ICE US Dollar Index Future September 2017
Trading Metrics calculated at close of trading on 15-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
92.385 |
92.000 |
-0.385 |
-0.4% |
91.390 |
High |
92.660 |
92.155 |
-0.505 |
-0.5% |
92.660 |
Low |
92.025 |
91.585 |
-0.440 |
-0.5% |
91.390 |
Close |
92.112 |
91.863 |
-0.249 |
-0.3% |
91.863 |
Range |
0.635 |
0.570 |
-0.065 |
-10.2% |
1.270 |
ATR |
0.627 |
0.623 |
-0.004 |
-0.7% |
0.000 |
Volume |
26,587 |
10,877 |
-15,710 |
-59.1% |
155,677 |
|
Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.578 |
93.290 |
92.177 |
|
R3 |
93.008 |
92.720 |
92.020 |
|
R2 |
92.438 |
92.438 |
91.968 |
|
R1 |
92.150 |
92.150 |
91.915 |
92.009 |
PP |
91.868 |
91.868 |
91.868 |
91.797 |
S1 |
91.580 |
91.580 |
91.811 |
91.439 |
S2 |
91.298 |
91.298 |
91.759 |
|
S3 |
90.728 |
91.010 |
91.706 |
|
S4 |
90.158 |
90.440 |
91.550 |
|
|
Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.781 |
95.092 |
92.562 |
|
R3 |
94.511 |
93.822 |
92.212 |
|
R2 |
93.241 |
93.241 |
92.096 |
|
R1 |
92.552 |
92.552 |
91.979 |
92.897 |
PP |
91.971 |
91.971 |
91.971 |
92.143 |
S1 |
91.282 |
91.282 |
91.747 |
91.627 |
S2 |
90.701 |
90.701 |
91.630 |
|
S3 |
89.431 |
90.012 |
91.514 |
|
S4 |
88.161 |
88.742 |
91.165 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.660 |
91.390 |
1.270 |
1.4% |
0.582 |
0.6% |
37% |
False |
False |
31,135 |
10 |
92.905 |
90.990 |
1.915 |
2.1% |
0.606 |
0.7% |
46% |
False |
False |
35,073 |
20 |
93.685 |
90.990 |
2.695 |
2.9% |
0.601 |
0.7% |
32% |
False |
False |
31,309 |
40 |
94.170 |
90.990 |
3.180 |
3.5% |
0.599 |
0.7% |
27% |
False |
False |
27,503 |
60 |
97.350 |
90.990 |
6.360 |
6.9% |
0.574 |
0.6% |
14% |
False |
False |
25,878 |
80 |
97.515 |
90.990 |
6.525 |
7.1% |
0.542 |
0.6% |
13% |
False |
False |
21,753 |
100 |
99.565 |
90.990 |
8.575 |
9.3% |
0.538 |
0.6% |
10% |
False |
False |
17,511 |
120 |
101.090 |
90.990 |
10.100 |
11.0% |
0.528 |
0.6% |
9% |
False |
False |
14,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.578 |
2.618 |
93.647 |
1.618 |
93.077 |
1.000 |
92.725 |
0.618 |
92.507 |
HIGH |
92.155 |
0.618 |
91.937 |
0.500 |
91.870 |
0.382 |
91.803 |
LOW |
91.585 |
0.618 |
91.233 |
1.000 |
91.015 |
1.618 |
90.663 |
2.618 |
90.093 |
4.250 |
89.163 |
|
|
Fisher Pivots for day following 15-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
91.870 |
92.123 |
PP |
91.868 |
92.036 |
S1 |
91.865 |
91.950 |
|