ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 30-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
81.620 |
81.470 |
-0.150 |
-0.2% |
80.975 |
High |
81.910 |
81.825 |
-0.085 |
-0.1% |
82.520 |
Low |
81.445 |
81.235 |
-0.210 |
-0.3% |
80.775 |
Close |
81.624 |
81.738 |
0.114 |
0.1% |
81.978 |
Range |
0.465 |
0.590 |
0.125 |
26.9% |
1.745 |
ATR |
0.622 |
0.620 |
-0.002 |
-0.4% |
0.000 |
Volume |
24,810 |
14,996 |
-9,814 |
-39.6% |
120,754 |
|
Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.369 |
83.144 |
82.063 |
|
R3 |
82.779 |
82.554 |
81.900 |
|
R2 |
82.189 |
82.189 |
81.846 |
|
R1 |
81.964 |
81.964 |
81.792 |
82.077 |
PP |
81.599 |
81.599 |
81.599 |
81.656 |
S1 |
81.374 |
81.374 |
81.684 |
81.487 |
S2 |
81.009 |
81.009 |
81.630 |
|
S3 |
80.419 |
80.784 |
81.576 |
|
S4 |
79.829 |
80.194 |
81.414 |
|
|
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 |
81.125 |
1.395 |
1.7% |
0.667 |
0.8% |
44% |
False |
False |
22,791 |
10 |
82.520 |
79.730 |
2.790 |
3.4% |
0.614 |
0.8% |
72% |
False |
False |
22,923 |
20 |
82.520 |
79.730 |
2.790 |
3.4% |
0.595 |
0.7% |
72% |
False |
False |
18,702 |
40 |
82.520 |
79.250 |
3.270 |
4.0% |
0.611 |
0.7% |
76% |
False |
False |
9,502 |
60 |
82.520 |
77.170 |
5.350 |
6.5% |
0.516 |
0.6% |
85% |
False |
False |
6,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
84.333 |
2.618 |
83.370 |
1.618 |
82.780 |
1.000 |
82.415 |
0.618 |
82.190 |
HIGH |
81.825 |
0.618 |
81.600 |
0.500 |
81.530 |
0.382 |
81.460 |
LOW |
81.235 |
0.618 |
80.870 |
1.000 |
80.645 |
1.618 |
80.280 |
2.618 |
79.690 |
4.250 |
78.728 |
|
|
Fisher Pivots for day following 30-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
81.669 |
81.778 |
PP |
81.599 |
81.764 |
S1 |
81.530 |
81.751 |
|