ICE US Dollar Index Future September 2017
Trading Metrics calculated at close of trading on 06-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2017 |
06-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
95.905 |
96.005 |
0.100 |
0.1% |
96.940 |
High |
96.255 |
96.110 |
-0.145 |
-0.2% |
97.160 |
Low |
95.825 |
95.560 |
-0.265 |
-0.3% |
95.225 |
Close |
96.059 |
95.575 |
-0.484 |
-0.5% |
95.421 |
Range |
0.430 |
0.550 |
0.120 |
27.9% |
1.935 |
ATR |
0.503 |
0.506 |
0.003 |
0.7% |
0.000 |
Volume |
19,131 |
14,274 |
-4,857 |
-25.4% |
131,907 |
|
Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.398 |
97.037 |
95.878 |
|
R3 |
96.848 |
96.487 |
95.726 |
|
R2 |
96.298 |
96.298 |
95.676 |
|
R1 |
95.937 |
95.937 |
95.625 |
95.843 |
PP |
95.748 |
95.748 |
95.748 |
95.701 |
S1 |
95.387 |
95.387 |
95.525 |
95.293 |
S2 |
95.198 |
95.198 |
95.474 |
|
S3 |
94.648 |
94.837 |
95.424 |
|
S4 |
94.098 |
94.287 |
95.273 |
|
|
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 |
96.255 |
95.225 |
1.030 |
1.1% |
0.488 |
0.5% |
34% |
False |
False |
19,243 |
10 |
97.350 |
95.225 |
2.125 |
2.2% |
0.522 |
0.5% |
16% |
False |
False |
22,678 |
20 |
97.515 |
95.225 |
2.290 |
2.4% |
0.493 |
0.5% |
15% |
False |
False |
20,197 |
40 |
99.565 |
95.225 |
4.340 |
4.5% |
0.498 |
0.5% |
8% |
False |
False |
10,574 |
60 |
100.555 |
95.225 |
5.330 |
5.6% |
0.499 |
0.5% |
7% |
False |
False |
7,115 |
80 |
101.370 |
95.225 |
6.145 |
6.4% |
0.489 |
0.5% |
6% |
False |
False |
5,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.448 |
2.618 |
97.550 |
1.618 |
97.000 |
1.000 |
96.660 |
0.618 |
96.450 |
HIGH |
96.110 |
0.618 |
95.900 |
0.500 |
95.835 |
0.382 |
95.770 |
LOW |
95.560 |
0.618 |
95.220 |
1.000 |
95.010 |
1.618 |
94.670 |
2.618 |
94.120 |
4.250 |
93.223 |
|
|
Fisher Pivots for day following 06-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
95.835 |
95.820 |
PP |
95.748 |
95.738 |
S1 |
95.662 |
95.657 |
|