ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 18-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
79.720 |
80.630 |
0.910 |
1.1% |
80.560 |
High |
80.610 |
81.200 |
0.590 |
0.7% |
80.835 |
Low |
79.610 |
80.255 |
0.645 |
0.8% |
79.650 |
Close |
80.475 |
80.465 |
-0.010 |
0.0% |
80.410 |
Range |
1.000 |
0.945 |
-0.055 |
-5.5% |
1.185 |
ATR |
0.683 |
0.702 |
0.019 |
2.7% |
0.000 |
Volume |
24,947 |
28,409 |
3,462 |
13.9% |
172,665 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.475 |
82.915 |
80.985 |
|
R3 |
82.530 |
81.970 |
80.725 |
|
R2 |
81.585 |
81.585 |
80.638 |
|
R1 |
81.025 |
81.025 |
80.552 |
80.833 |
PP |
80.640 |
80.640 |
80.640 |
80.544 |
S1 |
80.080 |
80.080 |
80.378 |
79.888 |
S2 |
79.695 |
79.695 |
80.292 |
|
S3 |
78.750 |
79.135 |
80.205 |
|
S4 |
77.805 |
78.190 |
79.945 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.853 |
83.317 |
81.062 |
|
R3 |
82.668 |
82.132 |
80.736 |
|
R2 |
81.483 |
81.483 |
80.627 |
|
R1 |
80.947 |
80.947 |
80.519 |
80.623 |
PP |
80.298 |
80.298 |
80.298 |
80.136 |
S1 |
79.762 |
79.762 |
80.301 |
79.438 |
S2 |
79.113 |
79.113 |
80.193 |
|
S3 |
77.928 |
78.577 |
80.084 |
|
S4 |
76.743 |
77.392 |
79.758 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.200 |
79.610 |
1.590 |
2.0% |
0.855 |
1.1% |
54% |
True |
False |
23,357 |
10 |
81.200 |
79.510 |
1.690 |
2.1% |
0.770 |
1.0% |
57% |
True |
False |
27,972 |
20 |
81.200 |
78.200 |
3.000 |
3.7% |
0.656 |
0.8% |
76% |
True |
False |
24,192 |
40 |
81.200 |
76.740 |
4.460 |
5.5% |
0.648 |
0.8% |
84% |
True |
False |
20,010 |
60 |
81.200 |
74.545 |
6.655 |
8.3% |
0.654 |
0.8% |
89% |
True |
False |
15,774 |
80 |
81.200 |
74.545 |
6.655 |
8.3% |
0.623 |
0.8% |
89% |
True |
False |
11,864 |
100 |
81.200 |
74.545 |
6.655 |
8.3% |
0.575 |
0.7% |
89% |
True |
False |
9,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.216 |
2.618 |
83.674 |
1.618 |
82.729 |
1.000 |
82.145 |
0.618 |
81.784 |
HIGH |
81.200 |
0.618 |
80.839 |
0.500 |
80.728 |
0.382 |
80.616 |
LOW |
80.255 |
0.618 |
79.671 |
1.000 |
79.310 |
1.618 |
78.726 |
2.618 |
77.781 |
4.250 |
76.239 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
80.728 |
80.445 |
PP |
80.640 |
80.425 |
S1 |
80.553 |
80.405 |
|