ICE US Dollar Index Future September 2017
Trading Metrics calculated at close of trading on 05-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
92.600 |
92.610 |
0.010 |
0.0% |
92.350 |
High |
92.905 |
92.695 |
-0.210 |
-0.2% |
93.305 |
Low |
92.050 |
92.145 |
0.095 |
0.1% |
91.550 |
Close |
92.769 |
92.226 |
-0.543 |
-0.6% |
92.769 |
Range |
0.855 |
0.550 |
-0.305 |
-35.7% |
1.755 |
ATR |
0.632 |
0.632 |
-0.001 |
-0.1% |
0.000 |
Volume |
44,564 |
27,653 |
-16,911 |
-37.9% |
184,108 |
|
Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.005 |
93.666 |
92.529 |
|
R3 |
93.455 |
93.116 |
92.377 |
|
R2 |
92.905 |
92.905 |
92.327 |
|
R1 |
92.566 |
92.566 |
92.276 |
92.461 |
PP |
92.355 |
92.355 |
92.355 |
92.303 |
S1 |
92.016 |
92.016 |
92.176 |
91.911 |
S2 |
91.805 |
91.805 |
92.125 |
|
S3 |
91.255 |
91.466 |
92.075 |
|
S4 |
90.705 |
90.916 |
91.924 |
|
|
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% |
0.740 |
0.8% |
39% |
False |
False |
38,442 |
10 |
93.555 |
91.550 |
2.005 |
2.2% |
0.635 |
0.7% |
34% |
False |
False |
30,535 |
20 |
94.055 |
91.550 |
2.505 |
2.7% |
0.606 |
0.7% |
27% |
False |
False |
27,301 |
40 |
95.960 |
91.550 |
4.410 |
4.8% |
0.597 |
0.6% |
15% |
False |
False |
25,172 |
60 |
97.515 |
91.550 |
5.965 |
6.5% |
0.559 |
0.6% |
11% |
False |
False |
24,040 |
80 |
98.930 |
91.550 |
7.380 |
8.0% |
0.545 |
0.6% |
9% |
False |
False |
18,369 |
100 |
100.280 |
91.550 |
8.730 |
9.5% |
0.532 |
0.6% |
8% |
False |
False |
14,740 |
120 |
101.090 |
91.550 |
9.540 |
10.3% |
0.517 |
0.6% |
7% |
False |
False |
12,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.033 |
2.618 |
94.135 |
1.618 |
93.585 |
1.000 |
93.245 |
0.618 |
93.035 |
HIGH |
92.695 |
0.618 |
92.485 |
0.500 |
92.420 |
0.382 |
92.355 |
LOW |
92.145 |
0.618 |
91.805 |
1.000 |
91.595 |
1.618 |
91.255 |
2.618 |
90.705 |
4.250 |
89.808 |
|
|
Fisher Pivots for day following 05-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
92.420 |
92.678 |
PP |
92.355 |
92.527 |
S1 |
92.291 |
92.377 |
|