ICE US Dollar Index Future December 2017
Trading Metrics calculated at close of trading on 20-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
91.765 |
91.620 |
-0.145 |
-0.2% |
91.190 |
High |
91.845 |
92.495 |
0.650 |
0.7% |
92.420 |
Low |
91.515 |
91.215 |
-0.300 |
-0.3% |
91.165 |
Close |
91.561 |
92.296 |
0.735 |
0.8% |
91.653 |
Range |
0.330 |
1.280 |
0.950 |
287.9% |
1.255 |
ATR |
0.568 |
0.619 |
0.051 |
9.0% |
0.000 |
Volume |
24,294 |
37,394 |
13,100 |
53.9% |
135,774 |
|
Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.842 |
95.349 |
93.000 |
|
R3 |
94.562 |
94.069 |
92.648 |
|
R2 |
93.282 |
93.282 |
92.531 |
|
R1 |
92.789 |
92.789 |
92.413 |
93.036 |
PP |
92.002 |
92.002 |
92.002 |
92.125 |
S1 |
91.509 |
91.509 |
92.179 |
91.756 |
S2 |
90.722 |
90.722 |
92.061 |
|
S3 |
89.442 |
90.229 |
91.944 |
|
S4 |
88.162 |
88.949 |
91.592 |
|
|
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 |
92.495 |
91.215 |
1.280 |
1.4% |
0.643 |
0.7% |
84% |
True |
True |
30,565 |
10 |
92.495 |
90.795 |
1.700 |
1.8% |
0.618 |
0.7% |
88% |
True |
False |
22,805 |
20 |
93.340 |
90.795 |
2.545 |
2.8% |
0.611 |
0.7% |
59% |
False |
False |
12,057 |
40 |
93.880 |
90.795 |
3.085 |
3.3% |
0.588 |
0.6% |
49% |
False |
False |
6,225 |
60 |
96.065 |
90.795 |
5.270 |
5.7% |
0.538 |
0.6% |
28% |
False |
False |
4,197 |
80 |
97.300 |
90.795 |
6.505 |
7.0% |
0.498 |
0.5% |
23% |
False |
False |
3,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.935 |
2.618 |
95.846 |
1.618 |
94.566 |
1.000 |
93.775 |
0.618 |
93.286 |
HIGH |
92.495 |
0.618 |
92.006 |
0.500 |
91.855 |
0.382 |
91.704 |
LOW |
91.215 |
0.618 |
90.424 |
1.000 |
89.935 |
1.618 |
89.144 |
2.618 |
87.864 |
4.250 |
85.775 |
|
|
Fisher Pivots for day following 20-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
92.149 |
92.149 |
PP |
92.002 |
92.002 |
S1 |
91.855 |
91.855 |
|