ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 25-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
78.515 |
78.430 |
-0.085 |
-0.1% |
77.165 |
High |
78.730 |
78.515 |
-0.215 |
-0.3% |
79.000 |
Low |
78.220 |
78.200 |
-0.020 |
0.0% |
77.090 |
Close |
78.430 |
78.350 |
-0.080 |
-0.1% |
78.430 |
Range |
0.510 |
0.315 |
-0.195 |
-38.2% |
1.910 |
ATR |
0.656 |
0.632 |
-0.024 |
-3.7% |
0.000 |
Volume |
29,670 |
20,684 |
-8,986 |
-30.3% |
67,024 |
|
Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.300 |
79.140 |
78.523 |
|
R3 |
78.985 |
78.825 |
78.437 |
|
R2 |
78.670 |
78.670 |
78.408 |
|
R1 |
78.510 |
78.510 |
78.379 |
78.433 |
PP |
78.355 |
78.355 |
78.355 |
78.316 |
S1 |
78.195 |
78.195 |
78.321 |
78.118 |
S2 |
78.040 |
78.040 |
78.292 |
|
S3 |
77.725 |
77.880 |
78.263 |
|
S4 |
77.410 |
77.565 |
78.177 |
|
|
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 |
77.090 |
1.910 |
2.4% |
0.651 |
0.8% |
66% |
False |
False |
17,541 |
10 |
79.000 |
76.740 |
2.260 |
2.9% |
0.607 |
0.8% |
71% |
False |
False |
18,410 |
20 |
79.000 |
76.740 |
2.260 |
2.9% |
0.625 |
0.8% |
71% |
False |
False |
16,037 |
40 |
79.000 |
74.545 |
4.455 |
5.7% |
0.648 |
0.8% |
85% |
False |
False |
13,331 |
60 |
79.000 |
74.545 |
4.455 |
5.7% |
0.610 |
0.8% |
85% |
False |
False |
8,939 |
80 |
79.000 |
74.545 |
4.455 |
5.7% |
0.558 |
0.7% |
85% |
False |
False |
6,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.854 |
2.618 |
79.340 |
1.618 |
79.025 |
1.000 |
78.830 |
0.618 |
78.710 |
HIGH |
78.515 |
0.618 |
78.395 |
0.500 |
78.358 |
0.382 |
78.320 |
LOW |
78.200 |
0.618 |
78.005 |
1.000 |
77.885 |
1.618 |
77.690 |
2.618 |
77.375 |
4.250 |
76.861 |
|
|
Fisher Pivots for day following 25-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
78.358 |
78.600 |
PP |
78.355 |
78.517 |
S1 |
78.353 |
78.433 |
|