ICE US Dollar Index Future December 2017
Trading Metrics calculated at close of trading on 26-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
92.120 |
92.420 |
0.300 |
0.3% |
91.655 |
High |
92.525 |
93.110 |
0.585 |
0.6% |
92.495 |
Low |
92.000 |
92.345 |
0.345 |
0.4% |
91.215 |
Close |
92.441 |
92.781 |
0.340 |
0.4% |
91.967 |
Range |
0.525 |
0.765 |
0.240 |
45.7% |
1.280 |
ATR |
0.602 |
0.614 |
0.012 |
1.9% |
0.000 |
Volume |
26,581 |
32,788 |
6,207 |
23.4% |
126,426 |
|
Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.040 |
94.676 |
93.202 |
|
R3 |
94.275 |
93.911 |
92.991 |
|
R2 |
93.510 |
93.510 |
92.921 |
|
R1 |
93.146 |
93.146 |
92.851 |
93.328 |
PP |
92.745 |
92.745 |
92.745 |
92.837 |
S1 |
92.381 |
92.381 |
92.711 |
92.563 |
S2 |
91.980 |
91.980 |
92.641 |
|
S3 |
91.215 |
91.616 |
92.571 |
|
S4 |
90.450 |
90.851 |
92.360 |
|
|
Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.732 |
95.130 |
92.671 |
|
R3 |
94.452 |
93.850 |
92.319 |
|
R2 |
93.172 |
93.172 |
92.202 |
|
R1 |
92.570 |
92.570 |
92.084 |
92.871 |
PP |
91.892 |
91.892 |
91.892 |
92.043 |
S1 |
91.290 |
91.290 |
91.850 |
91.591 |
S2 |
90.612 |
90.612 |
91.732 |
|
S3 |
89.332 |
90.010 |
91.615 |
|
S4 |
88.052 |
88.730 |
91.263 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.110 |
91.215 |
1.895 |
2.0% |
0.714 |
0.8% |
83% |
True |
False |
28,646 |
10 |
93.110 |
91.215 |
1.895 |
2.0% |
0.631 |
0.7% |
83% |
True |
False |
28,962 |
20 |
93.110 |
90.795 |
2.315 |
2.5% |
0.622 |
0.7% |
86% |
True |
False |
17,213 |
40 |
93.840 |
90.795 |
3.045 |
3.3% |
0.569 |
0.6% |
65% |
False |
False |
8,828 |
60 |
96.065 |
90.795 |
5.270 |
5.7% |
0.545 |
0.6% |
38% |
False |
False |
5,948 |
80 |
97.300 |
90.795 |
6.505 |
7.0% |
0.513 |
0.6% |
31% |
False |
False |
4,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.361 |
2.618 |
95.113 |
1.618 |
94.348 |
1.000 |
93.875 |
0.618 |
93.583 |
HIGH |
93.110 |
0.618 |
92.818 |
0.500 |
92.728 |
0.382 |
92.637 |
LOW |
92.345 |
0.618 |
91.872 |
1.000 |
91.580 |
1.618 |
91.107 |
2.618 |
90.342 |
4.250 |
89.094 |
|
|
Fisher Pivots for day following 26-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
92.763 |
92.635 |
PP |
92.745 |
92.489 |
S1 |
92.728 |
92.343 |
|