ICE US Dollar Index Future September 2017
Trading Metrics calculated at close of trading on 27-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
96.940 |
97.120 |
0.180 |
0.2% |
96.850 |
High |
97.160 |
97.155 |
-0.005 |
0.0% |
97.515 |
Low |
96.810 |
96.045 |
-0.765 |
-0.8% |
96.750 |
Close |
97.116 |
96.093 |
-1.023 |
-1.1% |
96.942 |
Range |
0.350 |
1.110 |
0.760 |
217.1% |
0.765 |
ATR |
0.456 |
0.503 |
0.047 |
10.2% |
0.000 |
Volume |
15,454 |
33,761 |
18,307 |
118.5% |
104,286 |
|
Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.761 |
99.037 |
96.703 |
|
R3 |
98.651 |
97.927 |
96.398 |
|
R2 |
97.541 |
97.541 |
96.296 |
|
R1 |
96.817 |
96.817 |
96.195 |
96.624 |
PP |
96.431 |
96.431 |
96.431 |
96.335 |
S1 |
95.707 |
95.707 |
95.991 |
95.514 |
S2 |
95.321 |
95.321 |
95.890 |
|
S3 |
94.211 |
94.597 |
95.788 |
|
S4 |
93.101 |
93.487 |
95.483 |
|
|
Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.364 |
98.918 |
97.363 |
|
R3 |
98.599 |
98.153 |
97.152 |
|
R2 |
97.834 |
97.834 |
97.082 |
|
R1 |
97.388 |
97.388 |
97.012 |
97.611 |
PP |
97.069 |
97.069 |
97.069 |
97.181 |
S1 |
96.623 |
96.623 |
96.872 |
96.846 |
S2 |
96.304 |
96.304 |
96.802 |
|
S3 |
95.539 |
95.858 |
96.732 |
|
S4 |
94.774 |
95.093 |
96.521 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.465 |
96.045 |
1.420 |
1.5% |
0.483 |
0.5% |
3% |
False |
True |
21,032 |
10 |
97.515 |
96.020 |
1.495 |
1.6% |
0.532 |
0.6% |
5% |
False |
False |
23,844 |
20 |
97.515 |
96.020 |
1.495 |
1.6% |
0.474 |
0.5% |
5% |
False |
False |
13,820 |
40 |
99.565 |
96.020 |
3.545 |
3.7% |
0.497 |
0.5% |
2% |
False |
False |
7,214 |
60 |
101.090 |
96.020 |
5.070 |
5.3% |
0.491 |
0.5% |
1% |
False |
False |
4,862 |
80 |
101.990 |
96.020 |
5.970 |
6.2% |
0.485 |
0.5% |
1% |
False |
False |
3,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
101.872 |
2.618 |
100.061 |
1.618 |
98.951 |
1.000 |
98.265 |
0.618 |
97.841 |
HIGH |
97.155 |
0.618 |
96.731 |
0.500 |
96.600 |
0.382 |
96.469 |
LOW |
96.045 |
0.618 |
95.359 |
1.000 |
94.935 |
1.618 |
94.249 |
2.618 |
93.139 |
4.250 |
91.328 |
|
|
Fisher Pivots for day following 27-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
96.600 |
96.670 |
PP |
96.431 |
96.478 |
S1 |
96.262 |
96.285 |
|