ICE US Dollar Index Future December 2017
Trading Metrics calculated at close of trading on 21-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
91.620 |
92.400 |
0.780 |
0.9% |
91.190 |
High |
92.495 |
92.460 |
-0.035 |
0.0% |
92.420 |
Low |
91.215 |
91.890 |
0.675 |
0.7% |
91.165 |
Close |
92.296 |
92.049 |
-0.247 |
-0.3% |
91.653 |
Range |
1.280 |
0.570 |
-0.710 |
-55.5% |
1.255 |
ATR |
0.619 |
0.615 |
-0.003 |
-0.6% |
0.000 |
Volume |
37,394 |
22,397 |
-14,997 |
-40.1% |
135,774 |
|
Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.843 |
93.516 |
92.362 |
|
R3 |
93.273 |
92.946 |
92.206 |
|
R2 |
92.703 |
92.703 |
92.153 |
|
R1 |
92.376 |
92.376 |
92.101 |
92.255 |
PP |
92.133 |
92.133 |
92.133 |
92.072 |
S1 |
91.806 |
91.806 |
91.997 |
91.685 |
S2 |
91.563 |
91.563 |
91.945 |
|
S3 |
90.993 |
91.236 |
91.892 |
|
S4 |
90.423 |
90.666 |
91.736 |
|
|
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% |
0.634 |
0.7% |
65% |
False |
False |
27,251 |
10 |
92.495 |
90.795 |
1.700 |
1.8% |
0.593 |
0.6% |
74% |
False |
False |
24,466 |
20 |
93.175 |
90.795 |
2.380 |
2.6% |
0.615 |
0.7% |
53% |
False |
False |
13,144 |
40 |
93.840 |
90.795 |
3.045 |
3.3% |
0.582 |
0.6% |
41% |
False |
False |
6,773 |
60 |
96.065 |
90.795 |
5.270 |
5.7% |
0.538 |
0.6% |
24% |
False |
False |
4,565 |
80 |
97.300 |
90.795 |
6.505 |
7.1% |
0.499 |
0.5% |
19% |
False |
False |
3,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.882 |
2.618 |
93.952 |
1.618 |
93.382 |
1.000 |
93.030 |
0.618 |
92.812 |
HIGH |
92.460 |
0.618 |
92.242 |
0.500 |
92.175 |
0.382 |
92.108 |
LOW |
91.890 |
0.618 |
91.538 |
1.000 |
91.320 |
1.618 |
90.968 |
2.618 |
90.398 |
4.250 |
89.468 |
|
|
Fisher Pivots for day following 21-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
92.175 |
91.984 |
PP |
92.133 |
91.920 |
S1 |
92.091 |
91.855 |
|