ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 05-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
79.635 |
80.300 |
0.665 |
0.8% |
79.610 |
High |
80.225 |
80.820 |
0.595 |
0.7% |
80.820 |
Low |
79.510 |
80.095 |
0.585 |
0.7% |
78.830 |
Close |
80.075 |
80.595 |
0.520 |
0.6% |
80.595 |
Range |
0.715 |
0.725 |
0.010 |
1.4% |
1.990 |
ATR |
0.611 |
0.620 |
0.010 |
1.6% |
0.000 |
Volume |
22,672 |
28,966 |
6,294 |
27.8% |
108,414 |
|
Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.678 |
82.362 |
80.994 |
|
R3 |
81.953 |
81.637 |
80.794 |
|
R2 |
81.228 |
81.228 |
80.728 |
|
R1 |
80.912 |
80.912 |
80.661 |
81.070 |
PP |
80.503 |
80.503 |
80.503 |
80.583 |
S1 |
80.187 |
80.187 |
80.529 |
80.345 |
S2 |
79.778 |
79.778 |
80.462 |
|
S3 |
79.053 |
79.462 |
80.396 |
|
S4 |
78.328 |
78.737 |
80.196 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.052 |
85.313 |
81.690 |
|
R3 |
84.062 |
83.323 |
81.142 |
|
R2 |
82.072 |
82.072 |
80.960 |
|
R1 |
81.333 |
81.333 |
80.777 |
81.703 |
PP |
80.082 |
80.082 |
80.082 |
80.266 |
S1 |
79.343 |
79.343 |
80.413 |
79.713 |
S2 |
78.092 |
78.092 |
80.230 |
|
S3 |
76.102 |
77.353 |
80.048 |
|
S4 |
74.112 |
75.363 |
79.501 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.820 |
78.830 |
1.990 |
2.5% |
0.617 |
0.8% |
89% |
True |
False |
21,682 |
10 |
80.820 |
78.200 |
2.620 |
3.3% |
0.565 |
0.7% |
91% |
True |
False |
20,526 |
20 |
80.820 |
76.740 |
4.080 |
5.1% |
0.614 |
0.8% |
94% |
True |
False |
19,200 |
40 |
80.820 |
75.875 |
4.945 |
6.1% |
0.619 |
0.8% |
95% |
True |
False |
17,556 |
60 |
80.820 |
74.545 |
6.275 |
7.8% |
0.619 |
0.8% |
96% |
True |
False |
11,988 |
80 |
80.820 |
74.545 |
6.275 |
7.8% |
0.586 |
0.7% |
96% |
True |
False |
9,016 |
100 |
80.820 |
74.545 |
6.275 |
7.8% |
0.537 |
0.7% |
96% |
True |
False |
7,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.901 |
2.618 |
82.718 |
1.618 |
81.993 |
1.000 |
81.545 |
0.618 |
81.268 |
HIGH |
80.820 |
0.618 |
80.543 |
0.500 |
80.458 |
0.382 |
80.372 |
LOW |
80.095 |
0.618 |
79.647 |
1.000 |
79.370 |
1.618 |
78.922 |
2.618 |
78.197 |
4.250 |
77.014 |
|
|
Fisher Pivots for day following 05-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
80.549 |
80.338 |
PP |
80.503 |
80.082 |
S1 |
80.458 |
79.825 |
|