ICE US Dollar Index Future December 2017
Trading Metrics calculated at close of trading on 26-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2017 |
26-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
93.830 |
93.495 |
-0.335 |
-0.4% |
92.965 |
High |
93.890 |
94.615 |
0.725 |
0.8% |
93.675 |
Low |
93.475 |
93.365 |
-0.110 |
-0.1% |
92.910 |
Close |
93.577 |
94.509 |
0.932 |
1.0% |
93.579 |
Range |
0.415 |
1.250 |
0.835 |
201.2% |
0.765 |
ATR |
0.489 |
0.543 |
0.054 |
11.1% |
0.000 |
Volume |
24,505 |
44,611 |
20,106 |
82.0% |
93,982 |
|
Daily Pivots for day following 26-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.913 |
97.461 |
95.197 |
|
R3 |
96.663 |
96.211 |
94.853 |
|
R2 |
95.413 |
95.413 |
94.738 |
|
R1 |
94.961 |
94.961 |
94.624 |
95.187 |
PP |
94.163 |
94.163 |
94.163 |
94.276 |
S1 |
93.711 |
93.711 |
94.394 |
93.937 |
S2 |
92.913 |
92.913 |
94.280 |
|
S3 |
91.663 |
92.461 |
94.165 |
|
S4 |
90.413 |
91.211 |
93.822 |
|
|
Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.683 |
95.396 |
94.000 |
|
R3 |
94.918 |
94.631 |
93.789 |
|
R2 |
94.153 |
94.153 |
93.719 |
|
R1 |
93.866 |
93.866 |
93.649 |
94.010 |
PP |
93.388 |
93.388 |
93.388 |
93.460 |
S1 |
93.101 |
93.101 |
93.509 |
93.245 |
S2 |
92.623 |
92.623 |
93.439 |
|
S3 |
91.858 |
92.336 |
93.369 |
|
S4 |
91.093 |
91.571 |
93.158 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.615 |
92.995 |
1.620 |
1.7% |
0.600 |
0.6% |
93% |
True |
False |
26,192 |
10 |
94.615 |
92.590 |
2.025 |
2.1% |
0.519 |
0.5% |
95% |
True |
False |
21,924 |
20 |
94.615 |
92.590 |
2.025 |
2.1% |
0.495 |
0.5% |
95% |
True |
False |
21,105 |
40 |
94.615 |
90.795 |
3.820 |
4.0% |
0.550 |
0.6% |
97% |
True |
False |
20,530 |
60 |
94.615 |
90.795 |
3.820 |
4.0% |
0.549 |
0.6% |
97% |
True |
False |
13,863 |
80 |
95.885 |
90.795 |
5.090 |
5.4% |
0.539 |
0.6% |
73% |
False |
False |
10,452 |
100 |
97.300 |
90.795 |
6.505 |
6.9% |
0.518 |
0.5% |
57% |
False |
False |
8,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.928 |
2.618 |
97.888 |
1.618 |
96.638 |
1.000 |
95.865 |
0.618 |
95.388 |
HIGH |
94.615 |
0.618 |
94.138 |
0.500 |
93.990 |
0.382 |
93.843 |
LOW |
93.365 |
0.618 |
92.593 |
1.000 |
92.115 |
1.618 |
91.343 |
2.618 |
90.093 |
4.250 |
88.053 |
|
|
Fisher Pivots for day following 26-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
94.336 |
94.336 |
PP |
94.163 |
94.163 |
S1 |
93.990 |
93.990 |
|