ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 22-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
81.195 |
80.690 |
-0.505 |
-0.6% |
80.435 |
High |
81.430 |
80.745 |
-0.685 |
-0.8% |
81.430 |
Low |
80.600 |
80.430 |
-0.170 |
-0.2% |
79.610 |
Close |
80.720 |
80.585 |
-0.135 |
-0.2% |
80.720 |
Range |
0.830 |
0.315 |
-0.515 |
-62.0% |
1.820 |
ATR |
0.721 |
0.692 |
-0.029 |
-4.0% |
0.000 |
Volume |
28,101 |
23,239 |
-4,862 |
-17.3% |
83,522 |
|
Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.532 |
81.373 |
80.758 |
|
R3 |
81.217 |
81.058 |
80.672 |
|
R2 |
80.902 |
80.902 |
80.643 |
|
R1 |
80.743 |
80.743 |
80.614 |
80.665 |
PP |
80.587 |
80.587 |
80.587 |
80.548 |
S1 |
80.428 |
80.428 |
80.556 |
80.350 |
S2 |
80.272 |
80.272 |
80.527 |
|
S3 |
79.957 |
80.113 |
80.498 |
|
S4 |
79.642 |
79.798 |
80.412 |
|
|
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% |
0.776 |
1.0% |
54% |
False |
False |
21,352 |
10 |
81.430 |
79.610 |
1.820 |
2.3% |
0.740 |
0.9% |
54% |
False |
False |
27,942 |
20 |
81.430 |
78.200 |
3.230 |
4.0% |
0.652 |
0.8% |
74% |
False |
False |
24,234 |
40 |
81.430 |
76.740 |
4.690 |
5.8% |
0.644 |
0.8% |
82% |
False |
False |
20,074 |
60 |
81.430 |
74.545 |
6.885 |
8.5% |
0.648 |
0.8% |
88% |
False |
False |
16,625 |
80 |
81.430 |
74.545 |
6.885 |
8.5% |
0.622 |
0.8% |
88% |
False |
False |
12,504 |
100 |
81.430 |
74.545 |
6.885 |
8.5% |
0.577 |
0.7% |
88% |
False |
False |
10,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.084 |
2.618 |
81.570 |
1.618 |
81.255 |
1.000 |
81.060 |
0.618 |
80.940 |
HIGH |
80.745 |
0.618 |
80.625 |
0.500 |
80.588 |
0.382 |
80.550 |
LOW |
80.430 |
0.618 |
80.235 |
1.000 |
80.115 |
1.618 |
79.920 |
2.618 |
79.605 |
4.250 |
79.091 |
|
|
Fisher Pivots for day following 22-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
80.588 |
80.843 |
PP |
80.587 |
80.757 |
S1 |
80.586 |
80.671 |
|