ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 15-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
80.300 |
79.770 |
-0.530 |
-0.7% |
80.425 |
High |
80.330 |
80.180 |
-0.150 |
-0.2% |
80.880 |
Low |
79.695 |
79.765 |
0.070 |
0.1% |
79.695 |
Close |
79.840 |
80.175 |
0.335 |
0.4% |
79.840 |
Range |
0.635 |
0.415 |
-0.220 |
-34.6% |
1.185 |
ATR |
0.638 |
0.622 |
-0.016 |
-2.5% |
0.000 |
Volume |
30,569 |
28,579 |
-1,990 |
-6.5% |
133,686 |
|
Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.285 |
81.145 |
80.403 |
|
R3 |
80.870 |
80.730 |
80.289 |
|
R2 |
80.455 |
80.455 |
80.251 |
|
R1 |
80.315 |
80.315 |
80.213 |
80.385 |
PP |
80.040 |
80.040 |
80.040 |
80.075 |
S1 |
79.900 |
79.900 |
80.137 |
79.970 |
S2 |
79.625 |
79.625 |
80.099 |
|
S3 |
79.210 |
79.485 |
80.061 |
|
S4 |
78.795 |
79.070 |
79.947 |
|
|
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% |
0.472 |
0.6% |
41% |
False |
False |
28,607 |
10 |
81.340 |
79.695 |
1.645 |
2.1% |
0.574 |
0.7% |
29% |
False |
False |
26,699 |
20 |
81.430 |
79.610 |
1.820 |
2.3% |
0.661 |
0.8% |
31% |
False |
False |
24,343 |
40 |
81.430 |
76.985 |
4.445 |
5.5% |
0.648 |
0.8% |
72% |
False |
False |
23,605 |
60 |
81.430 |
76.725 |
4.705 |
5.9% |
0.645 |
0.8% |
73% |
False |
False |
21,317 |
80 |
81.430 |
74.545 |
6.885 |
8.6% |
0.641 |
0.8% |
82% |
False |
False |
17,227 |
100 |
81.430 |
74.545 |
6.885 |
8.6% |
0.619 |
0.8% |
82% |
False |
False |
13,807 |
120 |
81.430 |
74.545 |
6.885 |
8.6% |
0.576 |
0.7% |
82% |
False |
False |
11,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.944 |
2.618 |
81.266 |
1.618 |
80.851 |
1.000 |
80.595 |
0.618 |
80.436 |
HIGH |
80.180 |
0.618 |
80.021 |
0.500 |
79.973 |
0.382 |
79.924 |
LOW |
79.765 |
0.618 |
79.509 |
1.000 |
79.350 |
1.618 |
79.094 |
2.618 |
78.679 |
4.250 |
78.001 |
|
|
Fisher Pivots for day following 15-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
80.108 |
80.161 |
PP |
80.040 |
80.147 |
S1 |
79.973 |
80.133 |
|