ICE US Dollar Index Future December 2017
Trading Metrics calculated at close of trading on 29-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2017 |
29-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
93.260 |
93.000 |
-0.260 |
-0.3% |
92.120 |
High |
93.495 |
93.115 |
-0.380 |
-0.4% |
93.495 |
Low |
92.920 |
92.805 |
-0.115 |
-0.1% |
92.000 |
Close |
92.932 |
92.883 |
-0.049 |
-0.1% |
92.883 |
Range |
0.575 |
0.310 |
-0.265 |
-46.1% |
1.495 |
ATR |
0.612 |
0.591 |
-0.022 |
-3.5% |
0.000 |
Volume |
24,777 |
21,906 |
-2,871 |
-11.6% |
138,556 |
|
Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.864 |
93.684 |
93.054 |
|
R3 |
93.554 |
93.374 |
92.968 |
|
R2 |
93.244 |
93.244 |
92.940 |
|
R1 |
93.064 |
93.064 |
92.911 |
92.999 |
PP |
92.934 |
92.934 |
92.934 |
92.902 |
S1 |
92.754 |
92.754 |
92.855 |
92.689 |
S2 |
92.624 |
92.624 |
92.826 |
|
S3 |
92.314 |
92.444 |
92.798 |
|
S4 |
92.004 |
92.134 |
92.712 |
|
|
Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.278 |
96.575 |
93.705 |
|
R3 |
95.783 |
95.080 |
93.294 |
|
R2 |
94.288 |
94.288 |
93.157 |
|
R1 |
93.585 |
93.585 |
93.020 |
93.937 |
PP |
92.793 |
92.793 |
92.793 |
92.968 |
S1 |
92.090 |
92.090 |
92.746 |
92.442 |
S2 |
91.298 |
91.298 |
92.609 |
|
S3 |
89.803 |
90.595 |
92.472 |
|
S4 |
88.308 |
89.100 |
92.061 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.495 |
92.000 |
1.495 |
1.6% |
0.556 |
0.6% |
59% |
False |
False |
27,711 |
10 |
93.495 |
91.215 |
2.280 |
2.5% |
0.580 |
0.6% |
73% |
False |
False |
26,498 |
20 |
93.495 |
90.795 |
2.700 |
2.9% |
0.585 |
0.6% |
77% |
False |
False |
20,987 |
40 |
93.840 |
90.795 |
3.045 |
3.3% |
0.576 |
0.6% |
69% |
False |
False |
10,786 |
60 |
95.740 |
90.795 |
4.945 |
5.3% |
0.550 |
0.6% |
42% |
False |
False |
7,265 |
80 |
97.300 |
90.795 |
6.505 |
7.0% |
0.521 |
0.6% |
32% |
False |
False |
5,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.433 |
2.618 |
93.927 |
1.618 |
93.617 |
1.000 |
93.425 |
0.618 |
93.307 |
HIGH |
93.115 |
0.618 |
92.997 |
0.500 |
92.960 |
0.382 |
92.923 |
LOW |
92.805 |
0.618 |
92.613 |
1.000 |
92.495 |
1.618 |
92.303 |
2.618 |
91.993 |
4.250 |
91.487 |
|
|
Fisher Pivots for day following 29-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
92.960 |
93.150 |
PP |
92.934 |
93.061 |
S1 |
92.909 |
92.972 |
|