ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 74.285 74.360 0.075 0.1% 75.005
High 74.395 74.520 0.125 0.2% 75.030
Low 74.020 74.100 0.080 0.1% 73.905
Close 74.321 74.437 0.116 0.2% 74.486
Range 0.375 0.420 0.045 12.0% 1.125
ATR 0.619 0.605 -0.014 -2.3% 0.000
Volume 26 22 -4 -15.4% 444
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 75.612 75.445 74.668
R3 75.192 75.025 74.553
R2 74.772 74.772 74.514
R1 74.605 74.605 74.476 74.689
PP 74.352 74.352 74.352 74.394
S1 74.185 74.185 74.399 74.269
S2 73.932 73.932 74.360
S3 73.512 73.765 74.322
S4 73.092 73.345 74.206
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 77.849 77.292 75.105
R3 76.724 76.167 74.795
R2 75.599 75.599 74.692
R1 75.042 75.042 74.589 74.758
PP 74.474 74.474 74.474 74.332
S1 73.917 73.917 74.383 73.633
S2 73.349 73.349 74.280
S3 72.224 72.792 74.177
S4 71.099 71.667 73.867
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.920 74.020 0.900 1.2% 0.518 0.7% 46% False False 57
10 75.760 73.905 1.855 2.5% 0.542 0.7% 29% False False 90
20 76.000 73.905 2.095 2.8% 0.661 0.9% 25% False False 104
40 77.420 73.905 3.515 4.7% 0.528 0.7% 15% False False 86
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.100
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 76.305
2.618 75.620
1.618 75.200
1.000 74.940
0.618 74.780
HIGH 74.520
0.618 74.360
0.500 74.310
0.382 74.260
LOW 74.100
0.618 73.840
1.000 73.680
1.618 73.420
2.618 73.000
4.250 72.315
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 74.395 74.390
PP 74.352 74.342
S1 74.310 74.295

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.