ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 74.130 74.490 0.360 0.5% 74.180
High 74.745 74.915 0.170 0.2% 74.685
Low 73.755 74.345 0.590 0.8% 73.585
Close 74.456 74.666 0.210 0.3% 74.036
Range 0.990 0.570 -0.420 -42.4% 1.100
ATR 0.716 0.706 -0.010 -1.5% 0.000
Volume 31,787 30,420 -1,367 -4.3% 130,774
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 76.352 76.079 74.980
R3 75.782 75.509 74.823
R2 75.212 75.212 74.771
R1 74.939 74.939 74.718 75.076
PP 74.642 74.642 74.642 74.710
S1 74.369 74.369 74.614 74.506
S2 74.072 74.072 74.562
S3 73.502 73.799 74.509
S4 72.932 73.229 74.353
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 74.915 73.585 1.330 1.8% 0.746 1.0% 81% True False 29,467
10 75.520 73.585 1.935 2.6% 0.705 0.9% 56% False False 28,662
20 77.175 73.585 3.590 4.8% 0.729 1.0% 30% False False 29,911
40 77.175 73.585 3.590 4.8% 0.694 0.9% 30% False False 29,062
60 77.175 73.585 3.590 4.8% 0.663 0.9% 30% False False 19,723
80 77.175 73.325 3.850 5.2% 0.626 0.8% 35% False False 14,812
100 77.515 73.325 4.190 5.6% 0.560 0.7% 32% False False 11,852
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.194
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.338
2.618 76.407
1.618 75.837
1.000 75.485
0.618 75.267
HIGH 74.915
0.618 74.697
0.500 74.630
0.382 74.563
LOW 74.345
0.618 73.993
1.000 73.775
1.618 73.423
2.618 72.853
4.250 71.923
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 74.654 74.556
PP 74.642 74.445
S1 74.630 74.335

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.