ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 04-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
80.445 |
80.085 |
-0.360 |
-0.4% |
80.690 |
High |
80.600 |
80.700 |
0.100 |
0.1% |
81.195 |
Low |
79.835 |
79.970 |
0.135 |
0.2% |
80.145 |
Close |
80.020 |
80.585 |
0.565 |
0.7% |
80.440 |
Range |
0.765 |
0.730 |
-0.035 |
-4.6% |
1.050 |
ATR |
0.722 |
0.722 |
0.001 |
0.1% |
0.000 |
Volume |
26,597 |
27,859 |
1,262 |
4.7% |
107,354 |
|
Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.608 |
82.327 |
80.987 |
|
R3 |
81.878 |
81.597 |
80.786 |
|
R2 |
81.148 |
81.148 |
80.719 |
|
R1 |
80.867 |
80.867 |
80.652 |
81.008 |
PP |
80.418 |
80.418 |
80.418 |
80.489 |
S1 |
80.137 |
80.137 |
80.518 |
80.278 |
S2 |
79.688 |
79.688 |
80.451 |
|
S3 |
78.958 |
79.407 |
80.384 |
|
S4 |
78.228 |
78.677 |
80.184 |
|
|
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% |
0.808 |
1.0% |
50% |
False |
False |
26,756 |
10 |
81.430 |
79.835 |
1.595 |
2.0% |
0.716 |
0.9% |
47% |
False |
False |
24,549 |
20 |
81.430 |
79.510 |
1.920 |
2.4% |
0.743 |
0.9% |
56% |
False |
False |
26,261 |
40 |
81.430 |
76.740 |
4.690 |
5.8% |
0.675 |
0.8% |
82% |
False |
False |
22,320 |
60 |
81.430 |
74.930 |
6.500 |
8.1% |
0.673 |
0.8% |
87% |
False |
False |
19,825 |
80 |
81.430 |
74.545 |
6.885 |
8.5% |
0.650 |
0.8% |
88% |
False |
False |
14,920 |
100 |
81.430 |
74.545 |
6.885 |
8.5% |
0.611 |
0.8% |
88% |
False |
False |
11,949 |
120 |
81.430 |
74.545 |
6.885 |
8.5% |
0.561 |
0.7% |
88% |
False |
False |
9,959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.803 |
2.618 |
82.611 |
1.618 |
81.881 |
1.000 |
81.430 |
0.618 |
81.151 |
HIGH |
80.700 |
0.618 |
80.421 |
0.500 |
80.335 |
0.382 |
80.249 |
LOW |
79.970 |
0.618 |
79.519 |
1.000 |
79.240 |
1.618 |
78.789 |
2.618 |
78.059 |
4.250 |
76.868 |
|
|
Fisher Pivots for day following 04-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
80.502 |
80.588 |
PP |
80.418 |
80.587 |
S1 |
80.335 |
80.586 |
|