ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 02-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
79.610 |
79.410 |
-0.200 |
-0.3% |
78.430 |
High |
79.760 |
79.580 |
-0.180 |
-0.2% |
79.680 |
Low |
79.350 |
79.135 |
-0.215 |
-0.3% |
78.200 |
Close |
79.420 |
79.180 |
-0.240 |
-0.3% |
79.650 |
Range |
0.410 |
0.445 |
0.035 |
8.5% |
1.480 |
ATR |
0.599 |
0.588 |
-0.011 |
-1.8% |
0.000 |
Volume |
23,437 |
17,882 |
-5,555 |
-23.7% |
96,851 |
|
Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
80.633 |
80.352 |
79.425 |
|
R3 |
80.188 |
79.907 |
79.302 |
|
R2 |
79.743 |
79.743 |
79.262 |
|
R1 |
79.462 |
79.462 |
79.221 |
79.380 |
PP |
79.298 |
79.298 |
79.298 |
79.258 |
S1 |
79.017 |
79.017 |
79.139 |
78.935 |
S2 |
78.853 |
78.853 |
79.098 |
|
S3 |
78.408 |
78.572 |
79.058 |
|
S4 |
77.963 |
78.127 |
78.935 |
|
|
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 |
78.530 |
1.230 |
1.6% |
0.500 |
0.6% |
53% |
False |
False |
21,241 |
10 |
79.760 |
77.675 |
2.085 |
2.6% |
0.559 |
0.7% |
72% |
False |
False |
20,270 |
20 |
79.760 |
76.740 |
3.020 |
3.8% |
0.596 |
0.8% |
81% |
False |
False |
18,520 |
40 |
79.760 |
74.750 |
5.010 |
6.3% |
0.629 |
0.8% |
88% |
False |
False |
16,229 |
60 |
79.760 |
74.545 |
5.215 |
6.6% |
0.613 |
0.8% |
89% |
False |
False |
10,893 |
80 |
79.760 |
74.545 |
5.215 |
6.6% |
0.575 |
0.7% |
89% |
False |
False |
8,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.471 |
2.618 |
80.745 |
1.618 |
80.300 |
1.000 |
80.025 |
0.618 |
79.855 |
HIGH |
79.580 |
0.618 |
79.410 |
0.500 |
79.358 |
0.382 |
79.305 |
LOW |
79.135 |
0.618 |
78.860 |
1.000 |
78.690 |
1.618 |
78.415 |
2.618 |
77.970 |
4.250 |
77.244 |
|
|
Fisher Pivots for day following 02-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
79.358 |
79.415 |
PP |
79.298 |
79.337 |
S1 |
79.239 |
79.258 |
|