ICE US Dollar Index Future September 2017
Trading Metrics calculated at close of trading on 07-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
92.200 |
92.180 |
-0.020 |
0.0% |
92.350 |
High |
92.335 |
92.230 |
-0.105 |
-0.1% |
93.305 |
Low |
91.945 |
91.375 |
-0.570 |
-0.6% |
91.550 |
Close |
92.252 |
91.642 |
-0.610 |
-0.7% |
92.769 |
Range |
0.390 |
0.855 |
0.465 |
119.2% |
1.755 |
ATR |
0.615 |
0.633 |
0.019 |
3.0% |
0.000 |
Volume |
28,041 |
58,701 |
30,660 |
109.3% |
184,108 |
|
Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.314 |
93.833 |
92.112 |
|
R3 |
93.459 |
92.978 |
91.877 |
|
R2 |
92.604 |
92.604 |
91.799 |
|
R1 |
92.123 |
92.123 |
91.720 |
91.936 |
PP |
91.749 |
91.749 |
91.749 |
91.656 |
S1 |
91.268 |
91.268 |
91.564 |
91.081 |
S2 |
90.894 |
90.894 |
91.485 |
|
S3 |
90.039 |
90.413 |
91.407 |
|
S4 |
89.184 |
89.558 |
91.172 |
|
|
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 |
91.375 |
1.930 |
2.1% |
0.678 |
0.7% |
14% |
False |
True |
39,448 |
10 |
93.370 |
91.375 |
1.995 |
2.2% |
0.656 |
0.7% |
13% |
False |
True |
35,378 |
20 |
94.055 |
91.375 |
2.680 |
2.9% |
0.615 |
0.7% |
10% |
False |
True |
29,615 |
40 |
95.695 |
91.375 |
4.320 |
4.7% |
0.603 |
0.7% |
6% |
False |
True |
26,408 |
60 |
97.515 |
91.375 |
6.140 |
6.7% |
0.570 |
0.6% |
4% |
False |
True |
25,143 |
80 |
97.825 |
91.375 |
6.450 |
7.0% |
0.545 |
0.6% |
4% |
False |
True |
19,441 |
100 |
99.755 |
91.375 |
8.380 |
9.1% |
0.530 |
0.6% |
3% |
False |
True |
15,603 |
120 |
101.090 |
91.375 |
9.715 |
10.6% |
0.522 |
0.6% |
3% |
False |
True |
13,028 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.864 |
2.618 |
94.468 |
1.618 |
93.613 |
1.000 |
93.085 |
0.618 |
92.758 |
HIGH |
92.230 |
0.618 |
91.903 |
0.500 |
91.803 |
0.382 |
91.702 |
LOW |
91.375 |
0.618 |
90.847 |
1.000 |
90.520 |
1.618 |
89.992 |
2.618 |
89.137 |
4.250 |
87.741 |
|
|
Fisher Pivots for day following 07-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
91.803 |
92.035 |
PP |
91.749 |
91.904 |
S1 |
91.696 |
91.773 |
|