ICE US Dollar Index Future June 2010
| Trading Metrics calculated at close of trading on 23-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
80.975 |
80.785 |
-0.190 |
-0.2% |
80.000 |
| High |
81.345 |
81.250 |
-0.095 |
-0.1% |
81.135 |
| Low |
80.780 |
80.775 |
-0.005 |
0.0% |
79.730 |
| Close |
80.883 |
81.118 |
0.235 |
0.3% |
80.975 |
| Range |
0.565 |
0.475 |
-0.090 |
-15.9% |
1.405 |
| ATR |
0.601 |
0.592 |
-0.009 |
-1.5% |
0.000 |
| Volume |
27,091 |
19,510 |
-7,581 |
-28.0% |
138,751 |
|
| Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.473 |
82.270 |
81.379 |
|
| R3 |
81.998 |
81.795 |
81.249 |
|
| R2 |
81.523 |
81.523 |
81.205 |
|
| R1 |
81.320 |
81.320 |
81.162 |
81.422 |
| PP |
81.048 |
81.048 |
81.048 |
81.098 |
| S1 |
80.845 |
80.845 |
81.074 |
80.947 |
| S2 |
80.573 |
80.573 |
81.031 |
|
| S3 |
80.098 |
80.370 |
80.987 |
|
| S4 |
79.623 |
79.895 |
80.857 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.828 |
84.307 |
81.748 |
|
| R3 |
83.423 |
82.902 |
81.361 |
|
| R2 |
82.018 |
82.018 |
81.233 |
|
| R1 |
81.497 |
81.497 |
81.104 |
81.758 |
| PP |
80.613 |
80.613 |
80.613 |
80.744 |
| S1 |
80.092 |
80.092 |
80.846 |
80.353 |
| S2 |
79.208 |
79.208 |
80.717 |
|
| S3 |
77.803 |
78.687 |
80.589 |
|
| S4 |
76.398 |
77.282 |
80.202 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.269 |
|
2.618 |
82.494 |
|
1.618 |
82.019 |
|
1.000 |
81.725 |
|
0.618 |
81.544 |
|
HIGH |
81.250 |
|
0.618 |
81.069 |
|
0.500 |
81.013 |
|
0.382 |
80.956 |
|
LOW |
80.775 |
|
0.618 |
80.481 |
|
1.000 |
80.300 |
|
1.618 |
80.006 |
|
2.618 |
79.531 |
|
4.250 |
78.756 |
|
|
| Fisher Pivots for day following 23-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
81.083 |
81.043 |
| PP |
81.048 |
80.968 |
| S1 |
81.013 |
80.893 |
|