ICE US Dollar Index Future December 2017
Trading Metrics calculated at close of trading on 27-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
93.495 |
94.660 |
1.165 |
1.2% |
93.640 |
High |
94.615 |
95.060 |
0.445 |
0.5% |
95.060 |
Low |
93.365 |
94.630 |
1.265 |
1.4% |
93.365 |
Close |
94.509 |
94.822 |
0.313 |
0.3% |
94.822 |
Range |
1.250 |
0.430 |
-0.820 |
-65.6% |
1.695 |
ATR |
0.543 |
0.544 |
0.001 |
0.1% |
0.000 |
Volume |
44,611 |
36,495 |
-8,116 |
-18.2% |
140,181 |
|
Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.127 |
95.905 |
95.059 |
|
R3 |
95.697 |
95.475 |
94.940 |
|
R2 |
95.267 |
95.267 |
94.901 |
|
R1 |
95.045 |
95.045 |
94.861 |
95.156 |
PP |
94.837 |
94.837 |
94.837 |
94.893 |
S1 |
94.615 |
94.615 |
94.783 |
94.726 |
S2 |
94.407 |
94.407 |
94.743 |
|
S3 |
93.977 |
94.185 |
94.704 |
|
S4 |
93.547 |
93.755 |
94.586 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.501 |
98.856 |
95.754 |
|
R3 |
97.806 |
97.161 |
95.288 |
|
R2 |
96.111 |
96.111 |
95.133 |
|
R1 |
95.466 |
95.466 |
94.977 |
95.788 |
PP |
94.416 |
94.416 |
94.416 |
94.577 |
S1 |
93.771 |
93.771 |
94.667 |
94.094 |
S2 |
92.721 |
92.721 |
94.511 |
|
S3 |
91.026 |
92.076 |
94.356 |
|
S4 |
89.331 |
90.381 |
93.890 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.060 |
93.365 |
1.695 |
1.8% |
0.550 |
0.6% |
86% |
True |
False |
28,036 |
10 |
95.060 |
92.910 |
2.150 |
2.3% |
0.512 |
0.5% |
89% |
True |
False |
23,416 |
20 |
95.060 |
92.590 |
2.470 |
2.6% |
0.501 |
0.5% |
90% |
True |
False |
21,834 |
40 |
95.060 |
90.795 |
4.265 |
4.5% |
0.543 |
0.6% |
94% |
True |
False |
21,411 |
60 |
95.060 |
90.795 |
4.265 |
4.5% |
0.551 |
0.6% |
94% |
True |
False |
14,468 |
80 |
95.740 |
90.795 |
4.945 |
5.2% |
0.538 |
0.6% |
81% |
False |
False |
10,907 |
100 |
97.300 |
90.795 |
6.505 |
6.9% |
0.517 |
0.5% |
62% |
False |
False |
8,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.888 |
2.618 |
96.186 |
1.618 |
95.756 |
1.000 |
95.490 |
0.618 |
95.326 |
HIGH |
95.060 |
0.618 |
94.896 |
0.500 |
94.845 |
0.382 |
94.794 |
LOW |
94.630 |
0.618 |
94.364 |
1.000 |
94.200 |
1.618 |
93.934 |
2.618 |
93.504 |
4.250 |
92.803 |
|
|
Fisher Pivots for day following 27-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
94.845 |
94.619 |
PP |
94.837 |
94.416 |
S1 |
94.830 |
94.213 |
|