ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 19-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
91.655 |
91.765 |
0.110 |
0.1% |
91.190 |
| High |
91.995 |
91.845 |
-0.150 |
-0.2% |
92.420 |
| Low |
91.585 |
91.515 |
-0.070 |
-0.1% |
91.165 |
| Close |
91.824 |
91.561 |
-0.263 |
-0.3% |
91.653 |
| Range |
0.410 |
0.330 |
-0.080 |
-19.5% |
1.255 |
| ATR |
0.586 |
0.568 |
-0.018 |
-3.1% |
0.000 |
| Volume |
18,269 |
24,294 |
6,025 |
33.0% |
135,774 |
|
| Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.630 |
92.426 |
91.742 |
|
| R3 |
92.300 |
92.096 |
91.652 |
|
| R2 |
91.970 |
91.970 |
91.621 |
|
| R1 |
91.766 |
91.766 |
91.591 |
91.703 |
| PP |
91.640 |
91.640 |
91.640 |
91.609 |
| S1 |
91.436 |
91.436 |
91.531 |
91.373 |
| S2 |
91.310 |
91.310 |
91.501 |
|
| S3 |
90.980 |
91.106 |
91.470 |
|
| S4 |
90.650 |
90.776 |
91.380 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.511 |
94.837 |
92.343 |
|
| R3 |
94.256 |
93.582 |
91.998 |
|
| R2 |
93.001 |
93.001 |
91.883 |
|
| R1 |
92.327 |
92.327 |
91.768 |
92.664 |
| PP |
91.746 |
91.746 |
91.746 |
91.915 |
| S1 |
91.072 |
91.072 |
91.538 |
91.409 |
| S2 |
90.491 |
90.491 |
91.423 |
|
| S3 |
89.236 |
89.817 |
91.308 |
|
| S4 |
87.981 |
88.562 |
90.963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.420 |
91.360 |
1.060 |
1.2% |
0.549 |
0.6% |
19% |
False |
False |
29,278 |
| 10 |
92.420 |
90.795 |
1.625 |
1.8% |
0.529 |
0.6% |
47% |
False |
False |
19,287 |
| 20 |
93.340 |
90.795 |
2.545 |
2.8% |
0.571 |
0.6% |
30% |
False |
False |
10,197 |
| 40 |
93.880 |
90.795 |
3.085 |
3.4% |
0.569 |
0.6% |
25% |
False |
False |
5,293 |
| 60 |
96.930 |
90.795 |
6.135 |
6.7% |
0.534 |
0.6% |
12% |
False |
False |
3,577 |
| 80 |
97.300 |
90.795 |
6.505 |
7.1% |
0.486 |
0.5% |
12% |
False |
False |
2,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.247 |
|
2.618 |
92.709 |
|
1.618 |
92.379 |
|
1.000 |
92.175 |
|
0.618 |
92.049 |
|
HIGH |
91.845 |
|
0.618 |
91.719 |
|
0.500 |
91.680 |
|
0.382 |
91.641 |
|
LOW |
91.515 |
|
0.618 |
91.311 |
|
1.000 |
91.185 |
|
1.618 |
90.981 |
|
2.618 |
90.651 |
|
4.250 |
90.113 |
|
|
| Fisher Pivots for day following 19-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
91.680 |
91.678 |
| PP |
91.640 |
91.639 |
| S1 |
91.601 |
91.600 |
|