ICE US Dollar Index Future September 2017
Trading Metrics calculated at close of trading on 08-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
96.315 |
96.455 |
0.140 |
0.1% |
97.170 |
High |
96.720 |
96.880 |
0.160 |
0.2% |
97.480 |
Low |
96.215 |
96.350 |
0.135 |
0.1% |
96.385 |
Close |
96.478 |
96.652 |
0.174 |
0.2% |
96.450 |
Range |
0.505 |
0.530 |
0.025 |
5.0% |
1.095 |
ATR |
0.488 |
0.491 |
0.003 |
0.6% |
0.000 |
Volume |
1,808 |
3,302 |
1,494 |
82.6% |
4,834 |
|
Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.217 |
97.965 |
96.944 |
|
R3 |
97.687 |
97.435 |
96.798 |
|
R2 |
97.157 |
97.157 |
96.749 |
|
R1 |
96.905 |
96.905 |
96.701 |
97.031 |
PP |
96.627 |
96.627 |
96.627 |
96.691 |
S1 |
96.375 |
96.375 |
96.603 |
96.501 |
S2 |
96.097 |
96.097 |
96.555 |
|
S3 |
95.567 |
95.845 |
96.506 |
|
S4 |
95.037 |
95.315 |
96.361 |
|
|
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 |
97.025 |
96.215 |
0.810 |
0.8% |
0.445 |
0.5% |
54% |
False |
False |
2,022 |
10 |
97.480 |
96.215 |
1.265 |
1.3% |
0.442 |
0.5% |
35% |
False |
False |
1,334 |
20 |
99.365 |
96.215 |
3.150 |
3.3% |
0.512 |
0.5% |
14% |
False |
False |
1,103 |
40 |
100.320 |
96.215 |
4.105 |
4.2% |
0.497 |
0.5% |
11% |
False |
False |
654 |
60 |
101.090 |
96.215 |
4.875 |
5.0% |
0.477 |
0.5% |
9% |
False |
False |
483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.133 |
2.618 |
98.268 |
1.618 |
97.738 |
1.000 |
97.410 |
0.618 |
97.208 |
HIGH |
96.880 |
0.618 |
96.678 |
0.500 |
96.615 |
0.382 |
96.552 |
LOW |
96.350 |
0.618 |
96.022 |
1.000 |
95.820 |
1.618 |
95.492 |
2.618 |
94.962 |
4.250 |
94.098 |
|
|
Fisher Pivots for day following 08-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
96.640 |
96.617 |
PP |
96.627 |
96.582 |
S1 |
96.615 |
96.548 |
|