ICE US Dollar Index Future March 2010
| Trading Metrics calculated at close of trading on 20-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
77.165 |
77.675 |
0.510 |
0.7% |
77.630 |
| High |
77.855 |
78.640 |
0.785 |
1.0% |
77.660 |
| Low |
77.090 |
77.675 |
0.585 |
0.8% |
76.740 |
| Close |
77.650 |
78.500 |
0.850 |
1.1% |
77.480 |
| Range |
0.765 |
0.965 |
0.200 |
26.1% |
0.920 |
| ATR |
0.640 |
0.665 |
0.025 |
3.9% |
0.000 |
| Volume |
2,489 |
14,046 |
11,557 |
464.3% |
96,400 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.167 |
80.798 |
79.031 |
|
| R3 |
80.202 |
79.833 |
78.765 |
|
| R2 |
79.237 |
79.237 |
78.677 |
|
| R1 |
78.868 |
78.868 |
78.588 |
79.053 |
| PP |
78.272 |
78.272 |
78.272 |
78.364 |
| S1 |
77.903 |
77.903 |
78.412 |
78.088 |
| S2 |
77.307 |
77.307 |
78.323 |
|
| S3 |
76.342 |
76.938 |
78.235 |
|
| S4 |
75.377 |
75.973 |
77.969 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.053 |
79.687 |
77.986 |
|
| R3 |
79.133 |
78.767 |
77.733 |
|
| R2 |
78.213 |
78.213 |
77.649 |
|
| R1 |
77.847 |
77.847 |
77.564 |
77.570 |
| PP |
77.293 |
77.293 |
77.293 |
77.155 |
| S1 |
76.927 |
76.927 |
77.396 |
76.650 |
| S2 |
76.373 |
76.373 |
77.311 |
|
| S3 |
75.453 |
76.007 |
77.227 |
|
| S4 |
74.533 |
75.087 |
76.974 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.640 |
76.740 |
1.900 |
2.4% |
0.651 |
0.8% |
93% |
True |
False |
13,932 |
| 10 |
78.640 |
76.740 |
1.900 |
2.4% |
0.674 |
0.9% |
93% |
True |
False |
16,348 |
| 20 |
78.770 |
76.740 |
2.030 |
2.6% |
0.640 |
0.8% |
87% |
False |
False |
15,828 |
| 40 |
78.770 |
74.545 |
4.225 |
5.4% |
0.654 |
0.8% |
94% |
False |
False |
11,566 |
| 60 |
78.770 |
74.545 |
4.225 |
5.4% |
0.612 |
0.8% |
94% |
False |
False |
7,754 |
| 80 |
78.770 |
74.545 |
4.225 |
5.4% |
0.554 |
0.7% |
94% |
False |
False |
5,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.741 |
|
2.618 |
81.166 |
|
1.618 |
80.201 |
|
1.000 |
79.605 |
|
0.618 |
79.236 |
|
HIGH |
78.640 |
|
0.618 |
78.271 |
|
0.500 |
78.158 |
|
0.382 |
78.044 |
|
LOW |
77.675 |
|
0.618 |
77.079 |
|
1.000 |
76.710 |
|
1.618 |
76.114 |
|
2.618 |
75.149 |
|
4.250 |
73.574 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
78.386 |
78.271 |
| PP |
78.272 |
78.042 |
| S1 |
78.158 |
77.813 |
|