ICE US Dollar Index Future March 2010
| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
79.895 |
80.020 |
0.125 |
0.2% |
79.610 |
| High |
80.435 |
80.600 |
0.165 |
0.2% |
80.820 |
| Low |
79.770 |
79.820 |
0.050 |
0.1% |
78.830 |
| Close |
80.140 |
80.100 |
-0.040 |
0.0% |
80.595 |
| Range |
0.665 |
0.780 |
0.115 |
17.3% |
1.990 |
| ATR |
0.629 |
0.640 |
0.011 |
1.7% |
0.000 |
| Volume |
41,765 |
29,073 |
-12,692 |
-30.4% |
108,414 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.513 |
82.087 |
80.529 |
|
| R3 |
81.733 |
81.307 |
80.315 |
|
| R2 |
80.953 |
80.953 |
80.243 |
|
| R1 |
80.527 |
80.527 |
80.172 |
80.740 |
| PP |
80.173 |
80.173 |
80.173 |
80.280 |
| S1 |
79.747 |
79.747 |
80.029 |
79.960 |
| S2 |
79.393 |
79.393 |
79.957 |
|
| S3 |
78.613 |
78.967 |
79.886 |
|
| S4 |
77.833 |
78.187 |
79.671 |
|
|
| 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 |
79.650 |
1.170 |
1.5% |
0.697 |
0.9% |
38% |
False |
False |
33,868 |
| 10 |
80.820 |
78.830 |
1.990 |
2.5% |
0.646 |
0.8% |
64% |
False |
False |
27,379 |
| 20 |
80.820 |
76.810 |
4.010 |
5.0% |
0.614 |
0.8% |
82% |
False |
False |
22,041 |
| 40 |
80.820 |
76.640 |
4.180 |
5.2% |
0.627 |
0.8% |
83% |
False |
False |
19,690 |
| 60 |
80.820 |
74.545 |
6.275 |
7.8% |
0.630 |
0.8% |
89% |
False |
False |
14,318 |
| 80 |
80.820 |
74.545 |
6.275 |
7.8% |
0.606 |
0.8% |
89% |
False |
False |
10,769 |
| 100 |
80.820 |
74.545 |
6.275 |
7.8% |
0.553 |
0.7% |
89% |
False |
False |
8,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.915 |
|
2.618 |
82.642 |
|
1.618 |
81.862 |
|
1.000 |
81.380 |
|
0.618 |
81.082 |
|
HIGH |
80.600 |
|
0.618 |
80.302 |
|
0.500 |
80.210 |
|
0.382 |
80.118 |
|
LOW |
79.820 |
|
0.618 |
79.338 |
|
1.000 |
79.040 |
|
1.618 |
78.558 |
|
2.618 |
77.778 |
|
4.250 |
76.505 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.210 |
80.125 |
| PP |
80.173 |
80.117 |
| S1 |
80.137 |
80.108 |
|