ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 26-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
78.430 |
78.305 |
-0.125 |
-0.2% |
77.165 |
High |
78.515 |
78.835 |
0.320 |
0.4% |
79.000 |
Low |
78.200 |
78.235 |
0.035 |
0.0% |
77.090 |
Close |
78.350 |
78.610 |
0.260 |
0.3% |
78.430 |
Range |
0.315 |
0.600 |
0.285 |
90.5% |
1.910 |
ATR |
0.632 |
0.629 |
-0.002 |
-0.4% |
0.000 |
Volume |
20,684 |
11,278 |
-9,406 |
-45.5% |
67,024 |
|
Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.360 |
80.085 |
78.940 |
|
R3 |
79.760 |
79.485 |
78.775 |
|
R2 |
79.160 |
79.160 |
78.720 |
|
R1 |
78.885 |
78.885 |
78.665 |
79.023 |
PP |
78.560 |
78.560 |
78.560 |
78.629 |
S1 |
78.285 |
78.285 |
78.555 |
78.423 |
S2 |
77.960 |
77.960 |
78.500 |
|
S3 |
77.360 |
77.685 |
78.445 |
|
S4 |
76.760 |
77.085 |
78.280 |
|
|
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 |
77.675 |
1.325 |
1.7% |
0.618 |
0.8% |
71% |
False |
False |
19,299 |
10 |
79.000 |
76.740 |
2.260 |
2.9% |
0.595 |
0.8% |
83% |
False |
False |
17,211 |
20 |
79.000 |
76.740 |
2.260 |
2.9% |
0.623 |
0.8% |
83% |
False |
False |
15,819 |
40 |
79.000 |
74.655 |
4.345 |
5.5% |
0.639 |
0.8% |
91% |
False |
False |
13,605 |
60 |
79.000 |
74.545 |
4.455 |
5.7% |
0.613 |
0.8% |
91% |
False |
False |
9,126 |
80 |
79.000 |
74.545 |
4.455 |
5.7% |
0.562 |
0.7% |
91% |
False |
False |
6,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.385 |
2.618 |
80.406 |
1.618 |
79.806 |
1.000 |
79.435 |
0.618 |
79.206 |
HIGH |
78.835 |
0.618 |
78.606 |
0.500 |
78.535 |
0.382 |
78.464 |
LOW |
78.235 |
0.618 |
77.864 |
1.000 |
77.635 |
1.618 |
77.264 |
2.618 |
76.664 |
4.250 |
75.685 |
|
|
Fisher Pivots for day following 26-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
78.585 |
78.579 |
PP |
78.560 |
78.548 |
S1 |
78.535 |
78.518 |
|