ICE US Dollar Index Future December 2012


Trading Metrics calculated at close of trading on 01-Oct-2012
Day Change Summary
Previous Current
28-Sep-2012 01-Oct-2012 Change Change % Previous Week
Open 79.625 80.045 0.420 0.5% 79.420
High 80.090 80.250 0.160 0.2% 80.090
Low 79.420 79.670 0.250 0.3% 79.375
Close 80.025 79.909 -0.116 -0.1% 80.025
Range 0.670 0.580 -0.090 -13.4% 0.715
ATR 0.482 0.489 0.007 1.4% 0.000
Volume 22,453 18,311 -4,142 -18.4% 92,162
Daily Pivots for day following 01-Oct-2012
Classic Woodie Camarilla DeMark
R4 81.683 81.376 80.228
R3 81.103 80.796 80.069
R2 80.523 80.523 80.015
R1 80.216 80.216 79.962 80.080
PP 79.943 79.943 79.943 79.875
S1 79.636 79.636 79.856 79.500
S2 79.363 79.363 79.803
S3 78.783 79.056 79.750
S4 78.203 78.476 79.590
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 81.975 81.715 80.418
R3 81.260 81.000 80.222
R2 80.545 80.545 80.156
R1 80.285 80.285 80.091 80.415
PP 79.830 79.830 79.830 79.895
S1 79.570 79.570 79.959 79.700
S2 79.115 79.115 79.894
S3 78.400 78.855 79.828
S4 77.685 78.140 79.632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.250 79.375 0.875 1.1% 0.500 0.6% 61% True False 18,493
10 80.250 79.035 1.215 1.5% 0.469 0.6% 72% True False 19,056
20 81.950 78.725 3.225 4.0% 0.509 0.6% 37% False False 15,000
40 83.250 78.725 4.525 5.7% 0.425 0.5% 26% False False 7,535
60 84.610 78.725 5.885 7.4% 0.427 0.5% 20% False False 5,034
80 84.610 78.725 5.885 7.4% 0.374 0.5% 20% False False 3,811
100 84.610 78.725 5.885 7.4% 0.299 0.4% 20% False False 3,049
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.111
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.715
2.618 81.768
1.618 81.188
1.000 80.830
0.618 80.608
HIGH 80.250
0.618 80.028
0.500 79.960
0.382 79.892
LOW 79.670
0.618 79.312
1.000 79.090
1.618 78.732
2.618 78.152
4.250 77.205
Fisher Pivots for day following 01-Oct-2012
Pivot 1 day 3 day
R1 79.960 79.884
PP 79.943 79.860
S1 79.926 79.835

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.