ICE US Dollar Index Future June 2010
Trading Metrics calculated at close of trading on 31-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
81.470 |
81.670 |
0.200 |
0.2% |
80.975 |
High |
81.825 |
81.940 |
0.115 |
0.1% |
82.520 |
Low |
81.235 |
81.095 |
-0.140 |
-0.2% |
80.775 |
Close |
81.738 |
81.291 |
-0.447 |
-0.5% |
81.978 |
Range |
0.590 |
0.845 |
0.255 |
43.2% |
1.745 |
ATR |
0.620 |
0.636 |
0.016 |
2.6% |
0.000 |
Volume |
14,996 |
17,155 |
2,159 |
14.4% |
120,754 |
|
Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
83.977 |
83.479 |
81.756 |
|
R3 |
83.132 |
82.634 |
81.523 |
|
R2 |
82.287 |
82.287 |
81.446 |
|
R1 |
81.789 |
81.789 |
81.368 |
81.616 |
PP |
81.442 |
81.442 |
81.442 |
81.355 |
S1 |
80.944 |
80.944 |
81.214 |
80.771 |
S2 |
80.597 |
80.597 |
81.136 |
|
S3 |
79.752 |
80.099 |
81.059 |
|
S4 |
78.907 |
79.254 |
80.826 |
|
|
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 |
81.095 |
1.425 |
1.8% |
0.599 |
0.7% |
14% |
False |
True |
22,249 |
10 |
82.520 |
79.945 |
2.575 |
3.2% |
0.664 |
0.8% |
52% |
False |
False |
22,393 |
20 |
82.520 |
79.730 |
2.790 |
3.4% |
0.600 |
0.7% |
56% |
False |
False |
19,490 |
40 |
82.520 |
79.730 |
2.790 |
3.4% |
0.617 |
0.8% |
56% |
False |
False |
9,930 |
60 |
82.520 |
77.170 |
5.350 |
6.6% |
0.526 |
0.6% |
77% |
False |
False |
6,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
85.531 |
2.618 |
84.152 |
1.618 |
83.307 |
1.000 |
82.785 |
0.618 |
82.462 |
HIGH |
81.940 |
0.618 |
81.617 |
0.500 |
81.518 |
0.382 |
81.418 |
LOW |
81.095 |
0.618 |
80.573 |
1.000 |
80.250 |
1.618 |
79.728 |
2.618 |
78.883 |
4.250 |
77.504 |
|
|
Fisher Pivots for day following 31-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
81.518 |
81.518 |
PP |
81.442 |
81.442 |
S1 |
81.367 |
81.367 |
|