ICE US Dollar Index Future December 2017
Trading Metrics calculated at close of trading on 05-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
93.415 |
93.365 |
-0.050 |
-0.1% |
92.120 |
High |
93.420 |
93.835 |
0.415 |
0.4% |
93.495 |
Low |
93.085 |
93.250 |
0.165 |
0.2% |
92.000 |
Close |
93.284 |
93.803 |
0.519 |
0.6% |
92.883 |
Range |
0.335 |
0.585 |
0.250 |
74.6% |
1.495 |
ATR |
0.579 |
0.579 |
0.000 |
0.1% |
0.000 |
Volume |
17,763 |
18,199 |
436 |
2.5% |
138,556 |
|
Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.384 |
95.179 |
94.125 |
|
R3 |
94.799 |
94.594 |
93.964 |
|
R2 |
94.214 |
94.214 |
93.910 |
|
R1 |
94.009 |
94.009 |
93.857 |
94.112 |
PP |
93.629 |
93.629 |
93.629 |
93.681 |
S1 |
93.424 |
93.424 |
93.749 |
93.527 |
S2 |
93.044 |
93.044 |
93.696 |
|
S3 |
92.459 |
92.839 |
93.642 |
|
S4 |
91.874 |
92.254 |
93.481 |
|
|
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 |
93.835 |
92.805 |
1.030 |
1.1% |
0.493 |
0.5% |
97% |
True |
False |
19,590 |
10 |
93.835 |
91.575 |
2.260 |
2.4% |
0.537 |
0.6% |
99% |
True |
False |
23,867 |
20 |
93.835 |
90.795 |
3.040 |
3.2% |
0.565 |
0.6% |
99% |
True |
False |
24,166 |
40 |
93.840 |
90.795 |
3.045 |
3.2% |
0.575 |
0.6% |
99% |
False |
False |
12,645 |
60 |
95.470 |
90.795 |
4.675 |
5.0% |
0.561 |
0.6% |
64% |
False |
False |
8,526 |
80 |
97.300 |
90.795 |
6.505 |
6.9% |
0.530 |
0.6% |
46% |
False |
False |
6,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.321 |
2.618 |
95.367 |
1.618 |
94.782 |
1.000 |
94.420 |
0.618 |
94.197 |
HIGH |
93.835 |
0.618 |
93.612 |
0.500 |
93.543 |
0.382 |
93.473 |
LOW |
93.250 |
0.618 |
92.888 |
1.000 |
92.665 |
1.618 |
92.303 |
2.618 |
91.718 |
4.250 |
90.764 |
|
|
Fisher Pivots for day following 05-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
93.716 |
93.689 |
PP |
93.629 |
93.574 |
S1 |
93.543 |
93.460 |
|