ICE US Dollar Index Future March 2010
| Trading Metrics calculated at close of trading on 03-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
79.410 |
79.145 |
-0.265 |
-0.3% |
78.430 |
| High |
79.580 |
79.620 |
0.040 |
0.1% |
79.680 |
| Low |
79.135 |
78.830 |
-0.305 |
-0.4% |
78.200 |
| Close |
79.180 |
79.550 |
0.370 |
0.5% |
79.650 |
| Range |
0.445 |
0.790 |
0.345 |
77.5% |
1.480 |
| ATR |
0.588 |
0.602 |
0.014 |
2.5% |
0.000 |
| Volume |
17,882 |
15,457 |
-2,425 |
-13.6% |
96,851 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.703 |
81.417 |
79.985 |
|
| R3 |
80.913 |
80.627 |
79.767 |
|
| R2 |
80.123 |
80.123 |
79.695 |
|
| R1 |
79.837 |
79.837 |
79.622 |
79.980 |
| PP |
79.333 |
79.333 |
79.333 |
79.405 |
| S1 |
79.047 |
79.047 |
79.478 |
79.190 |
| S2 |
78.543 |
78.543 |
79.405 |
|
| S3 |
77.753 |
78.257 |
79.333 |
|
| S4 |
76.963 |
77.467 |
79.116 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.617 |
83.113 |
80.464 |
|
| R3 |
82.137 |
81.633 |
80.057 |
|
| R2 |
80.657 |
80.657 |
79.921 |
|
| R1 |
80.153 |
80.153 |
79.786 |
80.405 |
| PP |
79.177 |
79.177 |
79.177 |
79.303 |
| S1 |
78.673 |
78.673 |
79.514 |
78.925 |
| S2 |
77.697 |
77.697 |
79.379 |
|
| S3 |
76.217 |
77.193 |
79.243 |
|
| S4 |
74.737 |
75.713 |
78.836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.760 |
78.750 |
1.010 |
1.3% |
0.554 |
0.7% |
79% |
False |
False |
20,517 |
| 10 |
79.760 |
78.200 |
1.560 |
2.0% |
0.542 |
0.7% |
87% |
False |
False |
20,411 |
| 20 |
79.760 |
76.740 |
3.020 |
3.8% |
0.608 |
0.8% |
93% |
False |
False |
18,379 |
| 40 |
79.760 |
74.930 |
4.830 |
6.1% |
0.638 |
0.8% |
96% |
False |
False |
16,607 |
| 60 |
79.760 |
74.545 |
5.215 |
6.6% |
0.619 |
0.8% |
96% |
False |
False |
11,140 |
| 80 |
79.760 |
74.545 |
5.215 |
6.6% |
0.578 |
0.7% |
96% |
False |
False |
8,371 |
| 100 |
79.760 |
74.545 |
5.215 |
6.6% |
0.524 |
0.7% |
96% |
False |
False |
6,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.978 |
|
2.618 |
81.688 |
|
1.618 |
80.898 |
|
1.000 |
80.410 |
|
0.618 |
80.108 |
|
HIGH |
79.620 |
|
0.618 |
79.318 |
|
0.500 |
79.225 |
|
0.382 |
79.132 |
|
LOW |
78.830 |
|
0.618 |
78.342 |
|
1.000 |
78.040 |
|
1.618 |
77.552 |
|
2.618 |
76.762 |
|
4.250 |
75.473 |
|
|
| Fisher Pivots for day following 03-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
79.442 |
79.465 |
| PP |
79.333 |
79.380 |
| S1 |
79.225 |
79.295 |
|