ICE US Dollar Index Future September 2017
Trading Metrics calculated at close of trading on 15-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
96.725 |
96.625 |
-0.100 |
-0.1% |
96.470 |
High |
96.810 |
97.260 |
0.450 |
0.5% |
97.225 |
Low |
96.020 |
96.515 |
0.495 |
0.5% |
96.215 |
Close |
96.591 |
97.152 |
0.561 |
0.6% |
97.014 |
Range |
0.790 |
0.745 |
-0.045 |
-5.7% |
1.010 |
ATR |
0.492 |
0.510 |
0.018 |
3.7% |
0.000 |
Volume |
21,432 |
28,822 |
7,390 |
34.5% |
13,669 |
|
Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.211 |
98.926 |
97.562 |
|
R3 |
98.466 |
98.181 |
97.357 |
|
R2 |
97.721 |
97.721 |
97.289 |
|
R1 |
97.436 |
97.436 |
97.220 |
97.578 |
PP |
96.976 |
96.976 |
96.976 |
97.047 |
S1 |
96.691 |
96.691 |
97.084 |
96.834 |
S2 |
96.231 |
96.231 |
97.015 |
|
S3 |
95.486 |
95.946 |
96.947 |
|
S4 |
94.741 |
95.201 |
96.742 |
|
|
Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.848 |
99.441 |
97.570 |
|
R3 |
98.838 |
98.431 |
97.292 |
|
R2 |
97.828 |
97.828 |
97.199 |
|
R1 |
97.421 |
97.421 |
97.107 |
97.625 |
PP |
96.818 |
96.818 |
96.818 |
96.920 |
S1 |
96.411 |
96.411 |
96.921 |
96.615 |
S2 |
95.808 |
95.808 |
96.829 |
|
S3 |
94.798 |
95.401 |
96.736 |
|
S4 |
93.788 |
94.391 |
96.459 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.260 |
96.020 |
1.240 |
1.3% |
0.491 |
0.5% |
91% |
True |
False |
15,289 |
10 |
97.260 |
96.020 |
1.240 |
1.3% |
0.468 |
0.5% |
91% |
True |
False |
8,655 |
20 |
97.560 |
96.020 |
1.540 |
1.6% |
0.482 |
0.5% |
74% |
False |
False |
4,649 |
40 |
99.755 |
96.020 |
3.735 |
3.8% |
0.491 |
0.5% |
30% |
False |
False |
2,545 |
60 |
101.090 |
96.020 |
5.070 |
5.2% |
0.485 |
0.5% |
22% |
False |
False |
1,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.426 |
2.618 |
99.210 |
1.618 |
98.465 |
1.000 |
98.005 |
0.618 |
97.720 |
HIGH |
97.260 |
0.618 |
96.975 |
0.500 |
96.888 |
0.382 |
96.800 |
LOW |
96.515 |
0.618 |
96.055 |
1.000 |
95.770 |
1.618 |
95.310 |
2.618 |
94.565 |
4.250 |
93.349 |
|
|
Fisher Pivots for day following 15-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
97.064 |
96.981 |
PP |
96.976 |
96.811 |
S1 |
96.888 |
96.640 |
|