ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 08-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
80.580 |
80.425 |
-0.155 |
-0.2% |
80.535 |
High |
80.920 |
80.580 |
-0.340 |
-0.4% |
81.340 |
Low |
80.430 |
80.100 |
-0.330 |
-0.4% |
79.835 |
Close |
80.460 |
80.455 |
-0.005 |
0.0% |
80.460 |
Range |
0.490 |
0.480 |
-0.010 |
-2.0% |
1.505 |
ATR |
0.706 |
0.690 |
-0.016 |
-2.3% |
0.000 |
Volume |
23,691 |
19,226 |
-4,465 |
-18.8% |
133,733 |
|
Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.818 |
81.617 |
80.719 |
|
R3 |
81.338 |
81.137 |
80.587 |
|
R2 |
80.858 |
80.858 |
80.543 |
|
R1 |
80.657 |
80.657 |
80.499 |
80.758 |
PP |
80.378 |
80.378 |
80.378 |
80.429 |
S1 |
80.177 |
80.177 |
80.411 |
80.278 |
S2 |
79.898 |
79.898 |
80.367 |
|
S3 |
79.418 |
79.697 |
80.323 |
|
S4 |
78.938 |
79.217 |
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% |
0.676 |
0.8% |
41% |
False |
False |
24,791 |
10 |
81.340 |
79.835 |
1.505 |
1.9% |
0.698 |
0.9% |
41% |
False |
False |
23,707 |
20 |
81.430 |
79.610 |
1.820 |
2.3% |
0.719 |
0.9% |
46% |
False |
False |
25,825 |
40 |
81.430 |
76.740 |
4.690 |
5.8% |
0.667 |
0.8% |
79% |
False |
False |
22,512 |
60 |
81.430 |
75.875 |
5.555 |
6.9% |
0.653 |
0.8% |
82% |
False |
False |
20,312 |
80 |
81.430 |
74.545 |
6.885 |
8.6% |
0.644 |
0.8% |
86% |
False |
False |
15,447 |
100 |
81.430 |
74.545 |
6.885 |
8.6% |
0.612 |
0.8% |
86% |
False |
False |
12,377 |
120 |
81.430 |
74.545 |
6.885 |
8.6% |
0.567 |
0.7% |
86% |
False |
False |
10,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
82.620 |
2.618 |
81.837 |
1.618 |
81.357 |
1.000 |
81.060 |
0.618 |
80.877 |
HIGH |
80.580 |
0.618 |
80.397 |
0.500 |
80.340 |
0.382 |
80.283 |
LOW |
80.100 |
0.618 |
79.803 |
1.000 |
79.620 |
1.618 |
79.323 |
2.618 |
78.843 |
4.250 |
78.060 |
|
|
Fisher Pivots for day following 08-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
80.417 |
80.452 |
PP |
80.378 |
80.448 |
S1 |
80.340 |
80.445 |
|