ICE US Dollar Index Future September 2017
Trading Metrics calculated at close of trading on 24-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
93.440 |
93.090 |
-0.350 |
-0.4% |
92.980 |
High |
93.555 |
93.305 |
-0.250 |
-0.3% |
94.055 |
Low |
93.040 |
93.075 |
0.035 |
0.0% |
92.945 |
Close |
93.070 |
93.202 |
0.132 |
0.1% |
93.359 |
Range |
0.515 |
0.230 |
-0.285 |
-55.3% |
1.110 |
ATR |
0.569 |
0.545 |
-0.024 |
-4.2% |
0.000 |
Volume |
18,700 |
10,743 |
-7,957 |
-42.6% |
135,792 |
|
Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.884 |
93.773 |
93.329 |
|
R3 |
93.654 |
93.543 |
93.265 |
|
R2 |
93.424 |
93.424 |
93.244 |
|
R1 |
93.313 |
93.313 |
93.223 |
93.369 |
PP |
93.194 |
93.194 |
93.194 |
93.222 |
S1 |
93.083 |
93.083 |
93.181 |
93.139 |
S2 |
92.964 |
92.964 |
93.160 |
|
S3 |
92.734 |
92.853 |
93.139 |
|
S4 |
92.504 |
92.623 |
93.076 |
|
|
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 |
93.685 |
92.920 |
0.765 |
0.8% |
0.454 |
0.5% |
37% |
False |
False |
18,275 |
10 |
94.055 |
92.830 |
1.225 |
1.3% |
0.547 |
0.6% |
30% |
False |
False |
23,194 |
20 |
94.055 |
92.390 |
1.665 |
1.8% |
0.555 |
0.6% |
49% |
False |
False |
22,469 |
40 |
96.255 |
92.390 |
3.865 |
4.1% |
0.548 |
0.6% |
21% |
False |
False |
22,183 |
60 |
97.515 |
92.390 |
5.125 |
5.5% |
0.524 |
0.6% |
16% |
False |
False |
20,040 |
80 |
99.565 |
92.390 |
7.175 |
7.7% |
0.525 |
0.6% |
11% |
False |
False |
15,194 |
100 |
101.090 |
92.390 |
8.700 |
9.3% |
0.518 |
0.6% |
9% |
False |
False |
12,187 |
120 |
101.990 |
92.390 |
9.600 |
10.3% |
0.509 |
0.5% |
8% |
False |
False |
10,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.283 |
2.618 |
93.907 |
1.618 |
93.677 |
1.000 |
93.535 |
0.618 |
93.447 |
HIGH |
93.305 |
0.618 |
93.217 |
0.500 |
93.190 |
0.382 |
93.163 |
LOW |
93.075 |
0.618 |
92.933 |
1.000 |
92.845 |
1.618 |
92.703 |
2.618 |
92.473 |
4.250 |
92.098 |
|
|
Fisher Pivots for day following 24-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
93.198 |
93.268 |
PP |
93.194 |
93.246 |
S1 |
93.190 |
93.224 |
|