ICE US Dollar Index Future September 2017
Trading Metrics calculated at close of trading on 01-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
92.860 |
92.600 |
-0.260 |
-0.3% |
92.350 |
High |
93.305 |
92.905 |
-0.400 |
-0.4% |
93.305 |
Low |
92.565 |
92.050 |
-0.515 |
-0.6% |
91.550 |
Close |
92.628 |
92.769 |
0.141 |
0.2% |
92.769 |
Range |
0.740 |
0.855 |
0.115 |
15.5% |
1.755 |
ATR |
0.615 |
0.632 |
0.017 |
2.8% |
0.000 |
Volume |
38,284 |
44,564 |
6,280 |
16.4% |
184,108 |
|
Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.140 |
94.809 |
93.239 |
|
R3 |
94.285 |
93.954 |
93.004 |
|
R2 |
93.430 |
93.430 |
92.926 |
|
R1 |
93.099 |
93.099 |
92.847 |
93.265 |
PP |
92.575 |
92.575 |
92.575 |
92.657 |
S1 |
92.244 |
92.244 |
92.691 |
92.410 |
S2 |
91.720 |
91.720 |
92.612 |
|
S3 |
90.865 |
91.389 |
92.534 |
|
S4 |
90.010 |
90.534 |
92.299 |
|
|
Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.806 |
97.043 |
93.734 |
|
R3 |
96.051 |
95.288 |
93.252 |
|
R2 |
94.296 |
94.296 |
93.091 |
|
R1 |
93.533 |
93.533 |
92.930 |
93.915 |
PP |
92.541 |
92.541 |
92.541 |
92.732 |
S1 |
91.778 |
91.778 |
92.608 |
92.160 |
S2 |
90.786 |
90.786 |
92.447 |
|
S3 |
89.031 |
90.023 |
92.286 |
|
S4 |
87.276 |
88.268 |
91.804 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.305 |
91.550 |
1.755 |
1.9% |
0.703 |
0.8% |
69% |
False |
False |
36,821 |
10 |
93.555 |
91.550 |
2.005 |
2.2% |
0.637 |
0.7% |
61% |
False |
False |
29,627 |
20 |
94.055 |
91.550 |
2.505 |
2.7% |
0.590 |
0.6% |
49% |
False |
False |
26,593 |
40 |
95.960 |
91.550 |
4.410 |
4.8% |
0.590 |
0.6% |
28% |
False |
False |
24,981 |
60 |
97.515 |
91.550 |
5.965 |
6.4% |
0.555 |
0.6% |
20% |
False |
False |
23,673 |
80 |
99.365 |
91.550 |
7.815 |
8.4% |
0.545 |
0.6% |
16% |
False |
False |
18,030 |
100 |
100.320 |
91.550 |
8.770 |
9.5% |
0.532 |
0.6% |
14% |
False |
False |
14,465 |
120 |
101.090 |
91.550 |
9.540 |
10.3% |
0.516 |
0.6% |
13% |
False |
False |
12,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.539 |
2.618 |
95.143 |
1.618 |
94.288 |
1.000 |
93.760 |
0.618 |
93.433 |
HIGH |
92.905 |
0.618 |
92.578 |
0.500 |
92.478 |
0.382 |
92.377 |
LOW |
92.050 |
0.618 |
91.522 |
1.000 |
91.195 |
1.618 |
90.667 |
2.618 |
89.812 |
4.250 |
88.416 |
|
|
Fisher Pivots for day following 01-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
92.672 |
92.739 |
PP |
92.575 |
92.708 |
S1 |
92.478 |
92.678 |
|