ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 17-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
80.435 |
79.720 |
-0.715 |
-0.9% |
80.560 |
High |
80.445 |
80.610 |
0.165 |
0.2% |
80.835 |
Low |
79.655 |
79.610 |
-0.045 |
-0.1% |
79.650 |
Close |
79.755 |
80.475 |
0.720 |
0.9% |
80.410 |
Range |
0.790 |
1.000 |
0.210 |
26.6% |
1.185 |
ATR |
0.659 |
0.683 |
0.024 |
3.7% |
0.000 |
Volume |
2,065 |
24,947 |
22,882 |
1,108.1% |
172,665 |
|
Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.232 |
82.853 |
81.025 |
|
R3 |
82.232 |
81.853 |
80.750 |
|
R2 |
81.232 |
81.232 |
80.658 |
|
R1 |
80.853 |
80.853 |
80.567 |
81.043 |
PP |
80.232 |
80.232 |
80.232 |
80.326 |
S1 |
79.853 |
79.853 |
80.383 |
80.043 |
S2 |
79.232 |
79.232 |
80.292 |
|
S3 |
78.232 |
78.853 |
80.200 |
|
S4 |
77.232 |
77.853 |
79.925 |
|
|
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 |
79.610 |
1.225 |
1.5% |
0.799 |
1.0% |
71% |
False |
True |
26,028 |
10 |
80.835 |
78.830 |
2.005 |
2.5% |
0.754 |
0.9% |
82% |
False |
False |
26,677 |
20 |
80.835 |
77.675 |
3.160 |
3.9% |
0.657 |
0.8% |
89% |
False |
False |
23,473 |
40 |
80.835 |
76.740 |
4.095 |
5.1% |
0.649 |
0.8% |
91% |
False |
False |
19,705 |
60 |
80.835 |
74.545 |
6.290 |
7.8% |
0.645 |
0.8% |
94% |
False |
False |
15,302 |
80 |
80.835 |
74.545 |
6.290 |
7.8% |
0.616 |
0.8% |
94% |
False |
False |
11,510 |
100 |
80.835 |
74.545 |
6.290 |
7.8% |
0.571 |
0.7% |
94% |
False |
False |
9,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.860 |
2.618 |
83.228 |
1.618 |
82.228 |
1.000 |
81.610 |
0.618 |
81.228 |
HIGH |
80.610 |
0.618 |
80.228 |
0.500 |
80.110 |
0.382 |
79.992 |
LOW |
79.610 |
0.618 |
78.992 |
1.000 |
78.610 |
1.618 |
77.992 |
2.618 |
76.992 |
4.250 |
75.360 |
|
|
Fisher Pivots for day following 17-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
80.353 |
80.391 |
PP |
80.232 |
80.307 |
S1 |
80.110 |
80.223 |
|