ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
91.670 |
91.630 |
-0.040 |
0.0% |
92.395 |
| High |
91.805 |
92.285 |
0.480 |
0.5% |
92.445 |
| Low |
91.520 |
91.475 |
-0.045 |
0.0% |
90.795 |
| Close |
91.626 |
92.273 |
0.647 |
0.7% |
91.106 |
| Range |
0.285 |
0.810 |
0.525 |
184.2% |
1.650 |
| ATR |
0.584 |
0.600 |
0.016 |
2.8% |
0.000 |
| Volume |
11,573 |
30,956 |
19,383 |
167.5% |
16,772 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.441 |
94.167 |
92.719 |
|
| R3 |
93.631 |
93.357 |
92.496 |
|
| R2 |
92.821 |
92.821 |
92.422 |
|
| R1 |
92.547 |
92.547 |
92.347 |
92.684 |
| PP |
92.011 |
92.011 |
92.011 |
92.080 |
| S1 |
91.737 |
91.737 |
92.199 |
91.874 |
| S2 |
91.201 |
91.201 |
92.125 |
|
| S3 |
90.391 |
90.927 |
92.050 |
|
| S4 |
89.581 |
90.117 |
91.828 |
|
|
| 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 |
92.285 |
90.795 |
1.490 |
1.6% |
0.594 |
0.6% |
99% |
True |
False |
15,044 |
| 10 |
93.060 |
90.795 |
2.265 |
2.5% |
0.610 |
0.7% |
65% |
False |
False |
8,420 |
| 20 |
93.840 |
90.795 |
3.045 |
3.3% |
0.590 |
0.6% |
49% |
False |
False |
4,505 |
| 40 |
94.770 |
90.795 |
3.975 |
4.3% |
0.570 |
0.6% |
37% |
False |
False |
2,419 |
| 60 |
97.200 |
90.795 |
6.405 |
6.9% |
0.520 |
0.6% |
23% |
False |
False |
1,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.728 |
|
2.618 |
94.406 |
|
1.618 |
93.596 |
|
1.000 |
93.095 |
|
0.618 |
92.786 |
|
HIGH |
92.285 |
|
0.618 |
91.976 |
|
0.500 |
91.880 |
|
0.382 |
91.784 |
|
LOW |
91.475 |
|
0.618 |
90.974 |
|
1.000 |
90.665 |
|
1.618 |
90.164 |
|
2.618 |
89.354 |
|
4.250 |
88.033 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
92.142 |
92.090 |
| PP |
92.011 |
91.908 |
| S1 |
91.880 |
91.725 |
|