ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 12-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
80.535 |
80.300 |
-0.235 |
-0.3% |
80.425 |
High |
80.570 |
80.330 |
-0.240 |
-0.3% |
80.880 |
Low |
80.250 |
79.695 |
-0.555 |
-0.7% |
79.695 |
Close |
80.315 |
79.840 |
-0.475 |
-0.6% |
79.840 |
Range |
0.320 |
0.635 |
0.315 |
98.4% |
1.185 |
ATR |
0.639 |
0.638 |
0.000 |
0.0% |
0.000 |
Volume |
31,099 |
30,569 |
-530 |
-1.7% |
133,686 |
|
Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.860 |
81.485 |
80.189 |
|
R3 |
81.225 |
80.850 |
80.015 |
|
R2 |
80.590 |
80.590 |
79.956 |
|
R1 |
80.215 |
80.215 |
79.898 |
80.085 |
PP |
79.955 |
79.955 |
79.955 |
79.890 |
S1 |
79.580 |
79.580 |
79.782 |
79.450 |
S2 |
79.320 |
79.320 |
79.724 |
|
S3 |
78.685 |
78.945 |
79.665 |
|
S4 |
78.050 |
78.310 |
79.491 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.693 |
82.952 |
80.492 |
|
R3 |
82.508 |
81.767 |
80.166 |
|
R2 |
81.323 |
81.323 |
80.057 |
|
R1 |
80.582 |
80.582 |
79.949 |
80.360 |
PP |
80.138 |
80.138 |
80.138 |
80.028 |
S1 |
79.397 |
79.397 |
79.731 |
79.175 |
S2 |
78.953 |
78.953 |
79.623 |
|
S3 |
77.768 |
78.212 |
79.514 |
|
S4 |
76.583 |
77.027 |
79.188 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
80.880 |
79.695 |
1.185 |
1.5% |
0.485 |
0.6% |
12% |
False |
True |
26,737 |
10 |
81.340 |
79.695 |
1.645 |
2.1% |
0.631 |
0.8% |
9% |
False |
True |
26,741 |
20 |
81.430 |
79.610 |
1.820 |
2.3% |
0.678 |
0.8% |
13% |
False |
False |
24,529 |
40 |
81.430 |
76.810 |
4.620 |
5.8% |
0.646 |
0.8% |
66% |
False |
False |
23,285 |
60 |
81.430 |
76.640 |
4.790 |
6.0% |
0.644 |
0.8% |
67% |
False |
False |
21,303 |
80 |
81.430 |
74.545 |
6.885 |
8.6% |
0.642 |
0.8% |
77% |
False |
False |
16,870 |
100 |
81.430 |
74.545 |
6.885 |
8.6% |
0.621 |
0.8% |
77% |
False |
False |
13,521 |
120 |
81.430 |
74.545 |
6.885 |
8.6% |
0.574 |
0.7% |
77% |
False |
False |
11,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.029 |
2.618 |
81.992 |
1.618 |
81.357 |
1.000 |
80.965 |
0.618 |
80.722 |
HIGH |
80.330 |
0.618 |
80.087 |
0.500 |
80.013 |
0.382 |
79.938 |
LOW |
79.695 |
0.618 |
79.303 |
1.000 |
79.060 |
1.618 |
78.668 |
2.618 |
78.033 |
4.250 |
76.996 |
|
|
Fisher Pivots for day following 12-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
80.013 |
80.280 |
PP |
79.955 |
80.133 |
S1 |
79.898 |
79.987 |
|