ICE US Dollar Index Future September 2017
Trading Metrics calculated at close of trading on 30-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2017 |
30-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
92.185 |
92.295 |
0.110 |
0.1% |
93.365 |
High |
92.410 |
92.885 |
0.475 |
0.5% |
93.555 |
Low |
91.550 |
92.190 |
0.640 |
0.7% |
92.345 |
Close |
92.184 |
92.823 |
0.639 |
0.7% |
92.677 |
Range |
0.860 |
0.695 |
-0.165 |
-19.2% |
1.210 |
ATR |
0.598 |
0.606 |
0.007 |
1.2% |
0.000 |
Volume |
51,870 |
29,839 |
-22,031 |
-42.5% |
112,170 |
|
Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.718 |
94.465 |
93.205 |
|
R3 |
94.023 |
93.770 |
93.014 |
|
R2 |
93.328 |
93.328 |
92.950 |
|
R1 |
93.075 |
93.075 |
92.887 |
93.202 |
PP |
92.633 |
92.633 |
92.633 |
92.696 |
S1 |
92.380 |
92.380 |
92.759 |
92.507 |
S2 |
91.938 |
91.938 |
92.696 |
|
S3 |
91.243 |
91.685 |
92.632 |
|
S4 |
90.548 |
90.990 |
92.441 |
|
|
Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.489 |
95.793 |
93.343 |
|
R3 |
95.279 |
94.583 |
93.010 |
|
R2 |
94.069 |
94.069 |
92.899 |
|
R1 |
93.373 |
93.373 |
92.788 |
93.116 |
PP |
92.859 |
92.859 |
92.859 |
92.731 |
S1 |
92.163 |
92.163 |
92.566 |
91.906 |
S2 |
91.649 |
91.649 |
92.455 |
|
S3 |
90.439 |
90.953 |
92.344 |
|
S4 |
89.229 |
89.743 |
92.012 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.370 |
91.550 |
1.820 |
2.0% |
0.635 |
0.7% |
70% |
False |
False |
31,308 |
10 |
93.995 |
91.550 |
2.445 |
2.6% |
0.600 |
0.6% |
52% |
False |
False |
27,763 |
20 |
94.055 |
91.550 |
2.505 |
2.7% |
0.581 |
0.6% |
51% |
False |
False |
25,081 |
40 |
96.110 |
91.550 |
4.560 |
4.9% |
0.574 |
0.6% |
28% |
False |
False |
23,779 |
60 |
97.515 |
91.550 |
5.965 |
6.4% |
0.546 |
0.6% |
21% |
False |
False |
22,377 |
80 |
99.565 |
91.550 |
8.015 |
8.6% |
0.533 |
0.6% |
16% |
False |
False |
17,003 |
100 |
100.805 |
91.550 |
9.255 |
10.0% |
0.527 |
0.6% |
14% |
False |
False |
13,639 |
120 |
101.440 |
91.550 |
9.890 |
10.7% |
0.516 |
0.6% |
13% |
False |
False |
11,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.839 |
2.618 |
94.705 |
1.618 |
94.010 |
1.000 |
93.580 |
0.618 |
93.315 |
HIGH |
92.885 |
0.618 |
92.620 |
0.500 |
92.538 |
0.382 |
92.455 |
LOW |
92.190 |
0.618 |
91.760 |
1.000 |
91.495 |
1.618 |
91.065 |
2.618 |
90.370 |
4.250 |
89.236 |
|
|
Fisher Pivots for day following 30-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
92.728 |
92.621 |
PP |
92.633 |
92.419 |
S1 |
92.538 |
92.218 |
|