ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 74.330 74.130 -0.200 -0.3% 74.180
High 74.685 74.745 0.060 0.1% 74.685
Low 73.860 73.755 -0.105 -0.1% 73.585
Close 74.036 74.456 0.420 0.6% 74.036
Range 0.825 0.990 0.165 20.0% 1.100
ATR 0.695 0.716 0.021 3.0% 0.000
Volume 28,828 31,787 2,959 10.3% 130,774
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 77.289 76.862 75.001
R3 76.299 75.872 74.728
R2 75.309 75.309 74.638
R1 74.882 74.882 74.547 75.096
PP 74.319 74.319 74.319 74.425
S1 73.892 73.892 74.365 74.106
S2 73.329 73.329 74.275
S3 72.339 72.902 74.184
S4 71.349 71.912 73.912
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 74.745 73.585 1.160 1.6% 0.790 1.1% 75% True False 29,043
10 75.820 73.585 2.235 3.0% 0.712 1.0% 39% False False 28,227
20 77.175 73.585 3.590 4.8% 0.727 1.0% 24% False False 29,257
40 77.175 73.585 3.590 4.8% 0.690 0.9% 24% False False 28,601
60 77.175 73.585 3.590 4.8% 0.666 0.9% 24% False False 19,221
80 77.175 73.325 3.850 5.2% 0.625 0.8% 29% False False 14,432
100 77.515 73.325 4.190 5.6% 0.554 0.7% 27% False False 11,548
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 0.199
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 78.953
2.618 77.337
1.618 76.347
1.000 75.735
0.618 75.357
HIGH 74.745
0.618 74.367
0.500 74.250
0.382 74.133
LOW 73.755
0.618 73.143
1.000 72.765
1.618 72.153
2.618 71.163
4.250 69.548
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 74.387 74.387
PP 74.319 74.319
S1 74.250 74.250

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.