ICE US Dollar Index Future September 2017
Trading Metrics calculated at close of trading on 30-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
95.770 |
95.310 |
-0.460 |
-0.5% |
96.940 |
High |
95.780 |
95.565 |
-0.215 |
-0.2% |
97.160 |
Low |
95.270 |
95.225 |
-0.045 |
0.0% |
95.225 |
Close |
95.366 |
95.421 |
0.055 |
0.1% |
95.421 |
Range |
0.510 |
0.340 |
-0.170 |
-33.3% |
1.935 |
ATR |
0.513 |
0.501 |
-0.012 |
-2.4% |
0.000 |
Volume |
22,606 |
20,291 |
-2,315 |
-10.2% |
131,907 |
|
Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.424 |
96.262 |
95.608 |
|
R3 |
96.084 |
95.922 |
95.515 |
|
R2 |
95.744 |
95.744 |
95.483 |
|
R1 |
95.582 |
95.582 |
95.452 |
95.663 |
PP |
95.404 |
95.404 |
95.404 |
95.444 |
S1 |
95.242 |
95.242 |
95.390 |
95.323 |
S2 |
95.064 |
95.064 |
95.359 |
|
S3 |
94.724 |
94.902 |
95.328 |
|
S4 |
94.384 |
94.562 |
95.234 |
|
|
Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
101.740 |
100.516 |
96.485 |
|
R3 |
99.805 |
98.581 |
95.953 |
|
R2 |
97.870 |
97.870 |
95.776 |
|
R1 |
96.646 |
96.646 |
95.598 |
96.291 |
PP |
95.935 |
95.935 |
95.935 |
95.758 |
S1 |
94.711 |
94.711 |
95.244 |
94.356 |
S2 |
94.000 |
94.000 |
95.066 |
|
S3 |
92.065 |
92.776 |
94.889 |
|
S4 |
90.130 |
90.841 |
94.357 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
97.160 |
95.225 |
1.935 |
2.0% |
0.592 |
0.6% |
10% |
False |
True |
26,381 |
10 |
97.515 |
95.225 |
2.290 |
2.4% |
0.483 |
0.5% |
9% |
False |
True |
23,619 |
20 |
97.515 |
95.225 |
2.290 |
2.4% |
0.466 |
0.5% |
9% |
False |
True |
17,767 |
40 |
99.565 |
95.225 |
4.340 |
4.5% |
0.495 |
0.5% |
5% |
False |
True |
9,265 |
60 |
101.090 |
95.225 |
5.865 |
6.1% |
0.496 |
0.5% |
3% |
False |
True |
6,235 |
80 |
101.645 |
95.225 |
6.420 |
6.7% |
0.488 |
0.5% |
3% |
False |
True |
4,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.010 |
2.618 |
96.455 |
1.618 |
96.115 |
1.000 |
95.905 |
0.618 |
95.775 |
HIGH |
95.565 |
0.618 |
95.435 |
0.500 |
95.395 |
0.382 |
95.355 |
LOW |
95.225 |
0.618 |
95.015 |
1.000 |
94.885 |
1.618 |
94.675 |
2.618 |
94.335 |
4.250 |
93.780 |
|
|
Fisher Pivots for day following 30-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
95.412 |
95.773 |
PP |
95.404 |
95.655 |
S1 |
95.395 |
95.538 |
|