ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 08-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
80.300 |
80.560 |
0.260 |
0.3% |
79.610 |
High |
80.820 |
80.665 |
-0.155 |
-0.2% |
80.820 |
Low |
80.095 |
80.230 |
0.135 |
0.2% |
78.830 |
Close |
80.595 |
80.440 |
-0.155 |
-0.2% |
80.595 |
Range |
0.725 |
0.435 |
-0.290 |
-40.0% |
1.990 |
ATR |
0.620 |
0.607 |
-0.013 |
-2.1% |
0.000 |
Volume |
28,966 |
42,679 |
13,713 |
47.3% |
108,414 |
|
Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.750 |
81.530 |
80.679 |
|
R3 |
81.315 |
81.095 |
80.560 |
|
R2 |
80.880 |
80.880 |
80.520 |
|
R1 |
80.660 |
80.660 |
80.480 |
80.553 |
PP |
80.445 |
80.445 |
80.445 |
80.391 |
S1 |
80.225 |
80.225 |
80.400 |
80.118 |
S2 |
80.010 |
80.010 |
80.360 |
|
S3 |
79.575 |
79.790 |
80.320 |
|
S4 |
79.140 |
79.355 |
80.201 |
|
|
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% |
0.622 |
0.8% |
81% |
False |
False |
25,531 |
10 |
80.820 |
78.235 |
2.585 |
3.2% |
0.577 |
0.7% |
85% |
False |
False |
22,726 |
20 |
80.820 |
76.740 |
4.080 |
5.1% |
0.592 |
0.7% |
91% |
False |
False |
20,568 |
40 |
80.820 |
76.200 |
4.620 |
5.7% |
0.611 |
0.8% |
92% |
False |
False |
18,428 |
60 |
80.820 |
74.545 |
6.275 |
7.8% |
0.621 |
0.8% |
94% |
False |
False |
12,698 |
80 |
80.820 |
74.545 |
6.275 |
7.8% |
0.589 |
0.7% |
94% |
False |
False |
9,549 |
100 |
80.820 |
74.545 |
6.275 |
7.8% |
0.535 |
0.7% |
94% |
False |
False |
7,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.514 |
2.618 |
81.804 |
1.618 |
81.369 |
1.000 |
81.100 |
0.618 |
80.934 |
HIGH |
80.665 |
0.618 |
80.499 |
0.500 |
80.448 |
0.382 |
80.396 |
LOW |
80.230 |
0.618 |
79.961 |
1.000 |
79.795 |
1.618 |
79.526 |
2.618 |
79.091 |
4.250 |
78.381 |
|
|
Fisher Pivots for day following 08-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
80.448 |
80.348 |
PP |
80.445 |
80.257 |
S1 |
80.443 |
80.165 |
|