ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 75.205 75.005 -0.200 -0.3% 74.990
High 75.325 75.030 -0.295 -0.4% 75.760
Low 74.970 74.235 -0.735 -1.0% 74.340
Close 75.143 74.309 -0.834 -1.1% 75.143
Range 0.355 0.795 0.440 123.9% 1.420
ATR 0.644 0.663 0.019 2.9% 0.000
Volume 195 91 -104 -53.3% 947
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 76.910 76.404 74.746
R3 76.115 75.609 74.528
R2 75.320 75.320 74.455
R1 74.814 74.814 74.382 74.670
PP 74.525 74.525 74.525 74.452
S1 74.019 74.019 74.236 73.875
S2 73.730 73.730 74.163
S3 72.935 73.224 74.090
S4 72.140 72.429 73.872
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 79.341 78.662 75.924
R3 77.921 77.242 75.534
R2 76.501 76.501 75.403
R1 75.822 75.822 75.273 76.162
PP 75.081 75.081 75.081 75.251
S1 74.402 74.402 75.013 74.742
S2 73.661 73.661 74.883
S3 72.241 72.982 74.753
S4 70.821 71.562 74.362
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.760 74.235 1.525 2.1% 0.729 1.0% 5% False True 192
10 76.000 74.235 1.765 2.4% 0.776 1.0% 4% False True 135
20 76.070 73.980 2.090 2.8% 0.652 0.9% 16% False False 103
40 77.420 73.980 3.440 4.6% 0.482 0.6% 10% False False 75
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.097
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.409
2.618 77.111
1.618 76.316
1.000 75.825
0.618 75.521
HIGH 75.030
0.618 74.726
0.500 74.633
0.382 74.539
LOW 74.235
0.618 73.744
1.000 73.440
1.618 72.949
2.618 72.154
4.250 70.856
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 74.633 74.998
PP 74.525 74.768
S1 74.417 74.539

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.