ICE US Dollar Index Future September 2017
Trading Metrics calculated at close of trading on 22-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
93.365 |
93.025 |
-0.340 |
-0.4% |
92.980 |
High |
93.495 |
93.490 |
-0.005 |
0.0% |
94.055 |
Low |
92.920 |
92.980 |
0.060 |
0.1% |
92.945 |
Close |
93.012 |
93.461 |
0.449 |
0.5% |
93.359 |
Range |
0.575 |
0.510 |
-0.065 |
-11.3% |
1.110 |
ATR |
0.578 |
0.573 |
-0.005 |
-0.8% |
0.000 |
Volume |
18,575 |
19,612 |
1,037 |
5.6% |
135,792 |
|
Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.840 |
94.661 |
93.742 |
|
R3 |
94.330 |
94.151 |
93.601 |
|
R2 |
93.820 |
93.820 |
93.555 |
|
R1 |
93.641 |
93.641 |
93.508 |
93.731 |
PP |
93.310 |
93.310 |
93.310 |
93.355 |
S1 |
93.131 |
93.131 |
93.414 |
93.221 |
S2 |
92.800 |
92.800 |
93.367 |
|
S3 |
92.290 |
92.621 |
93.321 |
|
S4 |
91.780 |
92.111 |
93.180 |
|
|
Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.783 |
96.181 |
93.970 |
|
R3 |
95.673 |
95.071 |
93.664 |
|
R2 |
94.563 |
94.563 |
93.563 |
|
R1 |
93.961 |
93.961 |
93.461 |
94.262 |
PP |
93.453 |
93.453 |
93.453 |
93.604 |
S1 |
92.851 |
92.851 |
93.257 |
93.152 |
S2 |
92.343 |
92.343 |
93.156 |
|
S3 |
91.233 |
91.741 |
93.054 |
|
S4 |
90.123 |
90.631 |
92.749 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.055 |
92.920 |
1.135 |
1.2% |
0.598 |
0.6% |
48% |
False |
False |
27,507 |
10 |
94.055 |
92.830 |
1.225 |
1.3% |
0.563 |
0.6% |
52% |
False |
False |
23,999 |
20 |
94.115 |
92.390 |
1.725 |
1.8% |
0.610 |
0.7% |
62% |
False |
False |
24,189 |
40 |
97.155 |
92.390 |
4.765 |
5.1% |
0.573 |
0.6% |
22% |
False |
False |
23,286 |
60 |
97.515 |
92.390 |
5.125 |
5.5% |
0.530 |
0.6% |
21% |
False |
False |
19,584 |
80 |
99.565 |
92.390 |
7.175 |
7.7% |
0.525 |
0.6% |
15% |
False |
False |
14,831 |
100 |
101.090 |
92.390 |
8.700 |
9.3% |
0.515 |
0.6% |
12% |
False |
False |
11,895 |
120 |
101.990 |
92.390 |
9.600 |
10.3% |
0.508 |
0.5% |
11% |
False |
False |
9,936 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.658 |
2.618 |
94.825 |
1.618 |
94.315 |
1.000 |
94.000 |
0.618 |
93.805 |
HIGH |
93.490 |
0.618 |
93.295 |
0.500 |
93.235 |
0.382 |
93.175 |
LOW |
92.980 |
0.618 |
92.665 |
1.000 |
92.470 |
1.618 |
92.155 |
2.618 |
91.645 |
4.250 |
90.812 |
|
|
Fisher Pivots for day following 22-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
93.386 |
93.408 |
PP |
93.310 |
93.355 |
S1 |
93.235 |
93.303 |
|