ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
80.615 |
80.535 |
-0.080 |
-0.1% |
80.535 |
High |
80.865 |
80.570 |
-0.295 |
-0.4% |
81.340 |
Low |
80.315 |
80.250 |
-0.065 |
-0.1% |
79.835 |
Close |
80.465 |
80.315 |
-0.150 |
-0.2% |
80.460 |
Range |
0.550 |
0.320 |
-0.230 |
-41.8% |
1.505 |
ATR |
0.663 |
0.639 |
-0.025 |
-3.7% |
0.000 |
Volume |
24,082 |
31,099 |
7,017 |
29.1% |
133,733 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.338 |
81.147 |
80.491 |
|
R3 |
81.018 |
80.827 |
80.403 |
|
R2 |
80.698 |
80.698 |
80.374 |
|
R1 |
80.507 |
80.507 |
80.344 |
80.443 |
PP |
80.378 |
80.378 |
80.378 |
80.346 |
S1 |
80.187 |
80.187 |
80.286 |
80.123 |
S2 |
80.058 |
80.058 |
80.256 |
|
S3 |
79.738 |
79.867 |
80.227 |
|
S4 |
79.418 |
79.547 |
80.139 |
|
|
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 |
80.100 |
0.820 |
1.0% |
0.456 |
0.6% |
26% |
False |
False |
25,361 |
10 |
81.340 |
79.835 |
1.505 |
1.9% |
0.632 |
0.8% |
32% |
False |
False |
26,059 |
20 |
81.430 |
79.610 |
1.820 |
2.3% |
0.686 |
0.9% |
39% |
False |
False |
24,454 |
40 |
81.430 |
76.740 |
4.690 |
5.8% |
0.645 |
0.8% |
76% |
False |
False |
23,145 |
60 |
81.430 |
76.260 |
5.170 |
6.4% |
0.648 |
0.8% |
78% |
False |
False |
21,002 |
80 |
81.430 |
74.545 |
6.885 |
8.6% |
0.641 |
0.8% |
84% |
False |
False |
16,493 |
100 |
81.430 |
74.545 |
6.885 |
8.6% |
0.617 |
0.8% |
84% |
False |
False |
13,216 |
120 |
81.430 |
74.545 |
6.885 |
8.6% |
0.569 |
0.7% |
84% |
False |
False |
11,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.930 |
2.618 |
81.408 |
1.618 |
81.088 |
1.000 |
80.890 |
0.618 |
80.768 |
HIGH |
80.570 |
0.618 |
80.448 |
0.500 |
80.410 |
0.382 |
80.372 |
LOW |
80.250 |
0.618 |
80.052 |
1.000 |
79.930 |
1.618 |
79.732 |
2.618 |
79.412 |
4.250 |
78.890 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
80.410 |
80.565 |
PP |
80.378 |
80.482 |
S1 |
80.347 |
80.398 |
|