ICE US Dollar Index Future September 2017
Trading Metrics calculated at close of trading on 31-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
93.675 |
93.170 |
-0.505 |
-0.5% |
93.785 |
High |
93.795 |
93.385 |
-0.410 |
-0.4% |
94.115 |
Low |
93.100 |
92.635 |
-0.465 |
-0.5% |
93.000 |
Close |
93.114 |
92.718 |
-0.396 |
-0.4% |
93.114 |
Range |
0.695 |
0.750 |
0.055 |
7.9% |
1.115 |
ATR |
0.577 |
0.590 |
0.012 |
2.1% |
0.000 |
Volume |
24,440 |
29,881 |
5,441 |
22.3% |
124,811 |
|
Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.163 |
94.690 |
93.131 |
|
R3 |
94.413 |
93.940 |
92.924 |
|
R2 |
93.663 |
93.663 |
92.856 |
|
R1 |
93.190 |
93.190 |
92.787 |
93.052 |
PP |
92.913 |
92.913 |
92.913 |
92.843 |
S1 |
92.440 |
92.440 |
92.649 |
92.302 |
S2 |
92.163 |
92.163 |
92.581 |
|
S3 |
91.413 |
91.690 |
92.512 |
|
S4 |
90.663 |
90.940 |
92.306 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.755 |
96.049 |
93.727 |
|
R3 |
95.640 |
94.934 |
93.421 |
|
R2 |
94.525 |
94.525 |
93.318 |
|
R1 |
93.819 |
93.819 |
93.216 |
93.615 |
PP |
93.410 |
93.410 |
93.410 |
93.307 |
S1 |
92.704 |
92.704 |
93.012 |
92.500 |
S2 |
92.295 |
92.295 |
92.910 |
|
S3 |
91.180 |
91.589 |
92.807 |
|
S4 |
90.065 |
90.474 |
92.501 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.115 |
92.635 |
1.480 |
1.6% |
0.758 |
0.8% |
6% |
False |
True |
28,260 |
10 |
94.980 |
92.635 |
2.345 |
2.5% |
0.662 |
0.7% |
4% |
False |
True |
26,399 |
20 |
96.255 |
92.635 |
3.620 |
3.9% |
0.570 |
0.6% |
2% |
False |
True |
22,468 |
40 |
97.515 |
92.635 |
4.880 |
5.3% |
0.518 |
0.6% |
2% |
False |
True |
20,118 |
60 |
99.565 |
92.635 |
6.930 |
7.5% |
0.520 |
0.6% |
1% |
False |
True |
13,666 |
80 |
101.090 |
92.635 |
8.455 |
9.1% |
0.515 |
0.6% |
1% |
False |
True |
10,293 |
100 |
101.645 |
92.635 |
9.010 |
9.7% |
0.504 |
0.5% |
1% |
False |
True |
8,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.573 |
2.618 |
95.349 |
1.618 |
94.599 |
1.000 |
94.135 |
0.618 |
93.849 |
HIGH |
93.385 |
0.618 |
93.099 |
0.500 |
93.010 |
0.382 |
92.922 |
LOW |
92.635 |
0.618 |
92.172 |
1.000 |
91.885 |
1.618 |
91.422 |
2.618 |
90.672 |
4.250 |
89.448 |
|
|
Fisher Pivots for day following 31-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
93.010 |
93.293 |
PP |
92.913 |
93.101 |
S1 |
92.815 |
92.910 |
|