ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 78.355 78.875 0.520 0.7% 77.880
High 78.530 78.905 0.375 0.5% 78.800
Low 78.350 78.520 0.170 0.2% 77.330
Close 78.462 78.596 0.134 0.2% 77.551
Range 0.180 0.385 0.205 113.9% 1.470
ATR 0.653 0.638 -0.015 -2.3% 0.000
Volume 7 17 10 142.9% 193
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 79.829 79.597 78.808
R3 79.444 79.212 78.702
R2 79.059 79.059 78.667
R1 78.827 78.827 78.631 78.751
PP 78.674 78.674 78.674 78.635
S1 78.442 78.442 78.561 78.366
S2 78.289 78.289 78.525
S3 77.904 78.057 78.490
S4 77.519 77.672 78.384
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 82.304 81.397 78.360
R3 80.834 79.927 77.955
R2 79.364 79.364 77.821
R1 78.457 78.457 77.686 78.176
PP 77.894 77.894 77.894 77.753
S1 76.987 76.987 77.416 76.706
S2 76.424 76.424 77.282
S3 74.954 75.517 77.147
S4 73.484 74.047 76.743
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.905 77.375 1.530 1.9% 0.465 0.6% 80% True False 35
10 78.905 77.160 1.745 2.2% 0.501 0.6% 82% True False 32
20 78.905 75.255 3.650 4.6% 0.518 0.7% 92% True False 24
40 80.490 75.255 5.235 6.7% 0.416 0.5% 64% False False 16
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.541
2.618 79.913
1.618 79.528
1.000 79.290
0.618 79.143
HIGH 78.905
0.618 78.758
0.500 78.713
0.382 78.667
LOW 78.520
0.618 78.282
1.000 78.135
1.618 77.897
2.618 77.512
4.250 76.884
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 78.713 78.448
PP 78.674 78.300
S1 78.635 78.153

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.