ICE US Dollar Index Future March 2010
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
75.905 |
76.000 |
0.095 |
0.1% |
75.595 |
| High |
76.500 |
76.015 |
-0.485 |
-0.6% |
76.500 |
| Low |
75.660 |
75.360 |
-0.300 |
-0.4% |
75.075 |
| Close |
76.085 |
75.500 |
-0.585 |
-0.8% |
76.085 |
| Range |
0.840 |
0.655 |
-0.185 |
-22.0% |
1.425 |
| ATR |
0.577 |
0.587 |
0.011 |
1.8% |
0.000 |
| Volume |
60 |
226 |
166 |
276.7% |
365 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.590 |
77.200 |
75.860 |
|
| R3 |
76.935 |
76.545 |
75.680 |
|
| R2 |
76.280 |
76.280 |
75.620 |
|
| R1 |
75.890 |
75.890 |
75.560 |
75.758 |
| PP |
75.625 |
75.625 |
75.625 |
75.559 |
| S1 |
75.235 |
75.235 |
75.440 |
75.103 |
| S2 |
74.970 |
74.970 |
75.380 |
|
| S3 |
74.315 |
74.580 |
75.320 |
|
| S4 |
73.660 |
73.925 |
75.140 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.162 |
79.548 |
76.869 |
|
| R3 |
78.737 |
78.123 |
76.477 |
|
| R2 |
77.312 |
77.312 |
76.346 |
|
| R1 |
76.698 |
76.698 |
76.216 |
77.005 |
| PP |
75.887 |
75.887 |
75.887 |
76.040 |
| S1 |
75.273 |
75.273 |
75.954 |
75.580 |
| S2 |
74.462 |
74.462 |
75.824 |
|
| S3 |
73.037 |
73.848 |
75.693 |
|
| S4 |
71.612 |
72.423 |
75.301 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.799 |
|
2.618 |
77.730 |
|
1.618 |
77.075 |
|
1.000 |
76.670 |
|
0.618 |
76.420 |
|
HIGH |
76.015 |
|
0.618 |
75.765 |
|
0.500 |
75.688 |
|
0.382 |
75.610 |
|
LOW |
75.360 |
|
0.618 |
74.955 |
|
1.000 |
74.705 |
|
1.618 |
74.300 |
|
2.618 |
73.645 |
|
4.250 |
72.576 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
75.688 |
75.930 |
| PP |
75.625 |
75.787 |
| S1 |
75.563 |
75.643 |
|