ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 09-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
80.560 |
80.530 |
-0.030 |
0.0% |
79.610 |
High |
80.665 |
80.530 |
-0.135 |
-0.2% |
80.820 |
Low |
80.230 |
79.650 |
-0.580 |
-0.7% |
78.830 |
Close |
80.440 |
79.990 |
-0.450 |
-0.6% |
80.595 |
Range |
0.435 |
0.880 |
0.445 |
102.3% |
1.990 |
ATR |
0.607 |
0.626 |
0.020 |
3.2% |
0.000 |
Volume |
42,679 |
26,857 |
-15,822 |
-37.1% |
108,414 |
|
Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.697 |
82.223 |
80.474 |
|
R3 |
81.817 |
81.343 |
80.232 |
|
R2 |
80.937 |
80.937 |
80.151 |
|
R1 |
80.463 |
80.463 |
80.071 |
80.260 |
PP |
80.057 |
80.057 |
80.057 |
79.955 |
S1 |
79.583 |
79.583 |
79.909 |
79.380 |
S2 |
79.177 |
79.177 |
79.829 |
|
S3 |
78.297 |
78.703 |
79.748 |
|
S4 |
77.417 |
77.823 |
79.506 |
|
|
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% |
0.709 |
0.9% |
58% |
False |
False |
27,326 |
10 |
80.820 |
78.530 |
2.290 |
2.9% |
0.605 |
0.8% |
64% |
False |
False |
24,283 |
20 |
80.820 |
76.740 |
4.080 |
5.1% |
0.600 |
0.7% |
80% |
False |
False |
20,747 |
40 |
80.820 |
76.235 |
4.585 |
5.7% |
0.622 |
0.8% |
82% |
False |
False |
18,935 |
60 |
80.820 |
74.545 |
6.275 |
7.8% |
0.629 |
0.8% |
87% |
False |
False |
13,144 |
80 |
80.820 |
74.545 |
6.275 |
7.8% |
0.596 |
0.7% |
87% |
False |
False |
9,885 |
100 |
80.820 |
74.545 |
6.275 |
7.8% |
0.541 |
0.7% |
87% |
False |
False |
7,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.270 |
2.618 |
82.834 |
1.618 |
81.954 |
1.000 |
81.410 |
0.618 |
81.074 |
HIGH |
80.530 |
0.618 |
80.194 |
0.500 |
80.090 |
0.382 |
79.986 |
LOW |
79.650 |
0.618 |
79.106 |
1.000 |
78.770 |
1.618 |
78.226 |
2.618 |
77.346 |
4.250 |
75.910 |
|
|
Fisher Pivots for day following 09-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
80.090 |
80.235 |
PP |
80.057 |
80.153 |
S1 |
80.023 |
80.072 |
|