ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 77.620 77.505 -0.115 -0.1% 76.600
High 77.645 77.680 0.035 0.0% 76.870
Low 76.850 76.750 -0.100 -0.1% 74.860
Close 77.181 76.890 -0.291 -0.4% 75.216
Range 0.795 0.930 0.135 17.0% 2.010
ATR 0.930 0.930 0.000 0.0% 0.000
Volume 29,190 42,767 13,577 46.5% 165,165
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 79.897 79.323 77.402
R3 78.967 78.393 77.146
R2 78.037 78.037 77.061
R1 77.463 77.463 76.975 77.285
PP 77.107 77.107 77.107 77.018
S1 76.533 76.533 76.805 76.355
S2 76.177 76.177 76.720
S3 75.247 75.603 76.634
S4 74.317 74.673 76.379
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 81.679 80.457 76.322
R3 79.669 78.447 75.769
R2 77.659 77.659 75.585
R1 76.437 76.437 75.400 76.043
PP 75.649 75.649 75.649 75.452
S1 74.427 74.427 75.032 74.033
S2 73.639 73.639 74.848
S3 71.629 72.417 74.663
S4 69.619 70.407 74.111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.840 75.045 2.795 3.6% 0.968 1.3% 66% False False 32,678
10 77.840 74.860 2.980 3.9% 0.939 1.2% 68% False False 34,195
20 79.250 74.860 4.390 5.7% 0.894 1.2% 46% False False 31,467
40 80.430 74.860 5.570 7.2% 0.885 1.2% 36% False False 32,127
60 80.430 73.900 6.530 8.5% 0.789 1.0% 46% False False 21,655
80 80.430 73.900 6.530 8.5% 0.738 1.0% 46% False False 16,264
100 80.430 73.900 6.530 8.5% 0.652 0.8% 46% False False 13,019
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.146
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.633
2.618 80.115
1.618 79.185
1.000 78.610
0.618 78.255
HIGH 77.680
0.618 77.325
0.500 77.215
0.382 77.105
LOW 76.750
0.618 76.175
1.000 75.820
1.618 75.245
2.618 74.315
4.250 72.798
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 77.215 77.218
PP 77.107 77.108
S1 76.998 76.999

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.