ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 27-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
78.305 |
78.675 |
0.370 |
0.5% |
77.165 |
High |
78.835 |
79.050 |
0.215 |
0.3% |
79.000 |
Low |
78.235 |
78.530 |
0.295 |
0.4% |
77.090 |
Close |
78.610 |
78.870 |
0.260 |
0.3% |
78.430 |
Range |
0.600 |
0.520 |
-0.080 |
-13.3% |
1.910 |
ATR |
0.629 |
0.622 |
-0.008 |
-1.2% |
0.000 |
Volume |
11,278 |
19,076 |
7,798 |
69.1% |
67,024 |
|
Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.377 |
80.143 |
79.156 |
|
R3 |
79.857 |
79.623 |
79.013 |
|
R2 |
79.337 |
79.337 |
78.965 |
|
R1 |
79.103 |
79.103 |
78.918 |
79.220 |
PP |
78.817 |
78.817 |
78.817 |
78.875 |
S1 |
78.583 |
78.583 |
78.822 |
78.700 |
S2 |
78.297 |
78.297 |
78.775 |
|
S3 |
77.777 |
78.063 |
78.727 |
|
S4 |
77.257 |
77.543 |
78.584 |
|
|
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 |
79.050 |
78.200 |
0.850 |
1.1% |
0.529 |
0.7% |
79% |
True |
False |
20,305 |
10 |
79.050 |
76.740 |
2.310 |
2.9% |
0.590 |
0.7% |
92% |
True |
False |
17,119 |
20 |
79.050 |
76.740 |
2.310 |
2.9% |
0.629 |
0.8% |
92% |
True |
False |
16,011 |
40 |
79.050 |
74.655 |
4.395 |
5.6% |
0.636 |
0.8% |
96% |
True |
False |
14,075 |
60 |
79.050 |
74.545 |
4.505 |
5.7% |
0.613 |
0.8% |
96% |
True |
False |
9,443 |
80 |
79.050 |
74.545 |
4.505 |
5.7% |
0.569 |
0.7% |
96% |
True |
False |
7,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.260 |
2.618 |
80.411 |
1.618 |
79.891 |
1.000 |
79.570 |
0.618 |
79.371 |
HIGH |
79.050 |
0.618 |
78.851 |
0.500 |
78.790 |
0.382 |
78.729 |
LOW |
78.530 |
0.618 |
78.209 |
1.000 |
78.010 |
1.618 |
77.689 |
2.618 |
77.169 |
4.250 |
76.320 |
|
|
Fisher Pivots for day following 27-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
78.843 |
78.788 |
PP |
78.817 |
78.707 |
S1 |
78.790 |
78.625 |
|