ICE US Dollar Index Future March 2012


Trading Metrics calculated at close of trading on 31-Oct-2011
Day Change Summary
Previous Current
28-Oct-2011 31-Oct-2011 Change Change % Previous Week
Open 75.745 75.875 0.130 0.2% 77.100
High 75.750 76.875 1.125 1.5% 77.250
Low 75.500 75.875 0.375 0.5% 75.255
Close 75.581 76.706 1.125 1.5% 75.581
Range 0.250 1.000 0.750 300.0% 1.995
ATR 0.557 0.610 0.053 9.4% 0.000
Volume 53 15 -38 -71.7% 124
Daily Pivots for day following 31-Oct-2011
Classic Woodie Camarilla DeMark
R4 79.485 79.096 77.256
R3 78.485 78.096 76.981
R2 77.485 77.485 76.889
R1 77.096 77.096 76.798 77.291
PP 76.485 76.485 76.485 76.583
S1 76.096 76.096 76.614 76.291
S2 75.485 75.485 76.523
S3 74.485 75.096 76.431
S4 73.485 74.096 76.156
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 82.014 80.792 76.678
R3 80.019 78.797 76.130
R2 78.024 78.024 75.947
R1 76.802 76.802 75.764 76.416
PP 76.029 76.029 76.029 75.835
S1 74.807 74.807 75.398 74.421
S2 74.034 74.034 75.215
S3 72.039 72.812 75.032
S4 70.044 70.817 74.484
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.250 75.255 1.995 2.6% 0.641 0.8% 73% False False 26
10 78.150 75.255 2.895 3.8% 0.518 0.7% 50% False False 17
20 80.490 75.255 5.235 6.8% 0.421 0.5% 28% False False 13
40 80.490 75.255 5.235 6.8% 0.275 0.4% 28% False False 46
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 0.054
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.125
2.618 79.493
1.618 78.493
1.000 77.875
0.618 77.493
HIGH 76.875
0.618 76.493
0.500 76.375
0.382 76.257
LOW 75.875
0.618 75.257
1.000 74.875
1.618 74.257
2.618 73.257
4.250 71.625
Fisher Pivots for day following 31-Oct-2011
Pivot 1 day 3 day
R1 76.596 76.492
PP 76.485 76.279
S1 76.375 76.065

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.