ICE US Dollar Index Future March 2010
| Trading Metrics calculated at close of trading on 02-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
80.535 |
80.930 |
0.395 |
0.5% |
80.690 |
| High |
81.315 |
81.340 |
0.025 |
0.0% |
81.195 |
| Low |
80.330 |
80.425 |
0.095 |
0.1% |
80.145 |
| Close |
80.705 |
80.575 |
-0.130 |
-0.2% |
80.440 |
| Range |
0.985 |
0.915 |
-0.070 |
-7.1% |
1.050 |
| ATR |
0.703 |
0.718 |
0.015 |
2.1% |
0.000 |
| Volume |
29,001 |
26,585 |
-2,416 |
-8.3% |
107,354 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.525 |
82.965 |
81.078 |
|
| R3 |
82.610 |
82.050 |
80.827 |
|
| R2 |
81.695 |
81.695 |
80.743 |
|
| R1 |
81.135 |
81.135 |
80.659 |
80.958 |
| PP |
80.780 |
80.780 |
80.780 |
80.691 |
| S1 |
80.220 |
80.220 |
80.491 |
80.043 |
| S2 |
79.865 |
79.865 |
80.407 |
|
| S3 |
78.950 |
79.305 |
80.323 |
|
| S4 |
78.035 |
78.390 |
80.072 |
|
|
| 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 |
81.340 |
80.190 |
1.150 |
1.4% |
0.722 |
0.9% |
33% |
True |
False |
25,447 |
| 10 |
81.430 |
79.610 |
1.820 |
2.3% |
0.761 |
0.9% |
53% |
False |
False |
24,439 |
| 20 |
81.430 |
78.830 |
2.600 |
3.2% |
0.730 |
0.9% |
67% |
False |
False |
25,205 |
| 40 |
81.430 |
76.740 |
4.690 |
5.8% |
0.677 |
0.8% |
82% |
False |
False |
21,614 |
| 60 |
81.430 |
74.750 |
6.680 |
8.3% |
0.660 |
0.8% |
87% |
False |
False |
18,930 |
| 80 |
81.430 |
74.545 |
6.885 |
8.5% |
0.645 |
0.8% |
88% |
False |
False |
14,249 |
| 100 |
81.430 |
74.545 |
6.885 |
8.5% |
0.606 |
0.8% |
88% |
False |
False |
11,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
85.229 |
|
2.618 |
83.735 |
|
1.618 |
82.820 |
|
1.000 |
82.255 |
|
0.618 |
81.905 |
|
HIGH |
81.340 |
|
0.618 |
80.990 |
|
0.500 |
80.883 |
|
0.382 |
80.775 |
|
LOW |
80.425 |
|
0.618 |
79.860 |
|
1.000 |
79.510 |
|
1.618 |
78.945 |
|
2.618 |
78.030 |
|
4.250 |
76.536 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.883 |
80.765 |
| PP |
80.780 |
80.702 |
| S1 |
80.678 |
80.638 |
|