ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 24-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
80.590 |
80.980 |
0.390 |
0.5% |
80.435 |
High |
81.050 |
80.980 |
-0.070 |
-0.1% |
81.430 |
Low |
80.145 |
80.410 |
0.265 |
0.3% |
79.610 |
Close |
80.910 |
80.915 |
0.005 |
0.0% |
80.720 |
Range |
0.905 |
0.570 |
-0.335 |
-37.0% |
1.820 |
ATR |
0.707 |
0.697 |
-0.010 |
-1.4% |
0.000 |
Volume |
12,466 |
25,701 |
13,235 |
106.2% |
83,522 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.478 |
82.267 |
81.229 |
|
R3 |
81.908 |
81.697 |
81.072 |
|
R2 |
81.338 |
81.338 |
81.020 |
|
R1 |
81.127 |
81.127 |
80.967 |
80.948 |
PP |
80.768 |
80.768 |
80.768 |
80.679 |
S1 |
80.557 |
80.557 |
80.863 |
80.378 |
S2 |
80.198 |
80.198 |
80.811 |
|
S3 |
79.628 |
79.987 |
80.758 |
|
S4 |
79.058 |
79.417 |
80.602 |
|
|
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 |
80.145 |
1.285 |
1.6% |
0.713 |
0.9% |
60% |
False |
False |
23,583 |
10 |
81.430 |
79.610 |
1.820 |
2.2% |
0.756 |
0.9% |
72% |
False |
False |
24,805 |
20 |
81.430 |
78.530 |
2.900 |
3.6% |
0.680 |
0.8% |
82% |
False |
False |
24,544 |
40 |
81.430 |
76.740 |
4.690 |
5.8% |
0.652 |
0.8% |
89% |
False |
False |
20,181 |
60 |
81.430 |
74.655 |
6.775 |
8.4% |
0.653 |
0.8% |
92% |
False |
False |
17,251 |
80 |
81.430 |
74.545 |
6.885 |
8.5% |
0.630 |
0.8% |
93% |
False |
False |
12,981 |
100 |
81.430 |
74.545 |
6.885 |
8.5% |
0.586 |
0.7% |
93% |
False |
False |
10,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.403 |
2.618 |
82.472 |
1.618 |
81.902 |
1.000 |
81.550 |
0.618 |
81.332 |
HIGH |
80.980 |
0.618 |
80.762 |
0.500 |
80.695 |
0.382 |
80.628 |
LOW |
80.410 |
0.618 |
80.058 |
1.000 |
79.840 |
1.618 |
79.488 |
2.618 |
78.918 |
4.250 |
77.988 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
80.842 |
80.809 |
PP |
80.768 |
80.703 |
S1 |
80.695 |
80.598 |
|