ICE US Dollar Index Future September 2017
Trading Metrics calculated at close of trading on 11-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
91.440 |
91.390 |
-0.050 |
-0.1% |
92.610 |
High |
91.490 |
91.965 |
0.475 |
0.5% |
92.695 |
Low |
90.990 |
91.390 |
0.400 |
0.4% |
90.990 |
Close |
91.326 |
91.853 |
0.527 |
0.6% |
91.326 |
Range |
0.500 |
0.575 |
0.075 |
15.0% |
1.705 |
ATR |
0.635 |
0.635 |
0.000 |
0.0% |
0.000 |
Volume |
36,101 |
36,430 |
329 |
0.9% |
150,496 |
|
Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.461 |
93.232 |
92.169 |
|
R3 |
92.886 |
92.657 |
92.011 |
|
R2 |
92.311 |
92.311 |
91.958 |
|
R1 |
92.082 |
92.082 |
91.906 |
92.197 |
PP |
91.736 |
91.736 |
91.736 |
91.793 |
S1 |
91.507 |
91.507 |
91.800 |
91.622 |
S2 |
91.161 |
91.161 |
91.748 |
|
S3 |
90.586 |
90.932 |
91.695 |
|
S4 |
90.011 |
90.357 |
91.537 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.785 |
95.761 |
92.264 |
|
R3 |
95.080 |
94.056 |
91.795 |
|
R2 |
93.375 |
93.375 |
91.639 |
|
R1 |
92.351 |
92.351 |
91.482 |
92.011 |
PP |
91.670 |
91.670 |
91.670 |
91.500 |
S1 |
90.646 |
90.646 |
91.170 |
90.306 |
S2 |
89.965 |
89.965 |
91.013 |
|
S3 |
88.260 |
88.941 |
90.857 |
|
S4 |
86.555 |
87.236 |
90.388 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.695 |
90.990 |
1.705 |
1.9% |
0.574 |
0.6% |
51% |
False |
False |
37,385 |
10 |
93.305 |
90.990 |
2.315 |
2.5% |
0.638 |
0.7% |
37% |
False |
False |
37,103 |
20 |
94.055 |
90.990 |
3.065 |
3.3% |
0.615 |
0.7% |
28% |
False |
False |
30,949 |
40 |
95.120 |
90.990 |
4.130 |
4.5% |
0.600 |
0.7% |
21% |
False |
False |
27,172 |
60 |
97.515 |
90.990 |
6.525 |
7.1% |
0.562 |
0.6% |
13% |
False |
False |
25,514 |
80 |
97.560 |
90.990 |
6.570 |
7.2% |
0.542 |
0.6% |
13% |
False |
False |
20,298 |
100 |
99.755 |
90.990 |
8.765 |
9.5% |
0.534 |
0.6% |
10% |
False |
False |
16,326 |
120 |
101.090 |
90.990 |
10.100 |
11.0% |
0.524 |
0.6% |
9% |
False |
False |
13,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.409 |
2.618 |
93.470 |
1.618 |
92.895 |
1.000 |
92.540 |
0.618 |
92.320 |
HIGH |
91.965 |
0.618 |
91.745 |
0.500 |
91.678 |
0.382 |
91.610 |
LOW |
91.390 |
0.618 |
91.035 |
1.000 |
90.815 |
1.618 |
90.460 |
2.618 |
89.885 |
4.250 |
88.946 |
|
|
Fisher Pivots for day following 11-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
91.795 |
91.772 |
PP |
91.736 |
91.691 |
S1 |
91.678 |
91.610 |
|