ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 29-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
82.320 |
81.620 |
-0.700 |
-0.9% |
80.975 |
High |
82.320 |
81.910 |
-0.410 |
-0.5% |
82.520 |
Low |
81.850 |
81.445 |
-0.405 |
-0.5% |
80.775 |
Close |
81.978 |
81.624 |
-0.354 |
-0.4% |
81.978 |
Range |
0.470 |
0.465 |
-0.005 |
-1.1% |
1.745 |
ATR |
0.629 |
0.622 |
-0.007 |
-1.1% |
0.000 |
Volume |
24,420 |
24,810 |
390 |
1.6% |
120,754 |
|
Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.055 |
82.804 |
81.880 |
|
R3 |
82.590 |
82.339 |
81.752 |
|
R2 |
82.125 |
82.125 |
81.709 |
|
R1 |
81.874 |
81.874 |
81.667 |
82.000 |
PP |
81.660 |
81.660 |
81.660 |
81.722 |
S1 |
81.409 |
81.409 |
81.581 |
81.535 |
S2 |
81.195 |
81.195 |
81.539 |
|
S3 |
80.730 |
80.944 |
81.496 |
|
S4 |
80.265 |
80.479 |
81.368 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.993 |
86.230 |
82.938 |
|
R3 |
85.248 |
84.485 |
82.458 |
|
R2 |
83.503 |
83.503 |
82.298 |
|
R1 |
82.740 |
82.740 |
82.138 |
83.122 |
PP |
81.758 |
81.758 |
81.758 |
81.948 |
S1 |
80.995 |
80.995 |
81.818 |
81.377 |
S2 |
80.013 |
80.013 |
81.658 |
|
S3 |
78.268 |
79.250 |
81.498 |
|
S4 |
76.523 |
77.505 |
81.018 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.520 |
80.775 |
1.745 |
2.1% |
0.644 |
0.8% |
49% |
False |
False |
23,694 |
10 |
82.520 |
79.730 |
2.790 |
3.4% |
0.623 |
0.8% |
68% |
False |
False |
23,704 |
20 |
82.520 |
79.730 |
2.790 |
3.4% |
0.609 |
0.7% |
68% |
False |
False |
17,978 |
40 |
82.520 |
79.250 |
3.270 |
4.0% |
0.603 |
0.7% |
73% |
False |
False |
9,127 |
60 |
82.520 |
77.170 |
5.350 |
6.6% |
0.514 |
0.6% |
83% |
False |
False |
6,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
83.886 |
2.618 |
83.127 |
1.618 |
82.662 |
1.000 |
82.375 |
0.618 |
82.197 |
HIGH |
81.910 |
0.618 |
81.732 |
0.500 |
81.678 |
0.382 |
81.623 |
LOW |
81.445 |
0.618 |
81.158 |
1.000 |
80.980 |
1.618 |
80.693 |
2.618 |
80.228 |
4.250 |
79.469 |
|
|
Fisher Pivots for day following 29-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
81.678 |
81.983 |
PP |
81.660 |
81.863 |
S1 |
81.642 |
81.744 |
|