455 |
5.7% |
0.617 |
0.8% |
89% |
True |
False |
8,100 |
80 |
79.000 |
74.545 |
4.455 |
5.7% |
0.558 |
0.7% |
89% |
True |
False |
6,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.975 |
2.618 |
80.833 |
1.618 |
80.133 |
1.000 |
79.700 |
0.618 |
79.433 |
HIGH |
79.000 |
0.618 |
78.733 |
0.500 |
78.650 |
0.382 |
78.567 |
LOW |
78.300 |
0.618 |
77.867 |
1.000 |
77.600 |
1.618 |
77.167 |
2.618 |
76.467 |
4.250 |
75.325 |
|
|
Fisher Pivots for day following 21-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
78.650 |
78.358 |
PP |
78.605 |
78.202 |
S1 |
78.560 |
78.045 |
|