ICE US Dollar Index Future September 2017
Trading Metrics calculated at close of trading on 14-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
95.530 |
95.550 |
0.020 |
0.0% |
95.795 |
High |
95.695 |
95.615 |
-0.080 |
-0.1% |
95.960 |
Low |
95.245 |
94.870 |
-0.375 |
-0.4% |
94.870 |
Close |
95.508 |
94.930 |
-0.578 |
-0.6% |
94.930 |
Range |
0.450 |
0.745 |
0.295 |
65.6% |
1.090 |
ATR |
0.483 |
0.502 |
0.019 |
3.9% |
0.000 |
Volume |
18,647 |
23,335 |
4,688 |
25.1% |
99,290 |
|
Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.373 |
96.897 |
95.340 |
|
R3 |
96.628 |
96.152 |
95.135 |
|
R2 |
95.883 |
95.883 |
95.067 |
|
R1 |
95.407 |
95.407 |
94.998 |
95.273 |
PP |
95.138 |
95.138 |
95.138 |
95.071 |
S1 |
94.662 |
94.662 |
94.862 |
94.527 |
S2 |
94.393 |
94.393 |
94.793 |
|
S3 |
93.648 |
93.917 |
94.725 |
|
S4 |
92.903 |
93.172 |
94.520 |
|
|
Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.523 |
97.817 |
95.530 |
|
R3 |
97.433 |
96.727 |
95.230 |
|
R2 |
96.343 |
96.343 |
95.130 |
|
R1 |
95.637 |
95.637 |
95.030 |
95.445 |
PP |
95.253 |
95.253 |
95.253 |
95.158 |
S1 |
94.547 |
94.547 |
94.830 |
94.355 |
S2 |
94.163 |
94.163 |
94.730 |
|
S3 |
93.073 |
93.457 |
94.630 |
|
S4 |
91.983 |
92.367 |
94.331 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.960 |
94.870 |
1.090 |
1.1% |
0.495 |
0.5% |
6% |
False |
True |
19,858 |
10 |
96.255 |
94.870 |
1.385 |
1.5% |
0.481 |
0.5% |
4% |
False |
True |
19,339 |
20 |
97.515 |
94.870 |
2.645 |
2.8% |
0.488 |
0.5% |
2% |
False |
True |
22,199 |
40 |
97.560 |
94.870 |
2.690 |
2.8% |
0.485 |
0.5% |
2% |
False |
True |
13,424 |
60 |
99.755 |
94.870 |
4.885 |
5.1% |
0.490 |
0.5% |
1% |
False |
True |
9,096 |
80 |
101.090 |
94.870 |
6.220 |
6.6% |
0.486 |
0.5% |
1% |
False |
True |
6,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.781 |
2.618 |
97.565 |
1.618 |
96.820 |
1.000 |
96.360 |
0.618 |
96.075 |
HIGH |
95.615 |
0.618 |
95.330 |
0.500 |
95.243 |
0.382 |
95.155 |
LOW |
94.870 |
0.618 |
94.410 |
1.000 |
94.125 |
1.618 |
93.665 |
2.618 |
92.920 |
4.250 |
91.704 |
|
|
Fisher Pivots for day following 14-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
95.243 |
95.308 |
PP |
95.138 |
95.182 |
S1 |
95.034 |
95.056 |
|