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 |
|