ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 26-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
80.935 |
80.820 |
-0.115 |
-0.1% |
80.690 |
High |
81.195 |
80.835 |
-0.360 |
-0.4% |
81.195 |
Low |
80.700 |
80.190 |
-0.510 |
-0.6% |
80.145 |
Close |
80.860 |
80.440 |
-0.420 |
-0.5% |
80.440 |
Range |
0.495 |
0.645 |
0.150 |
30.3% |
1.050 |
ATR |
0.683 |
0.682 |
-0.001 |
-0.1% |
0.000 |
Volume |
22,207 |
23,741 |
1,534 |
6.9% |
107,354 |
|
Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.423 |
82.077 |
80.795 |
|
R3 |
81.778 |
81.432 |
80.617 |
|
R2 |
81.133 |
81.133 |
80.558 |
|
R1 |
80.787 |
80.787 |
80.499 |
80.638 |
PP |
80.488 |
80.488 |
80.488 |
80.414 |
S1 |
80.142 |
80.142 |
80.381 |
79.993 |
S2 |
79.843 |
79.843 |
80.322 |
|
S3 |
79.198 |
79.497 |
80.263 |
|
S4 |
78.553 |
78.852 |
80.085 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.743 |
83.142 |
81.018 |
|
R3 |
82.693 |
82.092 |
80.729 |
|
R2 |
81.643 |
81.643 |
80.633 |
|
R1 |
81.042 |
81.042 |
80.536 |
80.818 |
PP |
80.593 |
80.593 |
80.593 |
80.481 |
S1 |
79.992 |
79.992 |
80.344 |
79.768 |
S2 |
79.543 |
79.543 |
80.248 |
|
S3 |
78.493 |
78.942 |
80.151 |
|
S4 |
77.443 |
77.892 |
79.863 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.195 |
80.145 |
1.050 |
1.3% |
0.586 |
0.7% |
28% |
False |
False |
21,470 |
10 |
81.430 |
79.610 |
1.820 |
2.3% |
0.726 |
0.9% |
46% |
False |
False |
22,316 |
20 |
81.430 |
78.830 |
2.600 |
3.2% |
0.686 |
0.9% |
62% |
False |
False |
24,848 |
40 |
81.430 |
76.740 |
4.690 |
5.8% |
0.655 |
0.8% |
79% |
False |
False |
20,832 |
60 |
81.430 |
74.655 |
6.775 |
8.4% |
0.649 |
0.8% |
85% |
False |
False |
18,012 |
80 |
81.430 |
74.545 |
6.885 |
8.6% |
0.633 |
0.8% |
86% |
False |
False |
13,554 |
100 |
81.430 |
74.545 |
6.885 |
8.6% |
0.592 |
0.7% |
86% |
False |
False |
10,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.576 |
2.618 |
82.524 |
1.618 |
81.879 |
1.000 |
81.480 |
0.618 |
81.234 |
HIGH |
80.835 |
0.618 |
80.589 |
0.500 |
80.513 |
0.382 |
80.436 |
LOW |
80.190 |
0.618 |
79.791 |
1.000 |
79.545 |
1.618 |
79.146 |
2.618 |
78.501 |
4.250 |
77.449 |
|
|
Fisher Pivots for day following 26-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
80.513 |
80.693 |
PP |
80.488 |
80.608 |
S1 |
80.464 |
80.524 |
|