ICE US Dollar Index Future March 2010
| Trading Metrics calculated at close of trading on 23-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
80.690 |
80.590 |
-0.100 |
-0.1% |
80.435 |
| High |
80.745 |
81.050 |
0.305 |
0.4% |
81.430 |
| Low |
80.430 |
80.145 |
-0.285 |
-0.4% |
79.610 |
| Close |
80.585 |
80.910 |
0.325 |
0.4% |
80.720 |
| Range |
0.315 |
0.905 |
0.590 |
187.3% |
1.820 |
| ATR |
0.692 |
0.707 |
0.015 |
2.2% |
0.000 |
| Volume |
23,239 |
12,466 |
-10,773 |
-46.4% |
83,522 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.417 |
83.068 |
81.408 |
|
| R3 |
82.512 |
82.163 |
81.159 |
|
| R2 |
81.607 |
81.607 |
81.076 |
|
| R1 |
81.258 |
81.258 |
80.993 |
81.433 |
| PP |
80.702 |
80.702 |
80.702 |
80.789 |
| S1 |
80.353 |
80.353 |
80.827 |
80.528 |
| S2 |
79.797 |
79.797 |
80.744 |
|
| S3 |
78.892 |
79.448 |
80.661 |
|
| S4 |
77.987 |
78.543 |
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 |
2.2% |
0.799 |
1.0% |
71% |
False |
False |
23,432 |
| 10 |
81.430 |
79.610 |
1.820 |
2.2% |
0.787 |
1.0% |
71% |
False |
False |
24,921 |
| 20 |
81.430 |
78.235 |
3.195 |
3.9% |
0.682 |
0.8% |
84% |
False |
False |
23,823 |
| 40 |
81.430 |
76.740 |
4.690 |
5.8% |
0.653 |
0.8% |
89% |
False |
False |
19,930 |
| 60 |
81.430 |
74.545 |
6.885 |
8.5% |
0.659 |
0.8% |
92% |
False |
False |
16,829 |
| 80 |
81.430 |
74.545 |
6.885 |
8.5% |
0.628 |
0.8% |
92% |
False |
False |
12,660 |
| 100 |
81.430 |
74.545 |
6.885 |
8.5% |
0.583 |
0.7% |
92% |
False |
False |
10,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
84.896 |
|
2.618 |
83.419 |
|
1.618 |
82.514 |
|
1.000 |
81.955 |
|
0.618 |
81.609 |
|
HIGH |
81.050 |
|
0.618 |
80.704 |
|
0.500 |
80.598 |
|
0.382 |
80.491 |
|
LOW |
80.145 |
|
0.618 |
79.586 |
|
1.000 |
79.240 |
|
1.618 |
78.681 |
|
2.618 |
77.776 |
|
4.250 |
76.299 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.806 |
80.869 |
| PP |
80.702 |
80.828 |
| S1 |
80.598 |
80.788 |
|