ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 01-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
79.240 |
79.610 |
0.370 |
0.5% |
78.430 |
High |
79.680 |
79.760 |
0.080 |
0.1% |
79.680 |
Low |
79.070 |
79.350 |
0.280 |
0.4% |
78.200 |
Close |
79.650 |
79.420 |
-0.230 |
-0.3% |
79.650 |
Range |
0.610 |
0.410 |
-0.200 |
-32.8% |
1.480 |
ATR |
0.614 |
0.599 |
-0.015 |
-2.4% |
0.000 |
Volume |
25,010 |
23,437 |
-1,573 |
-6.3% |
96,851 |
|
Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.740 |
80.490 |
79.646 |
|
R3 |
80.330 |
80.080 |
79.533 |
|
R2 |
79.920 |
79.920 |
79.495 |
|
R1 |
79.670 |
79.670 |
79.458 |
79.590 |
PP |
79.510 |
79.510 |
79.510 |
79.470 |
S1 |
79.260 |
79.260 |
79.382 |
79.180 |
S2 |
79.100 |
79.100 |
79.345 |
|
S3 |
78.690 |
78.850 |
79.307 |
|
S4 |
78.280 |
78.440 |
79.195 |
|
|
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 |
79.760 |
78.235 |
1.525 |
1.9% |
0.531 |
0.7% |
78% |
True |
False |
19,920 |
10 |
79.760 |
77.090 |
2.670 |
3.4% |
0.591 |
0.7% |
87% |
True |
False |
18,731 |
20 |
79.760 |
76.740 |
3.020 |
3.8% |
0.625 |
0.8% |
89% |
True |
False |
18,024 |
40 |
79.760 |
74.750 |
5.010 |
6.3% |
0.625 |
0.8% |
93% |
True |
False |
15,792 |
60 |
79.760 |
74.545 |
5.215 |
6.6% |
0.617 |
0.8% |
93% |
True |
False |
10,597 |
80 |
79.760 |
74.545 |
5.215 |
6.6% |
0.575 |
0.7% |
93% |
True |
False |
7,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.503 |
2.618 |
80.833 |
1.618 |
80.423 |
1.000 |
80.170 |
0.618 |
80.013 |
HIGH |
79.760 |
0.618 |
79.603 |
0.500 |
79.555 |
0.382 |
79.507 |
LOW |
79.350 |
0.618 |
79.097 |
1.000 |
78.940 |
1.618 |
78.687 |
2.618 |
78.277 |
4.250 |
77.608 |
|
|
Fisher Pivots for day following 01-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
79.555 |
79.365 |
PP |
79.510 |
79.310 |
S1 |
79.465 |
79.255 |
|