ICE US Dollar Index Future September 2017
Trading Metrics calculated at close of trading on 26-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
93.850 |
93.955 |
0.105 |
0.1% |
94.885 |
High |
93.960 |
94.115 |
0.155 |
0.2% |
95.120 |
Low |
93.460 |
93.220 |
-0.240 |
-0.3% |
93.670 |
Close |
93.888 |
93.505 |
-0.383 |
-0.4% |
93.679 |
Range |
0.500 |
0.895 |
0.395 |
79.0% |
1.450 |
ATR |
0.511 |
0.539 |
0.027 |
5.4% |
0.000 |
Volume |
23,124 |
30,052 |
6,928 |
30.0% |
121,578 |
|
Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.298 |
95.797 |
93.997 |
|
R3 |
95.403 |
94.902 |
93.751 |
|
R2 |
94.508 |
94.508 |
93.669 |
|
R1 |
94.007 |
94.007 |
93.587 |
93.810 |
PP |
93.613 |
93.613 |
93.613 |
93.515 |
S1 |
93.112 |
93.112 |
93.423 |
92.915 |
S2 |
92.718 |
92.718 |
93.341 |
|
S3 |
91.823 |
92.217 |
93.259 |
|
S4 |
90.928 |
91.322 |
93.013 |
|
|
Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
98.506 |
97.543 |
94.476 |
|
R3 |
97.056 |
96.093 |
94.078 |
|
R2 |
95.606 |
95.606 |
93.945 |
|
R1 |
94.643 |
94.643 |
93.812 |
94.400 |
PP |
94.156 |
94.156 |
94.156 |
94.035 |
S1 |
93.193 |
93.193 |
93.546 |
92.950 |
S2 |
92.706 |
92.706 |
93.413 |
|
S3 |
91.256 |
91.743 |
93.280 |
|
S4 |
89.806 |
90.293 |
92.882 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.980 |
93.220 |
1.760 |
1.9% |
0.656 |
0.7% |
16% |
False |
True |
26,072 |
10 |
95.695 |
93.220 |
2.475 |
2.6% |
0.574 |
0.6% |
12% |
False |
True |
23,012 |
20 |
96.320 |
93.220 |
3.100 |
3.3% |
0.526 |
0.6% |
9% |
False |
True |
22,196 |
40 |
97.515 |
93.220 |
4.295 |
4.6% |
0.500 |
0.5% |
7% |
False |
True |
18,008 |
60 |
99.565 |
93.220 |
6.345 |
6.8% |
0.507 |
0.5% |
4% |
False |
True |
12,208 |
80 |
101.090 |
93.220 |
7.870 |
8.4% |
0.500 |
0.5% |
4% |
False |
True |
9,195 |
100 |
101.990 |
93.220 |
8.770 |
9.4% |
0.493 |
0.5% |
3% |
False |
True |
7,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.919 |
2.618 |
96.458 |
1.618 |
95.563 |
1.000 |
95.010 |
0.618 |
94.668 |
HIGH |
94.115 |
0.618 |
93.773 |
0.500 |
93.668 |
0.382 |
93.562 |
LOW |
93.220 |
0.618 |
92.667 |
1.000 |
92.325 |
1.618 |
91.772 |
2.618 |
90.877 |
4.250 |
89.416 |
|
|
Fisher Pivots for day following 26-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
93.668 |
93.668 |
PP |
93.613 |
93.613 |
S1 |
93.559 |
93.559 |
|