ICE US Dollar Index Future March 2010
Trading Metrics calculated at close of trading on 25-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
80.980 |
80.935 |
-0.045 |
-0.1% |
80.435 |
High |
80.980 |
81.195 |
0.215 |
0.3% |
81.430 |
Low |
80.410 |
80.700 |
0.290 |
0.4% |
79.610 |
Close |
80.915 |
80.860 |
-0.055 |
-0.1% |
80.720 |
Range |
0.570 |
0.495 |
-0.075 |
-13.2% |
1.820 |
ATR |
0.697 |
0.683 |
-0.014 |
-2.1% |
0.000 |
Volume |
25,701 |
22,207 |
-3,494 |
-13.6% |
83,522 |
|
Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.403 |
82.127 |
81.132 |
|
R3 |
81.908 |
81.632 |
80.996 |
|
R2 |
81.413 |
81.413 |
80.951 |
|
R1 |
81.137 |
81.137 |
80.905 |
81.028 |
PP |
80.918 |
80.918 |
80.918 |
80.864 |
S1 |
80.642 |
80.642 |
80.815 |
80.533 |
S2 |
80.423 |
80.423 |
80.769 |
|
S3 |
79.928 |
80.147 |
80.724 |
|
S4 |
79.433 |
79.652 |
80.588 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.047 |
85.203 |
81.721 |
|
R3 |
84.227 |
83.383 |
81.221 |
|
R2 |
82.407 |
82.407 |
81.054 |
|
R1 |
81.563 |
81.563 |
80.887 |
81.985 |
PP |
80.587 |
80.587 |
80.587 |
80.798 |
S1 |
79.743 |
79.743 |
80.553 |
80.165 |
S2 |
78.767 |
78.767 |
80.386 |
|
S3 |
76.947 |
77.923 |
80.220 |
|
S4 |
75.127 |
76.103 |
79.719 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
81.430 |
80.145 |
1.285 |
1.6% |
0.623 |
0.8% |
56% |
False |
False |
22,342 |
10 |
81.430 |
79.610 |
1.820 |
2.3% |
0.739 |
0.9% |
69% |
False |
False |
22,849 |
20 |
81.430 |
78.750 |
2.680 |
3.3% |
0.679 |
0.8% |
79% |
False |
False |
24,701 |
40 |
81.430 |
76.740 |
4.690 |
5.8% |
0.654 |
0.8% |
88% |
False |
False |
20,356 |
60 |
81.430 |
74.655 |
6.775 |
8.4% |
0.650 |
0.8% |
92% |
False |
False |
17,617 |
80 |
81.430 |
74.545 |
6.885 |
8.5% |
0.629 |
0.8% |
92% |
False |
False |
13,258 |
100 |
81.430 |
74.545 |
6.885 |
8.5% |
0.591 |
0.7% |
92% |
False |
False |
10,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.299 |
2.618 |
82.491 |
1.618 |
81.996 |
1.000 |
81.690 |
0.618 |
81.501 |
HIGH |
81.195 |
0.618 |
81.006 |
0.500 |
80.948 |
0.382 |
80.889 |
LOW |
80.700 |
0.618 |
80.394 |
1.000 |
80.205 |
1.618 |
79.899 |
2.618 |
79.404 |
4.250 |
78.596 |
|
|
Fisher Pivots for day following 25-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
80.948 |
80.797 |
PP |
80.918 |
80.733 |
S1 |
80.889 |
80.670 |
|