ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 22-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
78.495 |
78.515 |
0.020 |
0.0% |
77.165 |
High |
79.000 |
78.730 |
-0.270 |
-0.3% |
79.000 |
Low |
78.300 |
78.220 |
-0.080 |
-0.1% |
77.090 |
Close |
78.515 |
78.430 |
-0.085 |
-0.1% |
78.430 |
Range |
0.700 |
0.510 |
-0.190 |
-27.1% |
1.910 |
ATR |
0.667 |
0.656 |
-0.011 |
-1.7% |
0.000 |
Volume |
20,819 |
29,670 |
8,851 |
42.5% |
67,024 |
|
Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.990 |
79.720 |
78.711 |
|
R3 |
79.480 |
79.210 |
78.570 |
|
R2 |
78.970 |
78.970 |
78.524 |
|
R1 |
78.700 |
78.700 |
78.477 |
78.580 |
PP |
78.460 |
78.460 |
78.460 |
78.400 |
S1 |
78.190 |
78.190 |
78.383 |
78.070 |
S2 |
77.950 |
77.950 |
78.337 |
|
S3 |
77.440 |
77.680 |
78.290 |
|
S4 |
76.930 |
77.170 |
78.150 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.903 |
83.077 |
79.481 |
|
R3 |
81.993 |
81.167 |
78.955 |
|
R2 |
80.083 |
80.083 |
78.780 |
|
R1 |
79.257 |
79.257 |
78.605 |
79.670 |
PP |
78.173 |
78.173 |
78.173 |
78.380 |
S1 |
77.347 |
77.347 |
78.255 |
77.760 |
S2 |
76.263 |
76.263 |
78.080 |
|
S3 |
74.353 |
75.437 |
77.905 |
|
S4 |
72.443 |
73.527 |
77.380 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.000 |
76.985 |
2.015 |
2.6% |
0.703 |
0.9% |
72% |
False |
False |
15,880 |
10 |
79.000 |
76.740 |
2.260 |
2.9% |
0.664 |
0.8% |
75% |
False |
False |
17,873 |
20 |
79.000 |
76.740 |
2.260 |
2.9% |
0.636 |
0.8% |
75% |
False |
False |
15,914 |
40 |
79.000 |
74.545 |
4.455 |
5.7% |
0.646 |
0.8% |
87% |
False |
False |
12,821 |
60 |
79.000 |
74.545 |
4.455 |
5.7% |
0.612 |
0.8% |
87% |
False |
False |
8,594 |
80 |
79.000 |
74.545 |
4.455 |
5.7% |
0.558 |
0.7% |
87% |
False |
False |
6,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.898 |
2.618 |
80.065 |
1.618 |
79.555 |
1.000 |
79.240 |
0.618 |
79.045 |
HIGH |
78.730 |
0.618 |
78.535 |
0.500 |
78.475 |
0.382 |
78.415 |
LOW |
78.220 |
0.618 |
77.905 |
1.000 |
77.710 |
1.618 |
77.395 |
2.618 |
76.885 |
4.250 |
76.053 |
|
|
Fisher Pivots for day following 22-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
78.475 |
78.399 |
PP |
78.460 |
78.368 |
S1 |
78.445 |
78.338 |
|