ICE US Dollar Index Future September 2017
Trading Metrics calculated at close of trading on 31-Aug-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
Open |
92.295 |
92.860 |
0.565 |
0.6% |
93.365 |
High |
92.885 |
93.305 |
0.420 |
0.5% |
93.555 |
Low |
92.190 |
92.565 |
0.375 |
0.4% |
92.345 |
Close |
92.823 |
92.628 |
-0.195 |
-0.2% |
92.677 |
Range |
0.695 |
0.740 |
0.045 |
6.5% |
1.210 |
ATR |
0.606 |
0.615 |
0.010 |
1.6% |
0.000 |
Volume |
29,839 |
38,284 |
8,445 |
28.3% |
112,170 |
|
Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.053 |
94.580 |
93.035 |
|
R3 |
94.313 |
93.840 |
92.832 |
|
R2 |
93.573 |
93.573 |
92.764 |
|
R1 |
93.100 |
93.100 |
92.696 |
92.967 |
PP |
92.833 |
92.833 |
92.833 |
92.766 |
S1 |
92.360 |
92.360 |
92.560 |
92.227 |
S2 |
92.093 |
92.093 |
92.492 |
|
S3 |
91.353 |
91.620 |
92.425 |
|
S4 |
90.613 |
90.880 |
92.221 |
|
|
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% |
0.737 |
0.8% |
59% |
False |
False |
36,816 |
10 |
93.685 |
91.550 |
2.135 |
2.3% |
0.595 |
0.6% |
50% |
False |
False |
27,546 |
20 |
94.055 |
91.550 |
2.505 |
2.7% |
0.601 |
0.6% |
43% |
False |
False |
25,916 |
40 |
95.960 |
91.550 |
4.410 |
4.8% |
0.579 |
0.6% |
24% |
False |
False |
24,379 |
60 |
97.515 |
91.550 |
5.965 |
6.4% |
0.550 |
0.6% |
18% |
False |
False |
22,985 |
80 |
99.565 |
91.550 |
8.015 |
8.7% |
0.539 |
0.6% |
13% |
False |
False |
17,477 |
100 |
100.555 |
91.550 |
9.005 |
9.7% |
0.531 |
0.6% |
12% |
False |
False |
14,021 |
120 |
101.370 |
91.550 |
9.820 |
10.6% |
0.519 |
0.6% |
11% |
False |
False |
11,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.450 |
2.618 |
95.242 |
1.618 |
94.502 |
1.000 |
94.045 |
0.618 |
93.762 |
HIGH |
93.305 |
0.618 |
93.022 |
0.500 |
92.935 |
0.382 |
92.848 |
LOW |
92.565 |
0.618 |
92.108 |
1.000 |
91.825 |
1.618 |
91.368 |
2.618 |
90.628 |
4.250 |
89.420 |
|
|
Fisher Pivots for day following 31-Aug-2017 |
Pivot |
1 day |
3 day |
R1 |
92.935 |
92.561 |
PP |
92.833 |
92.494 |
S1 |
92.730 |
92.428 |
|