ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 80.150 80.140 -0.010 0.0% 80.830
High 80.235 81.025 0.790 1.0% 81.070
Low 80.040 80.055 0.015 0.0% 79.550
Close 80.135 80.883 0.748 0.9% 80.236
Range 0.195 0.970 0.775 397.4% 1.520
ATR 0.629 0.653 0.024 3.9% 0.000
Volume 5,655 21,110 15,455 273.3% 84,093
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 83.564 83.194 81.417
R3 82.594 82.224 81.150
R2 81.624 81.624 81.061
R1 81.254 81.254 80.972 81.439
PP 80.654 80.654 80.654 80.747
S1 80.284 80.284 80.794 80.469
S2 79.684 79.684 80.705
S3 78.714 79.314 80.616
S4 77.744 78.344 80.350
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 84.845 84.061 81.072
R3 83.325 82.541 80.654
R2 81.805 81.805 80.515
R1 81.021 81.021 80.375 80.653
PP 80.285 80.285 80.285 80.102
S1 79.501 79.501 80.097 79.133
S2 78.765 78.765 79.957
S3 77.245 77.981 79.818
S4 75.725 76.461 79.400
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.025 79.550 1.475 1.8% 0.585 0.7% 90% True False 14,263
10 81.415 79.550 1.865 2.3% 0.583 0.7% 71% False False 20,270
20 81.415 78.255 3.160 3.9% 0.692 0.9% 83% False False 12,647
40 81.415 77.160 4.255 5.3% 0.591 0.7% 87% False False 6,346
60 81.415 75.255 6.160 7.6% 0.549 0.7% 91% False False 4,235
80 81.415 75.255 6.160 7.6% 0.444 0.5% 91% False False 3,196
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.148
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 85.148
2.618 83.564
1.618 82.594
1.000 81.995
0.618 81.624
HIGH 81.025
0.618 80.654
0.500 80.540
0.382 80.426
LOW 80.055
0.618 79.456
1.000 79.085
1.618 78.486
2.618 77.516
4.250 75.933
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 80.769 80.766
PP 80.654 80.649
S1 80.540 80.533

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.