ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 29-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
78.975 |
79.240 |
0.265 |
0.3% |
78.430 |
High |
79.265 |
79.680 |
0.415 |
0.5% |
79.680 |
Low |
78.750 |
79.070 |
0.320 |
0.4% |
78.200 |
Close |
79.100 |
79.650 |
0.550 |
0.7% |
79.650 |
Range |
0.515 |
0.610 |
0.095 |
18.4% |
1.480 |
ATR |
0.614 |
0.614 |
0.000 |
0.0% |
0.000 |
Volume |
20,803 |
25,010 |
4,207 |
20.2% |
96,851 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.297 |
81.083 |
79.986 |
|
R3 |
80.687 |
80.473 |
79.818 |
|
R2 |
80.077 |
80.077 |
79.762 |
|
R1 |
79.863 |
79.863 |
79.706 |
79.970 |
PP |
79.467 |
79.467 |
79.467 |
79.520 |
S1 |
79.253 |
79.253 |
79.594 |
79.360 |
S2 |
78.857 |
78.857 |
79.538 |
|
S3 |
78.247 |
78.643 |
79.482 |
|
S4 |
77.637 |
78.033 |
79.315 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.617 |
83.113 |
80.464 |
|
R3 |
82.137 |
81.633 |
80.057 |
|
R2 |
80.657 |
80.657 |
79.921 |
|
R1 |
80.153 |
80.153 |
79.786 |
80.405 |
PP |
79.177 |
79.177 |
79.177 |
79.303 |
S1 |
78.673 |
78.673 |
79.514 |
78.925 |
S2 |
77.697 |
77.697 |
79.379 |
|
S3 |
76.217 |
77.193 |
79.243 |
|
S4 |
74.737 |
75.713 |
78.836 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
79.680 |
78.200 |
1.480 |
1.9% |
0.512 |
0.6% |
98% |
True |
False |
19,370 |
10 |
79.680 |
76.985 |
2.695 |
3.4% |
0.608 |
0.8% |
99% |
True |
False |
17,625 |
20 |
79.680 |
76.740 |
2.940 |
3.7% |
0.634 |
0.8% |
99% |
True |
False |
17,476 |
40 |
79.680 |
74.655 |
5.025 |
6.3% |
0.635 |
0.8% |
99% |
True |
False |
15,212 |
60 |
79.680 |
74.545 |
5.135 |
6.4% |
0.617 |
0.8% |
99% |
True |
False |
10,206 |
80 |
79.680 |
74.545 |
5.135 |
6.4% |
0.573 |
0.7% |
99% |
True |
False |
7,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.273 |
2.618 |
81.277 |
1.618 |
80.667 |
1.000 |
80.290 |
0.618 |
80.057 |
HIGH |
79.680 |
0.618 |
79.447 |
0.500 |
79.375 |
0.382 |
79.303 |
LOW |
79.070 |
0.618 |
78.693 |
1.000 |
78.460 |
1.618 |
78.083 |
2.618 |
77.473 |
4.250 |
76.478 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
79.558 |
79.468 |
PP |
79.467 |
79.287 |
S1 |
79.375 |
79.105 |
|