ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 74.720 74.080 -0.640 -0.9% 74.180
High 74.855 75.550 0.695 0.9% 74.685
Low 74.085 74.020 -0.065 -0.1% 73.585
Close 74.199 75.360 1.161 1.6% 74.036
Range 0.770 1.530 0.760 98.7% 1.100
ATR 0.711 0.769 0.059 8.2% 0.000
Volume 25,686 56,639 30,953 120.5% 130,774
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 79.567 78.993 76.202
R3 78.037 77.463 75.781
R2 76.507 76.507 75.641
R1 75.933 75.933 75.500 76.220
PP 74.977 74.977 74.977 75.120
S1 74.403 74.403 75.220 74.690
S2 73.447 73.447 75.080
S3 71.917 72.873 74.939
S4 70.387 71.343 74.519
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 77.402 76.819 74.641
R3 76.302 75.719 74.339
R2 75.202 75.202 74.238
R1 74.619 74.619 74.137 74.361
PP 74.102 74.102 74.102 73.973
S1 73.519 73.519 73.935 73.261
S2 73.002 73.002 73.834
S3 71.902 72.419 73.734
S4 70.802 71.319 73.431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.550 73.755 1.795 2.4% 0.937 1.2% 89% True False 34,672
10 75.550 73.585 1.965 2.6% 0.760 1.0% 90% True False 29,748
20 77.175 73.585 3.590 4.8% 0.776 1.0% 49% False False 31,962
40 77.175 73.585 3.590 4.8% 0.727 1.0% 49% False False 30,395
60 77.175 73.585 3.590 4.8% 0.676 0.9% 49% False False 21,085
80 77.175 73.325 3.850 5.1% 0.647 0.9% 53% False False 15,840
100 77.515 73.325 4.190 5.6% 0.580 0.8% 49% False False 12,675
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.161
Widest range in 107 trading days
Fibonacci Retracements and Extensions
4.250 82.053
2.618 79.556
1.618 78.026
1.000 77.080
0.618 76.496
HIGH 75.550
0.618 74.966
0.500 74.785
0.382 74.604
LOW 74.020
0.618 73.074
1.000 72.490
1.618 71.544
2.618 70.014
4.250 67.518
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 75.168 75.168
PP 74.977 74.977
S1 74.785 74.785

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.