ICE US Dollar Index Future December 2017
Trading Metrics calculated at close of trading on 17-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2017 |
17-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
93.785 |
93.715 |
-0.070 |
-0.1% |
94.355 |
High |
93.915 |
93.845 |
-0.070 |
-0.1% |
94.545 |
Low |
93.690 |
93.420 |
-0.270 |
-0.3% |
93.305 |
Close |
93.854 |
93.575 |
-0.279 |
-0.3% |
93.575 |
Range |
0.225 |
0.425 |
0.200 |
88.9% |
1.240 |
ATR |
0.475 |
0.472 |
-0.003 |
-0.6% |
0.000 |
Volume |
12,190 |
16,907 |
4,717 |
38.7% |
92,495 |
|
Daily Pivots for day following 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.888 |
94.657 |
93.809 |
|
R3 |
94.463 |
94.232 |
93.692 |
|
R2 |
94.038 |
94.038 |
93.653 |
|
R1 |
93.807 |
93.807 |
93.614 |
93.710 |
PP |
93.613 |
93.613 |
93.613 |
93.565 |
S1 |
93.382 |
93.382 |
93.536 |
93.285 |
S2 |
93.188 |
93.188 |
93.497 |
|
S3 |
92.763 |
92.957 |
93.458 |
|
S4 |
92.338 |
92.532 |
93.341 |
|
|
Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.528 |
96.792 |
94.257 |
|
R3 |
96.288 |
95.552 |
93.916 |
|
R2 |
95.048 |
95.048 |
93.802 |
|
R1 |
94.312 |
94.312 |
93.689 |
94.060 |
PP |
93.808 |
93.808 |
93.808 |
93.683 |
S1 |
93.072 |
93.072 |
93.461 |
92.820 |
S2 |
92.568 |
92.568 |
93.348 |
|
S3 |
91.328 |
91.832 |
93.234 |
|
S4 |
90.088 |
90.592 |
92.893 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.545 |
93.305 |
1.240 |
1.3% |
0.436 |
0.5% |
22% |
False |
False |
18,499 |
10 |
95.070 |
93.305 |
1.765 |
1.9% |
0.419 |
0.4% |
15% |
False |
False |
18,199 |
20 |
95.070 |
93.305 |
1.765 |
1.9% |
0.463 |
0.5% |
15% |
False |
False |
21,081 |
40 |
95.070 |
92.000 |
3.070 |
3.3% |
0.482 |
0.5% |
51% |
False |
False |
21,417 |
60 |
95.070 |
90.795 |
4.275 |
4.6% |
0.530 |
0.6% |
65% |
False |
False |
19,059 |
80 |
95.070 |
90.795 |
4.275 |
4.6% |
0.527 |
0.6% |
65% |
False |
False |
14,386 |
100 |
96.065 |
90.795 |
5.270 |
5.6% |
0.516 |
0.6% |
53% |
False |
False |
11,545 |
120 |
97.300 |
90.795 |
6.505 |
7.0% |
0.495 |
0.5% |
43% |
False |
False |
9,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.651 |
2.618 |
94.958 |
1.618 |
94.533 |
1.000 |
94.270 |
0.618 |
94.108 |
HIGH |
93.845 |
0.618 |
93.683 |
0.500 |
93.633 |
0.382 |
93.582 |
LOW |
93.420 |
0.618 |
93.157 |
1.000 |
92.995 |
1.618 |
92.732 |
2.618 |
92.307 |
4.250 |
91.614 |
|
|
Fisher Pivots for day following 17-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
93.633 |
93.610 |
PP |
93.613 |
93.598 |
S1 |
93.594 |
93.587 |
|