ICE US Dollar Index Future September 2017
Trading Metrics calculated at close of trading on 06-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
92.610 |
92.200 |
-0.410 |
-0.4% |
92.350 |
High |
92.695 |
92.335 |
-0.360 |
-0.4% |
93.305 |
Low |
92.145 |
91.945 |
-0.200 |
-0.2% |
91.550 |
Close |
92.226 |
92.252 |
0.026 |
0.0% |
92.769 |
Range |
0.550 |
0.390 |
-0.160 |
-29.1% |
1.755 |
ATR |
0.632 |
0.615 |
-0.017 |
-2.7% |
0.000 |
Volume |
27,653 |
28,041 |
388 |
1.4% |
184,108 |
|
Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.347 |
93.190 |
92.467 |
|
R3 |
92.957 |
92.800 |
92.359 |
|
R2 |
92.567 |
92.567 |
92.324 |
|
R1 |
92.410 |
92.410 |
92.288 |
92.489 |
PP |
92.177 |
92.177 |
92.177 |
92.217 |
S1 |
92.020 |
92.020 |
92.216 |
92.099 |
S2 |
91.787 |
91.787 |
92.181 |
|
S3 |
91.397 |
91.630 |
92.145 |
|
S4 |
91.007 |
91.240 |
92.038 |
|
|
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 |
91.945 |
1.360 |
1.5% |
0.646 |
0.7% |
23% |
False |
True |
33,676 |
10 |
93.555 |
91.550 |
2.005 |
2.2% |
0.622 |
0.7% |
35% |
False |
False |
31,378 |
20 |
94.055 |
91.550 |
2.505 |
2.7% |
0.593 |
0.6% |
28% |
False |
False |
27,688 |
40 |
95.745 |
91.550 |
4.195 |
4.5% |
0.593 |
0.6% |
17% |
False |
False |
25,462 |
60 |
97.515 |
91.550 |
5.965 |
6.5% |
0.561 |
0.6% |
12% |
False |
False |
24,341 |
80 |
98.575 |
91.550 |
7.025 |
7.6% |
0.544 |
0.6% |
10% |
False |
False |
18,716 |
100 |
100.140 |
91.550 |
8.590 |
9.3% |
0.531 |
0.6% |
8% |
False |
False |
15,018 |
120 |
101.090 |
91.550 |
9.540 |
10.3% |
0.518 |
0.6% |
7% |
False |
False |
12,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.993 |
2.618 |
93.356 |
1.618 |
92.966 |
1.000 |
92.725 |
0.618 |
92.576 |
HIGH |
92.335 |
0.618 |
92.186 |
0.500 |
92.140 |
0.382 |
92.094 |
LOW |
91.945 |
0.618 |
91.704 |
1.000 |
91.555 |
1.618 |
91.314 |
2.618 |
90.924 |
4.250 |
90.288 |
|
|
Fisher Pivots for day following 06-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
92.215 |
92.425 |
PP |
92.177 |
92.367 |
S1 |
92.140 |
92.310 |
|