ICE US Dollar Index Future December 2017
Trading Metrics calculated at close of trading on 03-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2017 |
03-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
92.965 |
93.490 |
0.525 |
0.6% |
92.120 |
High |
93.675 |
93.775 |
0.100 |
0.1% |
93.495 |
Low |
92.940 |
93.275 |
0.335 |
0.4% |
92.000 |
Close |
93.405 |
93.414 |
0.009 |
0.0% |
92.883 |
Range |
0.735 |
0.500 |
-0.235 |
-32.0% |
1.495 |
ATR |
0.605 |
0.597 |
-0.007 |
-1.2% |
0.000 |
Volume |
22,433 |
17,651 |
-4,782 |
-21.3% |
138,556 |
|
Daily Pivots for day following 03-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.988 |
94.701 |
93.689 |
|
R3 |
94.488 |
94.201 |
93.552 |
|
R2 |
93.988 |
93.988 |
93.506 |
|
R1 |
93.701 |
93.701 |
93.460 |
93.595 |
PP |
93.488 |
93.488 |
93.488 |
93.435 |
S1 |
93.201 |
93.201 |
93.368 |
93.095 |
S2 |
92.988 |
92.988 |
93.322 |
|
S3 |
92.488 |
92.701 |
93.277 |
|
S4 |
91.988 |
92.201 |
93.139 |
|
|
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 |
93.775 |
92.805 |
0.970 |
1.0% |
0.545 |
0.6% |
63% |
True |
False |
23,854 |
10 |
93.775 |
91.215 |
2.560 |
2.7% |
0.629 |
0.7% |
86% |
True |
False |
26,250 |
20 |
93.775 |
90.795 |
2.980 |
3.2% |
0.579 |
0.6% |
88% |
True |
False |
22,768 |
40 |
93.840 |
90.795 |
3.045 |
3.3% |
0.577 |
0.6% |
86% |
False |
False |
11,759 |
60 |
95.725 |
90.795 |
4.930 |
5.3% |
0.561 |
0.6% |
53% |
False |
False |
7,928 |
80 |
97.300 |
90.795 |
6.505 |
7.0% |
0.532 |
0.6% |
40% |
False |
False |
5,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.900 |
2.618 |
95.084 |
1.618 |
94.584 |
1.000 |
94.275 |
0.618 |
94.084 |
HIGH |
93.775 |
0.618 |
93.584 |
0.500 |
93.525 |
0.382 |
93.466 |
LOW |
93.275 |
0.618 |
92.966 |
1.000 |
92.775 |
1.618 |
92.466 |
2.618 |
91.966 |
4.250 |
91.150 |
|
|
Fisher Pivots for day following 03-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
93.525 |
93.373 |
PP |
93.488 |
93.331 |
S1 |
93.451 |
93.290 |
|