ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 05-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
80.085 |
80.580 |
0.495 |
0.6% |
80.535 |
High |
80.700 |
80.920 |
0.220 |
0.3% |
81.340 |
Low |
79.970 |
80.430 |
0.460 |
0.6% |
79.835 |
Close |
80.585 |
80.460 |
-0.125 |
-0.2% |
80.460 |
Range |
0.730 |
0.490 |
-0.240 |
-32.9% |
1.505 |
ATR |
0.722 |
0.706 |
-0.017 |
-2.3% |
0.000 |
Volume |
27,859 |
23,691 |
-4,168 |
-15.0% |
133,733 |
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.073 |
81.757 |
80.730 |
|
R3 |
81.583 |
81.267 |
80.595 |
|
R2 |
81.093 |
81.093 |
80.550 |
|
R1 |
80.777 |
80.777 |
80.505 |
80.690 |
PP |
80.603 |
80.603 |
80.603 |
80.560 |
S1 |
80.287 |
80.287 |
80.415 |
80.200 |
S2 |
80.113 |
80.113 |
80.370 |
|
S3 |
79.623 |
79.797 |
80.325 |
|
S4 |
79.133 |
79.307 |
80.191 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
85.060 |
84.265 |
81.288 |
|
R3 |
83.555 |
82.760 |
80.874 |
|
R2 |
82.050 |
82.050 |
80.736 |
|
R1 |
81.255 |
81.255 |
80.598 |
80.900 |
PP |
80.545 |
80.545 |
80.545 |
80.368 |
S1 |
79.750 |
79.750 |
80.322 |
79.395 |
S2 |
79.040 |
79.040 |
80.184 |
|
S3 |
77.535 |
78.245 |
80.046 |
|
S4 |
76.030 |
76.740 |
79.632 |
|
|
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% |
0.777 |
1.0% |
42% |
False |
False |
26,746 |
10 |
81.340 |
79.835 |
1.505 |
1.9% |
0.682 |
0.8% |
42% |
False |
False |
24,108 |
20 |
81.430 |
79.610 |
1.820 |
2.3% |
0.731 |
0.9% |
47% |
False |
False |
26,312 |
40 |
81.430 |
76.740 |
4.690 |
5.8% |
0.671 |
0.8% |
79% |
False |
False |
22,432 |
60 |
81.430 |
75.800 |
5.630 |
7.0% |
0.658 |
0.8% |
83% |
False |
False |
20,207 |
80 |
81.430 |
74.545 |
6.885 |
8.6% |
0.651 |
0.8% |
86% |
False |
False |
15,211 |
100 |
81.430 |
74.545 |
6.885 |
8.6% |
0.612 |
0.8% |
86% |
False |
False |
12,185 |
120 |
81.430 |
74.545 |
6.885 |
8.6% |
0.563 |
0.7% |
86% |
False |
False |
10,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.003 |
2.618 |
82.203 |
1.618 |
81.713 |
1.000 |
81.410 |
0.618 |
81.223 |
HIGH |
80.920 |
0.618 |
80.733 |
0.500 |
80.675 |
0.382 |
80.617 |
LOW |
80.430 |
0.618 |
80.127 |
1.000 |
79.940 |
1.618 |
79.637 |
2.618 |
79.147 |
4.250 |
78.348 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
80.675 |
80.433 |
PP |
80.603 |
80.405 |
S1 |
80.532 |
80.378 |
|