ICE US Dollar Index Future September 2017
Trading Metrics calculated at close of trading on 04-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2017 |
04-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
92.775 |
92.610 |
-0.165 |
-0.2% |
93.170 |
High |
92.905 |
93.640 |
0.735 |
0.8% |
93.640 |
Low |
92.555 |
92.580 |
0.025 |
0.0% |
92.390 |
Close |
92.707 |
93.416 |
0.709 |
0.8% |
93.416 |
Range |
0.350 |
1.060 |
0.710 |
202.9% |
1.250 |
ATR |
0.560 |
0.596 |
0.036 |
6.4% |
0.000 |
Volume |
21,576 |
31,041 |
9,465 |
43.9% |
121,728 |
|
Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.392 |
95.964 |
93.999 |
|
R3 |
95.332 |
94.904 |
93.708 |
|
R2 |
94.272 |
94.272 |
93.610 |
|
R1 |
93.844 |
93.844 |
93.513 |
94.058 |
PP |
93.212 |
93.212 |
93.212 |
93.319 |
S1 |
92.784 |
92.784 |
93.319 |
92.998 |
S2 |
92.152 |
92.152 |
93.222 |
|
S3 |
91.092 |
91.724 |
93.124 |
|
S4 |
90.032 |
90.664 |
92.833 |
|
|
Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.899 |
96.407 |
94.104 |
|
R3 |
95.649 |
95.157 |
93.760 |
|
R2 |
94.399 |
94.399 |
93.645 |
|
R1 |
93.907 |
93.907 |
93.531 |
94.153 |
PP |
93.149 |
93.149 |
93.149 |
93.272 |
S1 |
92.657 |
92.657 |
93.301 |
92.903 |
S2 |
91.899 |
91.899 |
93.187 |
|
S3 |
90.649 |
91.407 |
93.072 |
|
S4 |
89.399 |
90.157 |
92.729 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.640 |
92.390 |
1.250 |
1.3% |
0.626 |
0.7% |
82% |
True |
False |
24,345 |
10 |
94.115 |
92.390 |
1.725 |
1.8% |
0.647 |
0.7% |
59% |
False |
False |
24,653 |
20 |
95.960 |
92.390 |
3.570 |
3.8% |
0.590 |
0.6% |
29% |
False |
False |
23,370 |
40 |
97.515 |
92.390 |
5.125 |
5.5% |
0.538 |
0.6% |
20% |
False |
False |
22,213 |
60 |
99.365 |
92.390 |
6.975 |
7.5% |
0.529 |
0.6% |
15% |
False |
False |
15,176 |
80 |
100.320 |
92.390 |
7.930 |
8.5% |
0.517 |
0.6% |
13% |
False |
False |
11,434 |
100 |
101.090 |
92.390 |
8.700 |
9.3% |
0.502 |
0.5% |
12% |
False |
False |
9,175 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
98.145 |
2.618 |
96.415 |
1.618 |
95.355 |
1.000 |
94.700 |
0.618 |
94.295 |
HIGH |
93.640 |
0.618 |
93.235 |
0.500 |
93.110 |
0.382 |
92.985 |
LOW |
92.580 |
0.618 |
91.925 |
1.000 |
91.520 |
1.618 |
90.865 |
2.618 |
89.805 |
4.250 |
88.075 |
|
|
Fisher Pivots for day following 04-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
93.314 |
93.282 |
PP |
93.212 |
93.149 |
S1 |
93.110 |
93.015 |
|