ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 10-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
80.530 |
79.895 |
-0.635 |
-0.8% |
79.610 |
High |
80.530 |
80.435 |
-0.095 |
-0.1% |
80.820 |
Low |
79.650 |
79.770 |
0.120 |
0.2% |
78.830 |
Close |
79.990 |
80.140 |
0.150 |
0.2% |
80.595 |
Range |
0.880 |
0.665 |
-0.215 |
-24.4% |
1.990 |
ATR |
0.626 |
0.629 |
0.003 |
0.4% |
0.000 |
Volume |
26,857 |
41,765 |
14,908 |
55.5% |
108,414 |
|
Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.110 |
81.790 |
80.506 |
|
R3 |
81.445 |
81.125 |
80.323 |
|
R2 |
80.780 |
80.780 |
80.262 |
|
R1 |
80.460 |
80.460 |
80.201 |
80.620 |
PP |
80.115 |
80.115 |
80.115 |
80.195 |
S1 |
79.795 |
79.795 |
80.079 |
79.955 |
S2 |
79.450 |
79.450 |
80.018 |
|
S3 |
78.785 |
79.130 |
79.957 |
|
S4 |
78.120 |
78.465 |
79.774 |
|
|
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 |
79.510 |
1.310 |
1.6% |
0.684 |
0.9% |
48% |
False |
False |
32,587 |
10 |
80.820 |
78.750 |
2.070 |
2.6% |
0.619 |
0.8% |
67% |
False |
False |
26,552 |
20 |
80.820 |
76.740 |
4.080 |
5.1% |
0.605 |
0.8% |
83% |
False |
False |
21,835 |
40 |
80.820 |
76.260 |
4.560 |
5.7% |
0.629 |
0.8% |
85% |
False |
False |
19,276 |
60 |
80.820 |
74.545 |
6.275 |
7.8% |
0.626 |
0.8% |
89% |
False |
False |
13,840 |
80 |
80.820 |
74.545 |
6.275 |
7.8% |
0.599 |
0.7% |
89% |
False |
False |
10,406 |
100 |
80.820 |
74.545 |
6.275 |
7.8% |
0.545 |
0.7% |
89% |
False |
False |
8,328 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.261 |
2.618 |
82.176 |
1.618 |
81.511 |
1.000 |
81.100 |
0.618 |
80.846 |
HIGH |
80.435 |
0.618 |
80.181 |
0.500 |
80.103 |
0.382 |
80.024 |
LOW |
79.770 |
0.618 |
79.359 |
1.000 |
79.105 |
1.618 |
78.694 |
2.618 |
78.029 |
4.250 |
76.944 |
|
|
Fisher Pivots for day following 10-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
80.128 |
80.158 |
PP |
80.115 |
80.152 |
S1 |
80.103 |
80.146 |
|