ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 75.215 75.560 0.345 0.5% 74.535
High 75.730 76.555 0.825 1.1% 75.745
Low 75.130 75.540 0.410 0.5% 74.535
Close 75.514 76.374 0.860 1.1% 75.514
Range 0.600 1.015 0.415 69.2% 1.210
ATR 0.653 0.681 0.028 4.2% 0.000
Volume 32,099 36,062 3,963 12.3% 90,758
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 79.201 78.803 76.932
R3 78.186 77.788 76.653
R2 77.171 77.171 76.560
R1 76.773 76.773 76.467 76.972
PP 76.156 76.156 76.156 76.256
S1 75.758 75.758 76.281 75.957
S2 75.141 75.141 76.188
S3 74.126 74.743 76.095
S4 73.111 73.728 75.816
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 78.895 78.414 76.180
R3 77.685 77.204 75.847
R2 76.475 76.475 75.736
R1 75.994 75.994 75.625 76.235
PP 75.265 75.265 75.265 75.385
S1 74.784 74.784 75.403 75.025
S2 74.055 74.055 75.292
S3 72.845 73.574 75.181
S4 71.635 72.364 74.849
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.555 74.535 2.020 2.6% 0.698 0.9% 91% True False 25,364
10 76.590 74.505 2.085 2.7% 0.654 0.9% 90% False False 27,515
20 76.590 74.505 2.085 2.7% 0.682 0.9% 90% False False 28,806
40 77.015 73.880 3.135 4.1% 0.624 0.8% 80% False False 17,332
60 77.015 73.325 3.690 4.8% 0.620 0.8% 83% False False 11,602
80 77.250 73.325 3.925 5.1% 0.544 0.7% 78% False False 8,706
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 0.137
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 80.869
2.618 79.212
1.618 78.197
1.000 77.570
0.618 77.182
HIGH 76.555
0.618 76.167
0.500 76.048
0.382 75.928
LOW 75.540
0.618 74.913
1.000 74.525
1.618 73.898
2.618 72.883
4.250 71.226
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 76.265 76.197
PP 76.156 76.020
S1 76.048 75.843

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.