ICE US Dollar Index Future December 2011


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 78.575 78.490 -0.085 -0.1% 79.450
High 78.810 79.090 0.280 0.4% 79.580
Low 78.355 78.150 -0.205 -0.3% 78.010
Close 78.552 78.912 0.360 0.5% 78.731
Range 0.455 0.940 0.485 106.6% 1.570
ATR 0.764 0.777 0.013 1.6% 0.000
Volume 15,682 22,613 6,931 44.2% 117,998
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 81.537 81.165 79.429
R3 80.597 80.225 79.171
R2 79.657 79.657 79.084
R1 79.285 79.285 78.998 79.471
PP 78.717 78.717 78.717 78.811
S1 78.345 78.345 78.826 78.531
S2 77.777 77.777 78.740
S3 76.837 77.405 78.654
S4 75.897 76.465 78.395
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 83.484 82.677 79.595
R3 81.914 81.107 79.163
R2 80.344 80.344 79.019
R1 79.537 79.537 78.875 79.156
PP 78.774 78.774 78.774 78.583
S1 77.967 77.967 78.587 77.586
S2 77.204 77.204 78.443
S3 75.634 76.397 78.299
S4 74.064 74.827 77.868
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.090 78.060 1.030 1.3% 0.639 0.8% 83% True False 19,300
10 79.875 78.010 1.865 2.4% 0.721 0.9% 48% False False 20,829
20 79.875 76.920 2.955 3.7% 0.734 0.9% 67% False False 22,295
40 79.875 74.860 5.015 6.4% 0.804 1.0% 81% False False 26,623
60 80.430 74.860 5.570 7.1% 0.834 1.1% 73% False False 28,914
80 80.430 73.900 6.530 8.3% 0.791 1.0% 77% False False 23,147
100 80.430 73.900 6.530 8.3% 0.762 1.0% 77% False False 18,538
120 80.430 73.900 6.530 8.3% 0.690 0.9% 77% False False 15,457
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.176
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 83.085
2.618 81.551
1.618 80.611
1.000 80.030
0.618 79.671
HIGH 79.090
0.618 78.731
0.500 78.620
0.382 78.509
LOW 78.150
0.618 77.569
1.000 77.210
1.618 76.629
2.618 75.689
4.250 74.155
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 78.815 78.815
PP 78.717 78.717
S1 78.620 78.620

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.