ICE US Dollar Index Future December 2017
Trading Metrics calculated at close of trading on 02-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2017 |
02-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
93.000 |
92.965 |
-0.035 |
0.0% |
92.120 |
High |
93.115 |
93.675 |
0.560 |
0.6% |
93.495 |
Low |
92.805 |
92.940 |
0.135 |
0.1% |
92.000 |
Close |
92.883 |
93.405 |
0.522 |
0.6% |
92.883 |
Range |
0.310 |
0.735 |
0.425 |
137.1% |
1.495 |
ATR |
0.591 |
0.605 |
0.014 |
2.4% |
0.000 |
Volume |
21,906 |
22,433 |
527 |
2.4% |
138,556 |
|
Daily Pivots for day following 02-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.545 |
95.210 |
93.809 |
|
R3 |
94.810 |
94.475 |
93.607 |
|
R2 |
94.075 |
94.075 |
93.540 |
|
R1 |
93.740 |
93.740 |
93.472 |
93.908 |
PP |
93.340 |
93.340 |
93.340 |
93.424 |
S1 |
93.005 |
93.005 |
93.338 |
93.173 |
S2 |
92.605 |
92.605 |
93.270 |
|
S3 |
91.870 |
92.270 |
93.203 |
|
S4 |
91.135 |
91.535 |
93.001 |
|
|
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 |
93.675 |
92.345 |
1.330 |
1.4% |
0.598 |
0.6% |
80% |
True |
False |
26,881 |
10 |
93.675 |
91.215 |
2.460 |
2.6% |
0.612 |
0.7% |
89% |
True |
False |
26,914 |
20 |
93.675 |
90.795 |
2.880 |
3.1% |
0.581 |
0.6% |
91% |
True |
False |
21,998 |
40 |
93.840 |
90.795 |
3.045 |
3.3% |
0.570 |
0.6% |
86% |
False |
False |
11,323 |
60 |
95.740 |
90.795 |
4.945 |
5.3% |
0.556 |
0.6% |
53% |
False |
False |
7,638 |
80 |
97.300 |
90.795 |
6.505 |
7.0% |
0.528 |
0.6% |
40% |
False |
False |
5,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.799 |
2.618 |
95.599 |
1.618 |
94.864 |
1.000 |
94.410 |
0.618 |
94.129 |
HIGH |
93.675 |
0.618 |
93.394 |
0.500 |
93.308 |
0.382 |
93.221 |
LOW |
92.940 |
0.618 |
92.486 |
1.000 |
92.205 |
1.618 |
91.751 |
2.618 |
91.016 |
4.250 |
89.816 |
|
|
Fisher Pivots for day following 02-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
93.373 |
93.350 |
PP |
93.340 |
93.295 |
S1 |
93.308 |
93.240 |
|