ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 01-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
80.820 |
80.535 |
-0.285 |
-0.4% |
80.690 |
High |
80.835 |
81.315 |
0.480 |
0.6% |
81.195 |
Low |
80.190 |
80.330 |
0.140 |
0.2% |
80.145 |
Close |
80.440 |
80.705 |
0.265 |
0.3% |
80.440 |
Range |
0.645 |
0.985 |
0.340 |
52.7% |
1.050 |
ATR |
0.682 |
0.703 |
0.022 |
3.2% |
0.000 |
Volume |
23,741 |
29,001 |
5,260 |
22.2% |
107,354 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.738 |
83.207 |
81.247 |
|
R3 |
82.753 |
82.222 |
80.976 |
|
R2 |
81.768 |
81.768 |
80.886 |
|
R1 |
81.237 |
81.237 |
80.795 |
81.503 |
PP |
80.783 |
80.783 |
80.783 |
80.916 |
S1 |
80.252 |
80.252 |
80.615 |
80.518 |
S2 |
79.798 |
79.798 |
80.524 |
|
S3 |
78.813 |
79.267 |
80.434 |
|
S4 |
77.828 |
78.282 |
80.163 |
|
|
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 |
81.315 |
80.145 |
1.170 |
1.4% |
0.720 |
0.9% |
48% |
True |
False |
22,623 |
10 |
81.430 |
79.610 |
1.820 |
2.3% |
0.748 |
0.9% |
60% |
False |
False |
21,987 |
20 |
81.430 |
78.830 |
2.600 |
3.2% |
0.704 |
0.9% |
72% |
False |
False |
25,047 |
40 |
81.430 |
76.740 |
4.690 |
5.8% |
0.669 |
0.8% |
85% |
False |
False |
21,262 |
60 |
81.430 |
74.655 |
6.775 |
8.4% |
0.658 |
0.8% |
89% |
False |
False |
18,491 |
80 |
81.430 |
74.545 |
6.885 |
8.5% |
0.639 |
0.8% |
89% |
False |
False |
13,917 |
100 |
81.430 |
74.545 |
6.885 |
8.5% |
0.599 |
0.7% |
89% |
False |
False |
11,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.501 |
2.618 |
83.894 |
1.618 |
82.909 |
1.000 |
82.300 |
0.618 |
81.924 |
HIGH |
81.315 |
0.618 |
80.939 |
0.500 |
80.823 |
0.382 |
80.706 |
LOW |
80.330 |
0.618 |
79.721 |
1.000 |
79.345 |
1.618 |
78.736 |
2.618 |
77.751 |
4.250 |
76.144 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
80.823 |
80.753 |
PP |
80.783 |
80.737 |
S1 |
80.744 |
80.721 |
|