ICE US Dollar Index Future September 2017
Trading Metrics calculated at close of trading on 02-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2017 |
02-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
92.805 |
92.905 |
0.100 |
0.1% |
93.785 |
High |
92.970 |
93.030 |
0.060 |
0.1% |
94.115 |
Low |
92.640 |
92.390 |
-0.250 |
-0.3% |
93.000 |
Close |
92.901 |
92.699 |
-0.202 |
-0.2% |
93.114 |
Range |
0.330 |
0.640 |
0.310 |
93.9% |
1.115 |
ATR |
0.571 |
0.576 |
0.005 |
0.9% |
0.000 |
Volume |
18,708 |
20,522 |
1,814 |
9.7% |
124,811 |
|
Daily Pivots for day following 02-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.626 |
94.303 |
93.051 |
|
R3 |
93.986 |
93.663 |
92.875 |
|
R2 |
93.346 |
93.346 |
92.816 |
|
R1 |
93.023 |
93.023 |
92.758 |
92.865 |
PP |
92.706 |
92.706 |
92.706 |
92.627 |
S1 |
92.383 |
92.383 |
92.640 |
92.225 |
S2 |
92.066 |
92.066 |
92.582 |
|
S3 |
91.426 |
91.743 |
92.523 |
|
S4 |
90.786 |
91.103 |
92.347 |
|
|
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 |
93.950 |
92.390 |
1.560 |
1.7% |
0.673 |
0.7% |
20% |
False |
True |
25,471 |
10 |
94.980 |
92.390 |
2.590 |
2.8% |
0.664 |
0.7% |
12% |
False |
True |
25,771 |
20 |
96.110 |
92.390 |
3.720 |
4.0% |
0.567 |
0.6% |
8% |
False |
True |
22,477 |
40 |
97.515 |
92.390 |
5.125 |
5.5% |
0.529 |
0.6% |
6% |
False |
True |
21,025 |
60 |
99.565 |
92.390 |
7.175 |
7.7% |
0.517 |
0.6% |
4% |
False |
True |
14,310 |
80 |
100.805 |
92.390 |
8.415 |
9.1% |
0.514 |
0.6% |
4% |
False |
True |
10,778 |
100 |
101.440 |
92.390 |
9.050 |
9.8% |
0.503 |
0.5% |
3% |
False |
True |
8,653 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.750 |
2.618 |
94.705 |
1.618 |
94.066 |
1.000 |
93.670 |
0.618 |
93.426 |
HIGH |
93.030 |
0.618 |
92.786 |
0.500 |
92.710 |
0.382 |
92.634 |
LOW |
92.390 |
0.618 |
91.994 |
1.000 |
91.750 |
1.618 |
91.355 |
2.618 |
90.715 |
4.250 |
89.670 |
|
|
Fisher Pivots for day following 02-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
92.710 |
92.888 |
PP |
92.706 |
92.825 |
S1 |
92.703 |
92.762 |
|