ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 12-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
80.020 |
80.180 |
0.160 |
0.2% |
80.560 |
High |
80.600 |
80.835 |
0.235 |
0.3% |
80.835 |
Low |
79.820 |
80.075 |
0.255 |
0.3% |
79.650 |
Close |
80.100 |
80.410 |
0.310 |
0.4% |
80.410 |
Range |
0.780 |
0.760 |
-0.020 |
-2.6% |
1.185 |
ATR |
0.640 |
0.649 |
0.009 |
1.3% |
0.000 |
Volume |
29,073 |
32,291 |
3,218 |
11.1% |
172,665 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.720 |
82.325 |
80.828 |
|
R3 |
81.960 |
81.565 |
80.619 |
|
R2 |
81.200 |
81.200 |
80.549 |
|
R1 |
80.805 |
80.805 |
80.480 |
81.003 |
PP |
80.440 |
80.440 |
80.440 |
80.539 |
S1 |
80.045 |
80.045 |
80.340 |
80.243 |
S2 |
79.680 |
79.680 |
80.271 |
|
S3 |
78.920 |
79.285 |
80.201 |
|
S4 |
78.160 |
78.525 |
79.992 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.853 |
83.317 |
81.062 |
|
R3 |
82.668 |
82.132 |
80.736 |
|
R2 |
81.483 |
81.483 |
80.627 |
|
R1 |
80.947 |
80.947 |
80.519 |
80.623 |
PP |
80.298 |
80.298 |
80.298 |
80.136 |
S1 |
79.762 |
79.762 |
80.301 |
79.438 |
S2 |
79.113 |
79.113 |
80.193 |
|
S3 |
77.928 |
78.577 |
80.084 |
|
S4 |
76.743 |
77.392 |
79.758 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.835 |
79.650 |
1.185 |
1.5% |
0.704 |
0.9% |
64% |
True |
False |
34,533 |
10 |
80.835 |
78.830 |
2.005 |
2.5% |
0.661 |
0.8% |
79% |
True |
False |
28,107 |
20 |
80.835 |
76.985 |
3.850 |
4.8% |
0.634 |
0.8% |
89% |
True |
False |
22,866 |
40 |
80.835 |
76.725 |
4.110 |
5.1% |
0.637 |
0.8% |
90% |
True |
False |
19,803 |
60 |
80.835 |
74.545 |
6.290 |
7.8% |
0.634 |
0.8% |
93% |
True |
False |
14,855 |
80 |
80.835 |
74.545 |
6.290 |
7.8% |
0.609 |
0.8% |
93% |
True |
False |
11,172 |
100 |
80.835 |
74.545 |
6.290 |
7.8% |
0.559 |
0.7% |
93% |
True |
False |
8,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.065 |
2.618 |
82.825 |
1.618 |
82.065 |
1.000 |
81.595 |
0.618 |
81.305 |
HIGH |
80.835 |
0.618 |
80.545 |
0.500 |
80.455 |
0.382 |
80.365 |
LOW |
80.075 |
0.618 |
79.605 |
1.000 |
79.315 |
1.618 |
78.845 |
2.618 |
78.085 |
4.250 |
76.845 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
80.455 |
80.374 |
PP |
80.440 |
80.338 |
S1 |
80.425 |
80.303 |
|