ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 16-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
80.180 |
80.435 |
0.255 |
0.3% |
80.560 |
High |
80.835 |
80.445 |
-0.390 |
-0.5% |
80.835 |
Low |
80.075 |
79.655 |
-0.420 |
-0.5% |
79.650 |
Close |
80.410 |
79.755 |
-0.655 |
-0.8% |
80.410 |
Range |
0.760 |
0.790 |
0.030 |
3.9% |
1.185 |
ATR |
0.649 |
0.659 |
0.010 |
1.6% |
0.000 |
Volume |
32,291 |
2,065 |
-30,226 |
-93.6% |
172,665 |
|
Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.322 |
81.828 |
80.190 |
|
R3 |
81.532 |
81.038 |
79.972 |
|
R2 |
80.742 |
80.742 |
79.900 |
|
R1 |
80.248 |
80.248 |
79.827 |
80.100 |
PP |
79.952 |
79.952 |
79.952 |
79.878 |
S1 |
79.458 |
79.458 |
79.683 |
79.310 |
S2 |
79.162 |
79.162 |
79.610 |
|
S3 |
78.372 |
78.668 |
79.538 |
|
S4 |
77.582 |
77.878 |
79.321 |
|
|
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% |
0.775 |
1.0% |
9% |
False |
False |
26,410 |
10 |
80.835 |
78.830 |
2.005 |
2.5% |
0.699 |
0.9% |
46% |
False |
False |
25,970 |
20 |
80.835 |
77.090 |
3.745 |
4.7% |
0.645 |
0.8% |
71% |
False |
False |
22,350 |
40 |
80.835 |
76.740 |
4.095 |
5.1% |
0.635 |
0.8% |
74% |
False |
False |
19,515 |
60 |
80.835 |
74.545 |
6.290 |
7.9% |
0.635 |
0.8% |
83% |
False |
False |
14,887 |
80 |
80.835 |
74.545 |
6.290 |
7.9% |
0.611 |
0.8% |
83% |
False |
False |
11,198 |
100 |
80.835 |
74.545 |
6.290 |
7.9% |
0.566 |
0.7% |
83% |
False |
False |
8,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.803 |
2.618 |
82.513 |
1.618 |
81.723 |
1.000 |
81.235 |
0.618 |
80.933 |
HIGH |
80.445 |
0.618 |
80.143 |
0.500 |
80.050 |
0.382 |
79.957 |
LOW |
79.655 |
0.618 |
79.167 |
1.000 |
78.865 |
1.618 |
78.377 |
2.618 |
77.587 |
4.250 |
76.298 |
|
|
Fisher Pivots for day following 16-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
80.050 |
80.245 |
PP |
79.952 |
80.082 |
S1 |
79.853 |
79.918 |
|