ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 74.235 74.590 0.355 0.5% 73.785
High 74.865 74.860 -0.005 0.0% 74.865
Low 74.200 74.345 0.145 0.2% 73.565
Close 74.557 74.839 0.282 0.4% 74.839
Range 0.665 0.515 -0.150 -22.6% 1.300
ATR 0.676 0.665 -0.012 -1.7% 0.000
Volume 25,423 24,485 -938 -3.7% 107,696
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 76.226 76.048 75.122
R3 75.711 75.533 74.981
R2 75.196 75.196 74.933
R1 75.018 75.018 74.886 75.107
PP 74.681 74.681 74.681 74.726
S1 74.503 74.503 74.792 74.592
S2 74.166 74.166 74.745
S3 73.651 73.988 74.697
S4 73.136 73.473 74.556
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 78.323 77.881 75.554
R3 77.023 76.581 75.197
R2 75.723 75.723 75.077
R1 75.281 75.281 74.958 75.502
PP 74.423 74.423 74.423 74.534
S1 73.981 73.981 74.720 74.202
S2 73.123 73.123 74.601
S3 71.823 72.681 74.482
S4 70.523 71.381 74.124
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.865 73.565 1.300 1.7% 0.490 0.7% 98% False False 21,539
10 74.865 73.565 1.300 1.7% 0.531 0.7% 98% False False 21,593
20 75.390 73.515 1.875 2.5% 0.687 0.9% 71% False False 24,973
40 77.175 73.515 3.660 4.9% 0.741 1.0% 36% False False 28,523
60 77.175 73.515 3.660 4.9% 0.720 1.0% 36% False False 28,621
80 77.175 73.515 3.660 4.9% 0.684 0.9% 36% False False 22,480
100 77.175 73.325 3.850 5.1% 0.662 0.9% 39% False False 18,010
120 77.260 73.325 3.935 5.3% 0.606 0.8% 38% False False 15,011
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.144
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.049
2.618 76.208
1.618 75.693
1.000 75.375
0.618 75.178
HIGH 74.860
0.618 74.663
0.500 74.603
0.382 74.542
LOW 74.345
0.618 74.027
1.000 73.830
1.618 73.512
2.618 72.997
4.250 72.156
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 74.760 74.685
PP 74.681 74.531
S1 74.603 74.378

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.