ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 10-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
80.475 |
80.615 |
0.140 |
0.2% |
80.535 |
High |
80.880 |
80.865 |
-0.015 |
0.0% |
81.340 |
Low |
80.440 |
80.315 |
-0.125 |
-0.2% |
79.835 |
Close |
80.605 |
80.465 |
-0.140 |
-0.2% |
80.460 |
Range |
0.440 |
0.550 |
0.110 |
25.0% |
1.505 |
ATR |
0.672 |
0.663 |
-0.009 |
-1.3% |
0.000 |
Volume |
28,710 |
24,082 |
-4,628 |
-16.1% |
133,733 |
|
Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.198 |
81.882 |
80.768 |
|
R3 |
81.648 |
81.332 |
80.616 |
|
R2 |
81.098 |
81.098 |
80.566 |
|
R1 |
80.782 |
80.782 |
80.515 |
80.665 |
PP |
80.548 |
80.548 |
80.548 |
80.490 |
S1 |
80.232 |
80.232 |
80.415 |
80.115 |
S2 |
79.998 |
79.998 |
80.364 |
|
S3 |
79.448 |
79.682 |
80.314 |
|
S4 |
78.898 |
79.132 |
80.163 |
|
|
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 |
79.970 |
0.950 |
1.2% |
0.538 |
0.7% |
52% |
False |
False |
24,713 |
10 |
81.340 |
79.835 |
1.505 |
1.9% |
0.650 |
0.8% |
42% |
False |
False |
25,169 |
20 |
81.430 |
79.610 |
1.820 |
2.3% |
0.703 |
0.9% |
47% |
False |
False |
24,987 |
40 |
81.430 |
76.740 |
4.690 |
5.8% |
0.651 |
0.8% |
79% |
False |
False |
22,867 |
60 |
81.430 |
76.235 |
5.195 |
6.5% |
0.649 |
0.8% |
81% |
False |
False |
20,953 |
80 |
81.430 |
74.545 |
6.885 |
8.6% |
0.647 |
0.8% |
86% |
False |
False |
16,105 |
100 |
81.430 |
74.545 |
6.885 |
8.6% |
0.617 |
0.8% |
86% |
False |
False |
12,905 |
120 |
81.430 |
74.545 |
6.885 |
8.6% |
0.568 |
0.7% |
86% |
False |
False |
10,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.203 |
2.618 |
82.305 |
1.618 |
81.755 |
1.000 |
81.415 |
0.618 |
81.205 |
HIGH |
80.865 |
0.618 |
80.655 |
0.500 |
80.590 |
0.382 |
80.525 |
LOW |
80.315 |
0.618 |
79.975 |
1.000 |
79.765 |
1.618 |
79.425 |
2.618 |
78.875 |
4.250 |
77.978 |
|
|
Fisher Pivots for day following 10-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
80.590 |
80.490 |
PP |
80.548 |
80.482 |
S1 |
80.507 |
80.473 |
|