ICE US Dollar Index Future March 2011


Trading Metrics calculated at close of trading on 29-Dec-2010
Day Change Summary
Previous Current
28-Dec-2010 29-Dec-2010 Change Change % Previous Week
Open 80.275 80.715 0.440 0.5% 80.840
High 80.760 80.715 -0.045 -0.1% 81.185
Low 79.890 79.995 0.105 0.1% 80.575
Close 80.670 80.102 -0.568 -0.7% 80.832
Range 0.870 0.720 -0.150 -17.2% 0.610
ATR 0.733 0.732 -0.001 -0.1% 0.000
Volume 10,889 9,264 -1,625 -14.9% 51,906
Daily Pivots for day following 29-Dec-2010
Classic Woodie Camarilla DeMark
R4 82.431 81.986 80.498
R3 81.711 81.266 80.300
R2 80.991 80.991 80.234
R1 80.546 80.546 80.168 80.409
PP 80.271 80.271 80.271 80.202
S1 79.826 79.826 80.036 79.689
S2 79.551 79.551 79.970
S3 78.831 79.106 79.904
S4 78.111 78.386 79.706
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 82.694 82.373 81.168
R3 82.084 81.763 81.000
R2 81.474 81.474 80.944
R1 81.153 81.153 80.888 81.009
PP 80.864 80.864 80.864 80.792
S1 80.543 80.543 80.776 80.399
S2 80.254 80.254 80.720
S3 79.644 79.933 80.664
S4 79.034 79.323 80.497
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.185 79.890 1.295 1.6% 0.614 0.8% 16% False False 9,406
10 81.185 79.775 1.410 1.8% 0.663 0.8% 23% False False 13,619
20 81.820 79.145 2.675 3.3% 0.766 1.0% 36% False False 12,175
40 81.935 76.175 5.760 7.2% 0.761 1.0% 68% False False 6,184
60 81.935 76.175 5.760 7.2% 0.724 0.9% 68% False False 4,141
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.200
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.775
2.618 82.600
1.618 81.880
1.000 81.435
0.618 81.160
HIGH 80.715
0.618 80.440
0.500 80.355
0.382 80.270
LOW 79.995
0.618 79.550
1.000 79.275
1.618 78.830
2.618 78.110
4.250 76.935
Fisher Pivots for day following 29-Dec-2010
Pivot 1 day 3 day
R1 80.355 80.450
PP 80.271 80.334
S1 80.186 80.218

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.