ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 19-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
80.630 |
81.195 |
0.565 |
0.7% |
80.435 |
High |
81.200 |
81.430 |
0.230 |
0.3% |
81.430 |
Low |
80.255 |
80.600 |
0.345 |
0.4% |
79.610 |
Close |
80.465 |
80.720 |
0.255 |
0.3% |
80.720 |
Range |
0.945 |
0.830 |
-0.115 |
-12.2% |
1.820 |
ATR |
0.702 |
0.721 |
0.019 |
2.7% |
0.000 |
Volume |
28,409 |
28,101 |
-308 |
-1.1% |
83,522 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.407 |
82.893 |
81.177 |
|
R3 |
82.577 |
82.063 |
80.948 |
|
R2 |
81.747 |
81.747 |
80.872 |
|
R1 |
81.233 |
81.233 |
80.796 |
81.075 |
PP |
80.917 |
80.917 |
80.917 |
80.838 |
S1 |
80.403 |
80.403 |
80.644 |
80.245 |
S2 |
80.087 |
80.087 |
80.568 |
|
S3 |
79.257 |
79.573 |
80.492 |
|
S4 |
78.427 |
78.743 |
80.264 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.047 |
85.203 |
81.721 |
|
R3 |
84.227 |
83.383 |
81.221 |
|
R2 |
82.407 |
82.407 |
81.054 |
|
R1 |
81.563 |
81.563 |
80.887 |
81.985 |
PP |
80.587 |
80.587 |
80.587 |
80.798 |
S1 |
79.743 |
79.743 |
80.553 |
80.165 |
S2 |
78.767 |
78.767 |
80.386 |
|
S3 |
76.947 |
77.923 |
80.220 |
|
S4 |
75.127 |
76.103 |
79.719 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.430 |
79.610 |
1.820 |
2.3% |
0.865 |
1.1% |
61% |
True |
False |
23,162 |
10 |
81.430 |
79.610 |
1.820 |
2.3% |
0.781 |
1.0% |
61% |
True |
False |
28,515 |
20 |
81.430 |
78.200 |
3.230 |
4.0% |
0.662 |
0.8% |
78% |
True |
False |
24,556 |
40 |
81.430 |
76.740 |
4.690 |
5.8% |
0.650 |
0.8% |
85% |
True |
False |
20,016 |
60 |
81.430 |
74.545 |
6.885 |
8.5% |
0.654 |
0.8% |
90% |
True |
False |
16,242 |
80 |
81.430 |
74.545 |
6.885 |
8.5% |
0.628 |
0.8% |
90% |
True |
False |
12,214 |
100 |
81.430 |
74.545 |
6.885 |
8.5% |
0.579 |
0.7% |
90% |
True |
False |
9,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.958 |
2.618 |
83.603 |
1.618 |
82.773 |
1.000 |
82.260 |
0.618 |
81.943 |
HIGH |
81.430 |
0.618 |
81.113 |
0.500 |
81.015 |
0.382 |
80.917 |
LOW |
80.600 |
0.618 |
80.087 |
1.000 |
79.770 |
1.618 |
79.257 |
2.618 |
78.427 |
4.250 |
77.073 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
81.015 |
80.653 |
PP |
80.917 |
80.587 |
S1 |
80.818 |
80.520 |
|