ICE US Dollar Index Future September 2017
Trading Metrics calculated at close of trading on 27-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
93.955 |
93.325 |
-0.630 |
-0.7% |
94.885 |
High |
94.115 |
93.950 |
-0.165 |
-0.2% |
95.120 |
Low |
93.220 |
93.000 |
-0.220 |
-0.2% |
93.670 |
Close |
93.505 |
93.715 |
0.210 |
0.2% |
93.679 |
Range |
0.895 |
0.950 |
0.055 |
6.1% |
1.450 |
ATR |
0.539 |
0.568 |
0.029 |
5.5% |
0.000 |
Volume |
30,052 |
33,805 |
3,753 |
12.5% |
121,578 |
|
Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.405 |
96.010 |
94.238 |
|
R3 |
95.455 |
95.060 |
93.976 |
|
R2 |
94.505 |
94.505 |
93.889 |
|
R1 |
94.110 |
94.110 |
93.802 |
94.308 |
PP |
93.555 |
93.555 |
93.555 |
93.654 |
S1 |
93.160 |
93.160 |
93.628 |
93.358 |
S2 |
92.605 |
92.605 |
93.541 |
|
S3 |
91.655 |
92.210 |
93.454 |
|
S4 |
90.705 |
91.260 |
93.193 |
|
|
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 |
94.170 |
93.000 |
1.170 |
1.2% |
0.628 |
0.7% |
61% |
False |
True |
23,188 |
10 |
95.615 |
93.000 |
2.615 |
2.8% |
0.624 |
0.7% |
27% |
False |
True |
24,528 |
20 |
96.255 |
93.000 |
3.255 |
3.5% |
0.541 |
0.6% |
22% |
False |
True |
21,897 |
40 |
97.515 |
93.000 |
4.515 |
4.8% |
0.508 |
0.5% |
16% |
False |
True |
18,825 |
60 |
99.565 |
93.000 |
6.565 |
7.0% |
0.515 |
0.5% |
11% |
False |
True |
12,769 |
80 |
101.090 |
93.000 |
8.090 |
8.6% |
0.509 |
0.5% |
9% |
False |
True |
9,617 |
100 |
101.990 |
93.000 |
8.990 |
9.6% |
0.500 |
0.5% |
8% |
False |
True |
7,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.988 |
2.618 |
96.437 |
1.618 |
95.487 |
1.000 |
94.900 |
0.618 |
94.537 |
HIGH |
93.950 |
0.618 |
93.587 |
0.500 |
93.475 |
0.382 |
93.363 |
LOW |
93.000 |
0.618 |
92.413 |
1.000 |
92.050 |
1.618 |
91.463 |
2.618 |
90.513 |
4.250 |
88.963 |
|
|
Fisher Pivots for day following 27-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
93.635 |
93.663 |
PP |
93.555 |
93.610 |
S1 |
93.475 |
93.558 |
|