ICE US Dollar Index Future September 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 |
97.135 |
96.740 |
-0.395 |
-0.4% |
96.875 |
High |
97.200 |
97.070 |
-0.130 |
-0.1% |
97.280 |
Low |
96.590 |
96.660 |
0.070 |
0.1% |
96.500 |
Close |
96.649 |
96.936 |
0.287 |
0.3% |
97.164 |
Range |
0.610 |
0.410 |
-0.200 |
-32.8% |
0.780 |
ATR |
0.517 |
0.510 |
-0.007 |
-1.3% |
0.000 |
Volume |
1,119 |
549 |
-570 |
-50.9% |
3,053 |
|
Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.119 |
97.937 |
97.162 |
|
R3 |
97.709 |
97.527 |
97.049 |
|
R2 |
97.299 |
97.299 |
97.011 |
|
R1 |
97.117 |
97.117 |
96.974 |
97.208 |
PP |
96.889 |
96.889 |
96.889 |
96.934 |
S1 |
96.707 |
96.707 |
96.898 |
96.798 |
S2 |
96.479 |
96.479 |
96.861 |
|
S3 |
96.069 |
96.297 |
96.823 |
|
S4 |
95.659 |
95.887 |
96.711 |
|
|
Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.321 |
99.023 |
97.593 |
|
R3 |
98.541 |
98.243 |
97.379 |
|
R2 |
97.761 |
97.761 |
97.307 |
|
R1 |
97.463 |
97.463 |
97.236 |
97.612 |
PP |
96.981 |
96.981 |
96.981 |
97.056 |
S1 |
96.683 |
96.683 |
97.093 |
96.832 |
S2 |
96.201 |
96.201 |
97.021 |
|
S3 |
95.421 |
95.903 |
96.950 |
|
S4 |
94.641 |
95.123 |
96.735 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.480 |
96.590 |
0.890 |
0.9% |
0.439 |
0.5% |
39% |
False |
False |
645 |
10 |
97.560 |
96.500 |
1.060 |
1.1% |
0.495 |
0.5% |
41% |
False |
False |
642 |
20 |
99.565 |
96.500 |
3.065 |
3.2% |
0.511 |
0.5% |
14% |
False |
False |
669 |
40 |
101.090 |
96.500 |
4.590 |
4.7% |
0.504 |
0.5% |
9% |
False |
False |
419 |
60 |
101.990 |
96.500 |
5.490 |
5.7% |
0.494 |
0.5% |
8% |
False |
False |
331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.813 |
2.618 |
98.143 |
1.618 |
97.733 |
1.000 |
97.480 |
0.618 |
97.323 |
HIGH |
97.070 |
0.618 |
96.913 |
0.500 |
96.865 |
0.382 |
96.817 |
LOW |
96.660 |
0.618 |
96.407 |
1.000 |
96.250 |
1.618 |
95.997 |
2.618 |
95.587 |
4.250 |
94.918 |
|
|
Fisher Pivots for day following 01-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
96.912 |
97.035 |
PP |
96.889 |
97.002 |
S1 |
96.865 |
96.969 |
|