ICE US Dollar Index Future December 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 |
91.215 |
91.190 |
-0.025 |
0.0% |
92.395 |
High |
91.275 |
91.735 |
0.460 |
0.5% |
92.445 |
Low |
90.795 |
91.165 |
0.370 |
0.4% |
90.795 |
Close |
91.106 |
91.618 |
0.512 |
0.6% |
91.106 |
Range |
0.480 |
0.570 |
0.090 |
18.8% |
1.650 |
ATR |
0.606 |
0.607 |
0.002 |
0.3% |
0.000 |
Volume |
6,532 |
20,373 |
13,841 |
211.9% |
16,772 |
|
Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.216 |
92.987 |
91.932 |
|
R3 |
92.646 |
92.417 |
91.775 |
|
R2 |
92.076 |
92.076 |
91.723 |
|
R1 |
91.847 |
91.847 |
91.670 |
91.962 |
PP |
91.506 |
91.506 |
91.506 |
91.563 |
S1 |
91.277 |
91.277 |
91.566 |
91.392 |
S2 |
90.936 |
90.936 |
91.514 |
|
S3 |
90.366 |
90.707 |
91.461 |
|
S4 |
89.796 |
90.137 |
91.305 |
|
|
Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.399 |
95.402 |
92.013 |
|
R3 |
94.749 |
93.752 |
91.560 |
|
R2 |
93.099 |
93.099 |
91.408 |
|
R1 |
92.102 |
92.102 |
91.257 |
91.776 |
PP |
91.449 |
91.449 |
91.449 |
91.285 |
S1 |
90.452 |
90.452 |
90.955 |
90.126 |
S2 |
89.799 |
89.799 |
90.804 |
|
S3 |
88.149 |
88.802 |
90.652 |
|
S4 |
86.499 |
87.152 |
90.199 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
92.445 |
90.795 |
1.650 |
1.8% |
0.560 |
0.6% |
50% |
False |
False |
7,429 |
10 |
93.060 |
90.795 |
2.265 |
2.5% |
0.620 |
0.7% |
36% |
False |
False |
4,386 |
20 |
93.840 |
90.795 |
3.045 |
3.3% |
0.586 |
0.6% |
27% |
False |
False |
2,409 |
40 |
94.795 |
90.795 |
4.000 |
4.4% |
0.559 |
0.6% |
21% |
False |
False |
1,372 |
60 |
97.300 |
90.795 |
6.505 |
7.1% |
0.516 |
0.6% |
13% |
False |
False |
955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.158 |
2.618 |
93.227 |
1.618 |
92.657 |
1.000 |
92.305 |
0.618 |
92.087 |
HIGH |
91.735 |
0.618 |
91.517 |
0.500 |
91.450 |
0.382 |
91.383 |
LOW |
91.165 |
0.618 |
90.813 |
1.000 |
90.595 |
1.618 |
90.243 |
2.618 |
89.673 |
4.250 |
88.743 |
|
|
Fisher Pivots for day following 11-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
91.562 |
91.545 |
PP |
91.506 |
91.471 |
S1 |
91.450 |
91.398 |
|