ICE US Dollar Index Future September 2017
Trading Metrics calculated at close of trading on 23-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
93.025 |
93.440 |
0.415 |
0.4% |
92.980 |
High |
93.490 |
93.555 |
0.065 |
0.1% |
94.055 |
Low |
92.980 |
93.040 |
0.060 |
0.1% |
92.945 |
Close |
93.461 |
93.070 |
-0.391 |
-0.4% |
93.359 |
Range |
0.510 |
0.515 |
0.005 |
1.0% |
1.110 |
ATR |
0.573 |
0.569 |
-0.004 |
-0.7% |
0.000 |
Volume |
19,612 |
18,700 |
-912 |
-4.7% |
135,792 |
|
Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.767 |
94.433 |
93.353 |
|
R3 |
94.252 |
93.918 |
93.212 |
|
R2 |
93.737 |
93.737 |
93.164 |
|
R1 |
93.403 |
93.403 |
93.117 |
93.313 |
PP |
93.222 |
93.222 |
93.222 |
93.176 |
S1 |
92.888 |
92.888 |
93.023 |
92.798 |
S2 |
92.707 |
92.707 |
92.976 |
|
S3 |
92.192 |
92.373 |
92.928 |
|
S4 |
91.677 |
91.858 |
92.787 |
|
|
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 |
93.995 |
92.920 |
1.075 |
1.2% |
0.565 |
0.6% |
14% |
False |
False |
24,217 |
10 |
94.055 |
92.830 |
1.225 |
1.3% |
0.573 |
0.6% |
20% |
False |
False |
23,851 |
20 |
94.055 |
92.390 |
1.665 |
1.8% |
0.591 |
0.6% |
41% |
False |
False |
23,622 |
40 |
96.320 |
92.390 |
3.930 |
4.2% |
0.558 |
0.6% |
17% |
False |
False |
22,909 |
60 |
97.515 |
92.390 |
5.125 |
5.5% |
0.530 |
0.6% |
13% |
False |
False |
19,879 |
80 |
99.565 |
92.390 |
7.175 |
7.7% |
0.528 |
0.6% |
9% |
False |
False |
15,062 |
100 |
101.090 |
92.390 |
8.700 |
9.3% |
0.518 |
0.6% |
8% |
False |
False |
12,081 |
120 |
101.990 |
92.390 |
9.600 |
10.3% |
0.509 |
0.5% |
7% |
False |
False |
10,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.744 |
2.618 |
94.903 |
1.618 |
94.388 |
1.000 |
94.070 |
0.618 |
93.873 |
HIGH |
93.555 |
0.618 |
93.358 |
0.500 |
93.298 |
0.382 |
93.237 |
LOW |
93.040 |
0.618 |
92.722 |
1.000 |
92.525 |
1.618 |
92.207 |
2.618 |
91.692 |
4.250 |
90.851 |
|
|
Fisher Pivots for day following 23-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
93.298 |
93.238 |
PP |
93.222 |
93.182 |
S1 |
93.146 |
93.126 |
|