ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 03-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
80.930 |
80.445 |
-0.485 |
-0.6% |
80.690 |
High |
81.340 |
80.600 |
-0.740 |
-0.9% |
81.195 |
Low |
80.425 |
79.835 |
-0.590 |
-0.7% |
80.145 |
Close |
80.575 |
80.020 |
-0.555 |
-0.7% |
80.440 |
Range |
0.915 |
0.765 |
-0.150 |
-16.4% |
1.050 |
ATR |
0.718 |
0.722 |
0.003 |
0.5% |
0.000 |
Volume |
26,585 |
26,597 |
12 |
0.0% |
107,354 |
|
Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.447 |
81.998 |
80.441 |
|
R3 |
81.682 |
81.233 |
80.230 |
|
R2 |
80.917 |
80.917 |
80.160 |
|
R1 |
80.468 |
80.468 |
80.090 |
80.310 |
PP |
80.152 |
80.152 |
80.152 |
80.073 |
S1 |
79.703 |
79.703 |
79.950 |
79.545 |
S2 |
79.387 |
79.387 |
79.880 |
|
S3 |
78.622 |
78.938 |
79.810 |
|
S4 |
77.857 |
78.173 |
79.599 |
|
|
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 |
79.835 |
1.505 |
1.9% |
0.761 |
1.0% |
12% |
False |
True |
25,626 |
10 |
81.430 |
79.835 |
1.595 |
2.0% |
0.737 |
0.9% |
12% |
False |
True |
24,604 |
20 |
81.430 |
78.830 |
2.600 |
3.2% |
0.746 |
0.9% |
46% |
False |
False |
25,640 |
40 |
81.430 |
76.740 |
4.690 |
5.9% |
0.671 |
0.8% |
70% |
False |
False |
22,080 |
60 |
81.430 |
74.750 |
6.680 |
8.3% |
0.668 |
0.8% |
79% |
False |
False |
19,366 |
80 |
81.430 |
74.545 |
6.885 |
8.6% |
0.646 |
0.8% |
80% |
False |
False |
14,580 |
100 |
81.430 |
74.545 |
6.885 |
8.6% |
0.609 |
0.8% |
80% |
False |
False |
11,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.851 |
2.618 |
82.603 |
1.618 |
81.838 |
1.000 |
81.365 |
0.618 |
81.073 |
HIGH |
80.600 |
0.618 |
80.308 |
0.500 |
80.218 |
0.382 |
80.127 |
LOW |
79.835 |
0.618 |
79.362 |
1.000 |
79.070 |
1.618 |
78.597 |
2.618 |
77.832 |
4.250 |
76.584 |
|
|
Fisher Pivots for day following 03-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
80.218 |
80.588 |
PP |
80.152 |
80.398 |
S1 |
80.086 |
80.209 |
|