ICE US Dollar Index Future September 2011


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 75.580 76.350 0.770 1.0% 75.370
High 76.405 77.375 0.970 1.3% 77.375
Low 75.570 76.135 0.565 0.7% 74.670
Close 76.352 77.300 0.948 1.2% 77.300
Range 0.835 1.240 0.405 48.5% 2.705
ATR 0.730 0.767 0.036 5.0% 0.000
Volume 32,569 56,085 23,516 72.2% 170,257
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 80.657 80.218 77.982
R3 79.417 78.978 77.641
R2 78.177 78.177 77.527
R1 77.738 77.738 77.414 77.958
PP 76.937 76.937 76.937 77.046
S1 76.498 76.498 77.186 76.718
S2 75.697 75.697 77.073
S3 74.457 75.258 76.959
S4 73.217 74.018 76.618
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 84.563 83.637 78.788
R3 81.858 80.932 78.044
R2 79.153 79.153 77.796
R1 78.227 78.227 77.548 78.690
PP 76.448 76.448 76.448 76.680
S1 75.522 75.522 77.052 75.985
S2 73.743 73.743 76.804
S3 71.038 72.817 76.556
S4 68.333 70.112 75.812
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.375 74.345 3.030 3.9% 0.936 1.2% 98% True False 38,948
10 77.375 73.565 3.810 4.9% 0.740 1.0% 98% True False 30,777
20 77.375 73.515 3.860 5.0% 0.689 0.9% 98% True False 25,886
40 77.375 73.515 3.860 5.0% 0.749 1.0% 98% True False 28,774
60 77.375 73.515 3.860 5.0% 0.736 1.0% 98% True False 29,427
80 77.375 73.515 3.860 5.0% 0.701 0.9% 98% True False 24,595
100 77.375 73.325 4.050 5.2% 0.685 0.9% 98% True False 19,711
120 77.375 73.325 4.050 5.2% 0.628 0.8% 98% True False 16,429
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.186
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.645
2.618 80.621
1.618 79.381
1.000 78.615
0.618 78.141
HIGH 77.375
0.618 76.901
0.500 76.755
0.382 76.609
LOW 76.135
0.618 75.369
1.000 74.895
1.618 74.129
2.618 72.889
4.250 70.865
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 77.118 76.983
PP 76.937 76.665
S1 76.755 76.348

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.