ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 28-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
78.675 |
78.975 |
0.300 |
0.4% |
77.165 |
High |
79.050 |
79.265 |
0.215 |
0.3% |
79.000 |
Low |
78.530 |
78.750 |
0.220 |
0.3% |
77.090 |
Close |
78.870 |
79.100 |
0.230 |
0.3% |
78.430 |
Range |
0.520 |
0.515 |
-0.005 |
-1.0% |
1.910 |
ATR |
0.622 |
0.614 |
-0.008 |
-1.2% |
0.000 |
Volume |
19,076 |
20,803 |
1,727 |
9.1% |
67,024 |
|
Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.583 |
80.357 |
79.383 |
|
R3 |
80.068 |
79.842 |
79.242 |
|
R2 |
79.553 |
79.553 |
79.194 |
|
R1 |
79.327 |
79.327 |
79.147 |
79.440 |
PP |
79.038 |
79.038 |
79.038 |
79.095 |
S1 |
78.812 |
78.812 |
79.053 |
78.925 |
S2 |
78.523 |
78.523 |
79.006 |
|
S3 |
78.008 |
78.297 |
78.958 |
|
S4 |
77.493 |
77.782 |
78.817 |
|
|
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 |
79.265 |
78.200 |
1.065 |
1.3% |
0.492 |
0.6% |
85% |
True |
False |
20,302 |
10 |
79.265 |
76.810 |
2.455 |
3.1% |
0.583 |
0.7% |
93% |
True |
False |
16,703 |
20 |
79.265 |
76.740 |
2.525 |
3.2% |
0.624 |
0.8% |
93% |
True |
False |
16,816 |
40 |
79.265 |
74.655 |
4.610 |
5.8% |
0.631 |
0.8% |
96% |
True |
False |
14,595 |
60 |
79.265 |
74.545 |
4.720 |
6.0% |
0.615 |
0.8% |
97% |
True |
False |
9,790 |
80 |
79.265 |
74.545 |
4.720 |
6.0% |
0.568 |
0.7% |
97% |
True |
False |
7,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.454 |
2.618 |
80.613 |
1.618 |
80.098 |
1.000 |
79.780 |
0.618 |
79.583 |
HIGH |
79.265 |
0.618 |
79.068 |
0.500 |
79.008 |
0.382 |
78.947 |
LOW |
78.750 |
0.618 |
78.432 |
1.000 |
78.235 |
1.618 |
77.917 |
2.618 |
77.402 |
4.250 |
76.561 |
|
|
Fisher Pivots for day following 28-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
79.069 |
78.983 |
PP |
79.038 |
78.867 |
S1 |
79.008 |
78.750 |
|