ICE US Dollar Index Future June 2017
Trading Metrics calculated at close of trading on 01-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
97.355 |
96.955 |
-0.400 |
-0.4% |
97.030 |
High |
97.425 |
97.270 |
-0.155 |
-0.2% |
97.465 |
Low |
96.795 |
96.850 |
0.055 |
0.1% |
96.700 |
Close |
96.854 |
97.141 |
0.287 |
0.3% |
97.364 |
Range |
0.630 |
0.420 |
-0.210 |
-33.3% |
0.765 |
ATR |
0.572 |
0.561 |
-0.011 |
-1.9% |
0.000 |
Volume |
27,255 |
16,409 |
-10,846 |
-39.8% |
135,499 |
|
Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.347 |
98.164 |
97.372 |
|
R3 |
97.927 |
97.744 |
97.257 |
|
R2 |
97.507 |
97.507 |
97.218 |
|
R1 |
97.324 |
97.324 |
97.180 |
97.416 |
PP |
97.087 |
97.087 |
97.087 |
97.133 |
S1 |
96.904 |
96.904 |
97.103 |
96.996 |
S2 |
96.667 |
96.667 |
97.064 |
|
S3 |
96.247 |
96.484 |
97.026 |
|
S4 |
95.827 |
96.064 |
96.910 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.471 |
99.183 |
97.785 |
|
R3 |
98.706 |
98.418 |
97.574 |
|
R2 |
97.941 |
97.941 |
97.504 |
|
R1 |
97.653 |
97.653 |
97.434 |
97.797 |
PP |
97.176 |
97.176 |
97.176 |
97.249 |
S1 |
96.888 |
96.888 |
97.294 |
97.032 |
S2 |
96.411 |
96.411 |
97.224 |
|
S3 |
95.646 |
96.123 |
97.154 |
|
S4 |
94.881 |
95.358 |
96.943 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.700 |
96.795 |
0.905 |
0.9% |
0.501 |
0.5% |
38% |
False |
False |
23,404 |
10 |
97.970 |
96.700 |
1.270 |
1.3% |
0.566 |
0.6% |
35% |
False |
False |
27,975 |
20 |
99.765 |
96.700 |
3.065 |
3.2% |
0.574 |
0.6% |
14% |
False |
False |
27,006 |
40 |
101.265 |
96.700 |
4.565 |
4.7% |
0.554 |
0.6% |
10% |
False |
False |
25,972 |
60 |
102.125 |
96.700 |
5.425 |
5.6% |
0.545 |
0.6% |
8% |
False |
False |
27,112 |
80 |
102.190 |
96.700 |
5.490 |
5.7% |
0.547 |
0.6% |
8% |
False |
False |
20,970 |
100 |
102.830 |
96.700 |
6.130 |
6.3% |
0.594 |
0.6% |
7% |
False |
False |
16,875 |
120 |
103.750 |
96.700 |
7.050 |
7.3% |
0.612 |
0.6% |
6% |
False |
False |
14,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.055 |
2.618 |
98.370 |
1.618 |
97.950 |
1.000 |
97.690 |
0.618 |
97.530 |
HIGH |
97.270 |
0.618 |
97.110 |
0.500 |
97.060 |
0.382 |
97.010 |
LOW |
96.850 |
0.618 |
96.590 |
1.000 |
96.430 |
1.618 |
96.170 |
2.618 |
95.750 |
4.250 |
95.065 |
|
|
Fisher Pivots for day following 01-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
97.114 |
97.248 |
PP |
97.087 |
97.212 |
S1 |
97.060 |
97.177 |
|