ICE US Dollar Index Future September 2017
Trading Metrics calculated at close of trading on 12-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
91.390 |
91.885 |
0.495 |
0.5% |
92.610 |
High |
91.965 |
92.060 |
0.095 |
0.1% |
92.695 |
Low |
91.390 |
91.755 |
0.365 |
0.4% |
90.990 |
Close |
91.853 |
91.856 |
0.003 |
0.0% |
91.326 |
Range |
0.575 |
0.305 |
-0.270 |
-47.0% |
1.705 |
ATR |
0.635 |
0.611 |
-0.024 |
-3.7% |
0.000 |
Volume |
36,430 |
31,516 |
-4,914 |
-13.5% |
150,496 |
|
Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
92.805 |
92.636 |
92.024 |
|
R3 |
92.500 |
92.331 |
91.940 |
|
R2 |
92.195 |
92.195 |
91.912 |
|
R1 |
92.026 |
92.026 |
91.884 |
91.958 |
PP |
91.890 |
91.890 |
91.890 |
91.857 |
S1 |
91.721 |
91.721 |
91.828 |
91.653 |
S2 |
91.585 |
91.585 |
91.800 |
|
S3 |
91.280 |
91.416 |
91.772 |
|
S4 |
90.975 |
91.111 |
91.688 |
|
|
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 |
92.335 |
90.990 |
1.345 |
1.5% |
0.525 |
0.6% |
64% |
False |
False |
38,157 |
10 |
93.305 |
90.990 |
2.315 |
2.5% |
0.633 |
0.7% |
37% |
False |
False |
38,299 |
20 |
94.055 |
90.990 |
3.065 |
3.3% |
0.607 |
0.7% |
28% |
False |
False |
31,853 |
40 |
94.980 |
90.990 |
3.990 |
4.3% |
0.599 |
0.7% |
22% |
False |
False |
27,653 |
60 |
97.515 |
90.990 |
6.525 |
7.1% |
0.560 |
0.6% |
13% |
False |
False |
25,461 |
80 |
97.515 |
90.990 |
6.525 |
7.1% |
0.536 |
0.6% |
13% |
False |
False |
20,684 |
100 |
99.565 |
90.990 |
8.575 |
9.3% |
0.533 |
0.6% |
10% |
False |
False |
16,640 |
120 |
101.090 |
90.990 |
10.100 |
11.0% |
0.525 |
0.6% |
9% |
False |
False |
13,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
93.356 |
2.618 |
92.858 |
1.618 |
92.553 |
1.000 |
92.365 |
0.618 |
92.248 |
HIGH |
92.060 |
0.618 |
91.943 |
0.500 |
91.908 |
0.382 |
91.872 |
LOW |
91.755 |
0.618 |
91.567 |
1.000 |
91.450 |
1.618 |
91.262 |
2.618 |
90.957 |
4.250 |
90.459 |
|
|
Fisher Pivots for day following 12-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
91.908 |
91.746 |
PP |
91.890 |
91.635 |
S1 |
91.873 |
91.525 |
|