ICE US Dollar Index Future September 2017
Trading Metrics calculated at close of trading on 14-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
93.295 |
92.980 |
-0.315 |
-0.3% |
93.380 |
High |
93.415 |
93.390 |
-0.025 |
0.0% |
93.785 |
Low |
92.830 |
92.945 |
0.115 |
0.1% |
92.830 |
Close |
92.956 |
93.305 |
0.349 |
0.4% |
92.956 |
Range |
0.585 |
0.445 |
-0.140 |
-23.9% |
0.955 |
ATR |
0.561 |
0.553 |
-0.008 |
-1.5% |
0.000 |
Volume |
28,525 |
13,439 |
-15,086 |
-52.9% |
99,790 |
|
Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.548 |
94.372 |
93.550 |
|
R3 |
94.103 |
93.927 |
93.427 |
|
R2 |
93.658 |
93.658 |
93.387 |
|
R1 |
93.482 |
93.482 |
93.346 |
93.570 |
PP |
93.213 |
93.213 |
93.213 |
93.258 |
S1 |
93.037 |
93.037 |
93.264 |
93.125 |
S2 |
92.768 |
92.768 |
93.223 |
|
S3 |
92.323 |
92.592 |
93.183 |
|
S4 |
91.878 |
92.147 |
93.060 |
|
|
Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.055 |
95.461 |
93.481 |
|
R3 |
95.100 |
94.506 |
93.219 |
|
R2 |
94.145 |
94.145 |
93.131 |
|
R1 |
93.551 |
93.551 |
93.044 |
93.371 |
PP |
93.190 |
93.190 |
93.190 |
93.100 |
S1 |
92.596 |
92.596 |
92.868 |
92.416 |
S2 |
92.235 |
92.235 |
92.781 |
|
S3 |
91.280 |
91.641 |
92.693 |
|
S4 |
90.325 |
90.686 |
92.431 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.785 |
92.830 |
0.955 |
1.0% |
0.518 |
0.6% |
50% |
False |
False |
19,950 |
10 |
93.785 |
92.390 |
1.395 |
1.5% |
0.521 |
0.6% |
66% |
False |
False |
20,507 |
20 |
94.980 |
92.390 |
2.590 |
2.8% |
0.591 |
0.6% |
35% |
False |
False |
23,453 |
40 |
97.515 |
92.390 |
5.125 |
5.5% |
0.536 |
0.6% |
18% |
False |
False |
22,266 |
60 |
97.515 |
92.390 |
5.125 |
5.5% |
0.513 |
0.5% |
18% |
False |
False |
16,961 |
80 |
99.565 |
92.390 |
7.175 |
7.7% |
0.515 |
0.6% |
13% |
False |
False |
12,837 |
100 |
101.090 |
92.390 |
8.700 |
9.3% |
0.508 |
0.5% |
11% |
False |
False |
10,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.281 |
2.618 |
94.555 |
1.618 |
94.110 |
1.000 |
93.835 |
0.618 |
93.665 |
HIGH |
93.390 |
0.618 |
93.220 |
0.500 |
93.168 |
0.382 |
93.115 |
LOW |
92.945 |
0.618 |
92.670 |
1.000 |
92.500 |
1.618 |
92.225 |
2.618 |
91.780 |
4.250 |
91.054 |
|
|
Fisher Pivots for day following 14-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
93.259 |
93.292 |
PP |
93.213 |
93.278 |
S1 |
93.168 |
93.265 |
|