ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 78.620 79.070 0.450 0.6% 77.100
High 79.235 79.960 0.725 0.9% 79.040
Low 78.490 78.945 0.455 0.6% 76.965
Close 79.073 79.743 0.670 0.8% 78.640
Range 0.745 1.015 0.270 36.2% 2.075
ATR 0.754 0.773 0.019 2.5% 0.000
Volume 166 115 -51 -30.7% 554
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 82.594 82.184 80.301
R3 81.579 81.169 80.022
R2 80.564 80.564 79.929
R1 80.154 80.154 79.836 80.359
PP 79.549 79.549 79.549 79.652
S1 79.139 79.139 79.650 79.344
S2 78.534 78.534 79.557
S3 77.519 78.124 79.464
S4 76.504 77.109 79.185
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 84.440 83.615 79.781
R3 82.365 81.540 79.211
R2 80.290 80.290 79.020
R1 79.465 79.465 78.830 79.878
PP 78.215 78.215 78.215 78.421
S1 77.390 77.390 78.450 77.803
S2 76.140 76.140 78.260
S3 74.065 75.315 78.069
S4 71.990 73.240 77.499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.960 78.025 1.935 2.4% 0.768 1.0% 89% True False 124
10 79.960 76.175 3.785 4.7% 0.836 1.0% 94% True False 136
20 79.960 76.175 3.785 4.7% 0.755 0.9% 94% True False 92
40 80.775 76.175 4.600 5.8% 0.648 0.8% 78% False False 66
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.169
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 84.274
2.618 82.617
1.618 81.602
1.000 80.975
0.618 80.587
HIGH 79.960
0.618 79.572
0.500 79.453
0.382 79.333
LOW 78.945
0.618 78.318
1.000 77.930
1.618 77.303
2.618 76.288
4.250 74.631
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 79.646 79.544
PP 79.549 79.344
S1 79.453 79.145

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.