ICE US Dollar Index Future March 2010
| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
80.425 |
80.475 |
0.050 |
0.1% |
80.535 |
| High |
80.580 |
80.880 |
0.300 |
0.4% |
81.340 |
| Low |
80.100 |
80.440 |
0.340 |
0.4% |
79.835 |
| Close |
80.455 |
80.605 |
0.150 |
0.2% |
80.460 |
| Range |
0.480 |
0.440 |
-0.040 |
-8.3% |
1.505 |
| ATR |
0.690 |
0.672 |
-0.018 |
-2.6% |
0.000 |
| Volume |
19,226 |
28,710 |
9,484 |
49.3% |
133,733 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.962 |
81.723 |
80.847 |
|
| R3 |
81.522 |
81.283 |
80.726 |
|
| R2 |
81.082 |
81.082 |
80.686 |
|
| R1 |
80.843 |
80.843 |
80.645 |
80.963 |
| PP |
80.642 |
80.642 |
80.642 |
80.701 |
| S1 |
80.403 |
80.403 |
80.565 |
80.523 |
| S2 |
80.202 |
80.202 |
80.524 |
|
| S3 |
79.762 |
79.963 |
80.484 |
|
| S4 |
79.322 |
79.523 |
80.363 |
|
|
| 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 |
80.920 |
79.835 |
1.085 |
1.3% |
0.581 |
0.7% |
71% |
False |
False |
25,216 |
| 10 |
81.340 |
79.835 |
1.505 |
1.9% |
0.652 |
0.8% |
51% |
False |
False |
25,331 |
| 20 |
81.430 |
79.610 |
1.820 |
2.3% |
0.719 |
0.9% |
55% |
False |
False |
25,126 |
| 40 |
81.430 |
76.740 |
4.690 |
5.8% |
0.655 |
0.8% |
82% |
False |
False |
22,847 |
| 60 |
81.430 |
76.200 |
5.230 |
6.5% |
0.647 |
0.8% |
84% |
False |
False |
20,661 |
| 80 |
81.430 |
74.545 |
6.885 |
8.5% |
0.645 |
0.8% |
88% |
False |
False |
15,805 |
| 100 |
81.430 |
74.545 |
6.885 |
8.5% |
0.615 |
0.8% |
88% |
False |
False |
12,664 |
| 120 |
81.430 |
74.545 |
6.885 |
8.5% |
0.566 |
0.7% |
88% |
False |
False |
10,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.750 |
|
2.618 |
82.032 |
|
1.618 |
81.592 |
|
1.000 |
81.320 |
|
0.618 |
81.152 |
|
HIGH |
80.880 |
|
0.618 |
80.712 |
|
0.500 |
80.660 |
|
0.382 |
80.608 |
|
LOW |
80.440 |
|
0.618 |
80.168 |
|
1.000 |
80.000 |
|
1.618 |
79.728 |
|
2.618 |
79.288 |
|
4.250 |
78.570 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
80.660 |
80.573 |
| PP |
80.642 |
80.542 |
| S1 |
80.623 |
80.510 |
|