ICE US Dollar Index Future December 2017
Trading Metrics calculated at close of trading on 16-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2017 |
16-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
92.930 |
92.965 |
0.035 |
0.0% |
93.625 |
High |
93.090 |
93.210 |
0.120 |
0.1% |
93.670 |
Low |
92.590 |
92.930 |
0.340 |
0.4% |
92.590 |
Close |
92.935 |
93.161 |
0.226 |
0.2% |
92.935 |
Range |
0.500 |
0.280 |
-0.220 |
-44.0% |
1.080 |
ATR |
0.536 |
0.518 |
-0.018 |
-3.4% |
0.000 |
Volume |
21,579 |
15,648 |
-5,931 |
-27.5% |
99,104 |
|
Daily Pivots for day following 16-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.940 |
93.831 |
93.315 |
|
R3 |
93.660 |
93.551 |
93.238 |
|
R2 |
93.380 |
93.380 |
93.212 |
|
R1 |
93.271 |
93.271 |
93.187 |
93.326 |
PP |
93.100 |
93.100 |
93.100 |
93.128 |
S1 |
92.991 |
92.991 |
93.135 |
93.046 |
S2 |
92.820 |
92.820 |
93.110 |
|
S3 |
92.540 |
92.711 |
93.084 |
|
S4 |
92.260 |
92.431 |
93.007 |
|
|
Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.305 |
95.700 |
93.529 |
|
R3 |
95.225 |
94.620 |
93.232 |
|
R2 |
94.145 |
94.145 |
93.133 |
|
R1 |
93.540 |
93.540 |
93.034 |
93.303 |
PP |
93.065 |
93.065 |
93.065 |
92.946 |
S1 |
92.460 |
92.460 |
92.836 |
92.222 |
S2 |
91.985 |
91.985 |
92.737 |
|
S3 |
90.905 |
91.380 |
92.638 |
|
S4 |
89.825 |
90.300 |
92.341 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.570 |
92.590 |
0.980 |
1.1% |
0.461 |
0.5% |
58% |
False |
False |
20,463 |
10 |
94.100 |
92.590 |
1.510 |
1.6% |
0.444 |
0.5% |
38% |
False |
False |
19,574 |
20 |
94.100 |
91.215 |
2.885 |
3.1% |
0.528 |
0.6% |
67% |
False |
False |
23,244 |
40 |
94.100 |
90.795 |
3.305 |
3.5% |
0.555 |
0.6% |
72% |
False |
False |
16,120 |
60 |
94.100 |
90.795 |
3.305 |
3.5% |
0.553 |
0.6% |
72% |
False |
False |
10,873 |
80 |
96.930 |
90.795 |
6.135 |
6.6% |
0.532 |
0.6% |
39% |
False |
False |
8,191 |
100 |
97.300 |
90.795 |
6.505 |
7.0% |
0.492 |
0.5% |
36% |
False |
False |
6,567 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.400 |
2.618 |
93.943 |
1.618 |
93.663 |
1.000 |
93.490 |
0.618 |
93.383 |
HIGH |
93.210 |
0.618 |
93.103 |
0.500 |
93.070 |
0.382 |
93.037 |
LOW |
92.930 |
0.618 |
92.757 |
1.000 |
92.650 |
1.618 |
92.477 |
2.618 |
92.197 |
4.250 |
91.740 |
|
|
Fisher Pivots for day following 16-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
93.131 |
93.074 |
PP |
93.100 |
92.987 |
S1 |
93.070 |
92.900 |
|