ICE US Dollar Index Future December 2017
Trading Metrics calculated at close of trading on 13-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2017 |
13-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
94.365 |
94.355 |
-0.010 |
0.0% |
94.825 |
High |
94.555 |
94.545 |
-0.010 |
0.0% |
95.070 |
Low |
94.155 |
94.310 |
0.155 |
0.2% |
94.155 |
Close |
94.278 |
94.388 |
0.110 |
0.1% |
94.278 |
Range |
0.400 |
0.235 |
-0.165 |
-41.2% |
0.915 |
ATR |
0.486 |
0.470 |
-0.016 |
-3.2% |
0.000 |
Volume |
14,645 |
10,711 |
-3,934 |
-26.9% |
89,503 |
|
Daily Pivots for day following 13-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.119 |
94.989 |
94.517 |
|
R3 |
94.884 |
94.754 |
94.453 |
|
R2 |
94.649 |
94.649 |
94.431 |
|
R1 |
94.519 |
94.519 |
94.410 |
94.584 |
PP |
94.414 |
94.414 |
94.414 |
94.447 |
S1 |
94.284 |
94.284 |
94.366 |
94.349 |
S2 |
94.179 |
94.179 |
94.345 |
|
S3 |
93.944 |
94.049 |
94.323 |
|
S4 |
93.709 |
93.814 |
94.259 |
|
|
Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.246 |
96.677 |
94.781 |
|
R3 |
96.331 |
95.762 |
94.530 |
|
R2 |
95.416 |
95.416 |
94.446 |
|
R1 |
94.847 |
94.847 |
94.362 |
94.674 |
PP |
94.501 |
94.501 |
94.501 |
94.415 |
S1 |
93.932 |
93.932 |
94.194 |
93.759 |
S2 |
93.586 |
93.586 |
94.110 |
|
S3 |
92.671 |
93.017 |
94.026 |
|
S4 |
91.756 |
92.102 |
93.775 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.070 |
94.155 |
0.915 |
1.0% |
0.370 |
0.4% |
25% |
False |
False |
16,500 |
10 |
95.070 |
94.115 |
0.955 |
1.0% |
0.405 |
0.4% |
29% |
False |
False |
17,731 |
20 |
95.070 |
92.910 |
2.160 |
2.3% |
0.470 |
0.5% |
68% |
False |
False |
20,909 |
40 |
95.070 |
91.215 |
3.855 |
4.1% |
0.499 |
0.5% |
82% |
False |
False |
22,076 |
60 |
95.070 |
90.795 |
4.275 |
4.5% |
0.526 |
0.6% |
84% |
False |
False |
17,716 |
80 |
95.070 |
90.795 |
4.275 |
4.5% |
0.532 |
0.6% |
84% |
False |
False |
13,382 |
100 |
96.930 |
90.795 |
6.135 |
6.5% |
0.520 |
0.6% |
59% |
False |
False |
10,734 |
120 |
97.300 |
90.795 |
6.505 |
6.9% |
0.488 |
0.5% |
55% |
False |
False |
8,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.544 |
2.618 |
95.160 |
1.618 |
94.925 |
1.000 |
94.780 |
0.618 |
94.690 |
HIGH |
94.545 |
0.618 |
94.455 |
0.500 |
94.428 |
0.382 |
94.400 |
LOW |
94.310 |
0.618 |
94.165 |
1.000 |
94.075 |
1.618 |
93.930 |
2.618 |
93.695 |
4.250 |
93.311 |
|
|
Fisher Pivots for day following 13-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
94.428 |
94.510 |
PP |
94.414 |
94.469 |
S1 |
94.401 |
94.429 |
|