ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 04-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
79.145 |
79.635 |
0.490 |
0.6% |
78.430 |
High |
79.620 |
80.225 |
0.605 |
0.8% |
79.680 |
Low |
78.830 |
79.510 |
0.680 |
0.9% |
78.200 |
Close |
79.550 |
80.075 |
0.525 |
0.7% |
79.650 |
Range |
0.790 |
0.715 |
-0.075 |
-9.5% |
1.480 |
ATR |
0.602 |
0.611 |
0.008 |
1.3% |
0.000 |
Volume |
15,457 |
22,672 |
7,215 |
46.7% |
96,851 |
|
Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.082 |
81.793 |
80.468 |
|
R3 |
81.367 |
81.078 |
80.272 |
|
R2 |
80.652 |
80.652 |
80.206 |
|
R1 |
80.363 |
80.363 |
80.141 |
80.508 |
PP |
79.937 |
79.937 |
79.937 |
80.009 |
S1 |
79.648 |
79.648 |
80.009 |
79.793 |
S2 |
79.222 |
79.222 |
79.944 |
|
S3 |
78.507 |
78.933 |
79.878 |
|
S4 |
77.792 |
78.218 |
79.682 |
|
|
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 |
80.225 |
78.830 |
1.395 |
1.7% |
0.594 |
0.7% |
89% |
True |
False |
20,891 |
10 |
80.225 |
78.200 |
2.025 |
2.5% |
0.543 |
0.7% |
93% |
True |
False |
20,596 |
20 |
80.225 |
76.740 |
3.485 |
4.4% |
0.612 |
0.8% |
96% |
True |
False |
18,552 |
40 |
80.225 |
75.800 |
4.425 |
5.5% |
0.621 |
0.8% |
97% |
True |
False |
17,155 |
60 |
80.225 |
74.545 |
5.680 |
7.1% |
0.624 |
0.8% |
97% |
True |
False |
11,511 |
80 |
80.225 |
74.545 |
5.680 |
7.1% |
0.583 |
0.7% |
97% |
True |
False |
8,654 |
100 |
80.225 |
74.545 |
5.680 |
7.1% |
0.530 |
0.7% |
97% |
True |
False |
6,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.264 |
2.618 |
82.097 |
1.618 |
81.382 |
1.000 |
80.940 |
0.618 |
80.667 |
HIGH |
80.225 |
0.618 |
79.952 |
0.500 |
79.868 |
0.382 |
79.783 |
LOW |
79.510 |
0.618 |
79.068 |
1.000 |
78.795 |
1.618 |
78.353 |
2.618 |
77.638 |
4.250 |
76.471 |
|
|
Fisher Pivots for day following 04-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
80.006 |
79.893 |
PP |
79.937 |
79.710 |
S1 |
79.868 |
79.528 |
|