ICE US Dollar Index Future September 2017
Trading Metrics calculated at close of trading on 05-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
96.960 |
96.470 |
-0.490 |
-0.5% |
97.170 |
High |
97.025 |
96.700 |
-0.325 |
-0.3% |
97.480 |
Low |
96.385 |
96.440 |
0.055 |
0.1% |
96.385 |
Close |
96.450 |
96.539 |
0.089 |
0.1% |
96.450 |
Range |
0.640 |
0.260 |
-0.380 |
-59.4% |
1.095 |
ATR |
0.520 |
0.501 |
-0.019 |
-3.6% |
0.000 |
Volume |
2,086 |
1,231 |
-855 |
-41.0% |
4,834 |
|
Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.340 |
97.199 |
96.682 |
|
R3 |
97.080 |
96.939 |
96.611 |
|
R2 |
96.820 |
96.820 |
96.587 |
|
R1 |
96.679 |
96.679 |
96.563 |
96.750 |
PP |
96.560 |
96.560 |
96.560 |
96.595 |
S1 |
96.419 |
96.419 |
96.515 |
96.490 |
S2 |
96.300 |
96.300 |
96.491 |
|
S3 |
96.040 |
96.159 |
96.468 |
|
S4 |
95.780 |
95.899 |
96.396 |
|
|
Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.057 |
99.348 |
97.052 |
|
R3 |
98.962 |
98.253 |
96.751 |
|
R2 |
97.867 |
97.867 |
96.651 |
|
R1 |
97.158 |
97.158 |
96.550 |
96.965 |
PP |
96.772 |
96.772 |
96.772 |
96.675 |
S1 |
96.063 |
96.063 |
96.350 |
95.870 |
S2 |
95.677 |
95.677 |
96.249 |
|
S3 |
94.582 |
94.968 |
96.149 |
|
S4 |
93.487 |
93.873 |
95.848 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.480 |
96.385 |
1.095 |
1.1% |
0.490 |
0.5% |
14% |
False |
False |
1,191 |
10 |
97.480 |
96.385 |
1.095 |
1.1% |
0.448 |
0.5% |
14% |
False |
False |
855 |
20 |
99.565 |
96.385 |
3.180 |
3.3% |
0.509 |
0.5% |
5% |
False |
False |
809 |
40 |
101.090 |
96.385 |
4.705 |
4.9% |
0.501 |
0.5% |
3% |
False |
False |
494 |
60 |
101.440 |
96.385 |
5.055 |
5.2% |
0.487 |
0.5% |
3% |
False |
False |
381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.805 |
2.618 |
97.381 |
1.618 |
97.121 |
1.000 |
96.960 |
0.618 |
96.861 |
HIGH |
96.700 |
0.618 |
96.601 |
0.500 |
96.570 |
0.382 |
96.539 |
LOW |
96.440 |
0.618 |
96.279 |
1.000 |
96.180 |
1.618 |
96.019 |
2.618 |
95.759 |
4.250 |
95.335 |
|
|
Fisher Pivots for day following 05-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
96.570 |
96.728 |
PP |
96.560 |
96.665 |
S1 |
96.549 |
96.602 |
|