ICE US Dollar Index Future September 2012


Trading Metrics calculated at close of trading on 01-Aug-2012
Day Change Summary
Previous Current
31-Jul-2012 01-Aug-2012 Change Change % Previous Week
Open 82.865 82.780 -0.085 -0.1% 83.750
High 82.935 83.270 0.335 0.4% 84.245
Low 82.560 82.540 -0.020 0.0% 82.400
Close 82.710 83.178 0.468 0.6% 82.765
Range 0.375 0.730 0.355 94.7% 1.845
ATR 0.589 0.599 0.010 1.7% 0.000
Volume 14,739 20,038 5,299 36.0% 130,374
Daily Pivots for day following 01-Aug-2012
Classic Woodie Camarilla DeMark
R4 85.186 84.912 83.580
R3 84.456 84.182 83.379
R2 83.726 83.726 83.312
R1 83.452 83.452 83.245 83.589
PP 82.996 82.996 82.996 83.065
S1 82.722 82.722 83.111 82.859
S2 82.266 82.266 83.044
S3 81.536 81.992 82.977
S4 80.806 81.262 82.777
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 88.672 87.563 83.780
R3 86.827 85.718 83.272
R2 84.982 84.982 83.103
R1 83.873 83.873 82.934 83.505
PP 83.137 83.137 83.137 82.953
S1 82.028 82.028 82.596 81.660
S2 81.292 81.292 82.427
S3 79.447 80.183 82.258
S4 77.602 78.338 81.750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.850 82.400 1.450 1.7% 0.655 0.8% 54% False False 23,755
10 84.245 82.400 1.845 2.2% 0.588 0.7% 42% False False 22,025
20 84.245 82.180 2.065 2.5% 0.578 0.7% 48% False False 21,607
40 84.245 81.390 2.855 3.4% 0.613 0.7% 63% False False 22,067
60 84.245 80.320 3.925 4.7% 0.564 0.7% 73% False False 14,825
80 84.245 79.025 5.220 6.3% 0.479 0.6% 80% False False 11,130
100 84.245 79.025 5.220 6.3% 0.409 0.5% 80% False False 8,906
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.090
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 86.373
2.618 85.181
1.618 84.451
1.000 84.000
0.618 83.721
HIGH 83.270
0.618 82.991
0.500 82.905
0.382 82.819
LOW 82.540
0.618 82.089
1.000 81.810
1.618 81.359
2.618 80.629
4.250 79.438
Fisher Pivots for day following 01-Aug-2012
Pivot 1 day 3 day
R1 83.087 83.087
PP 82.996 82.996
S1 82.905 82.905

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.