ICE US Dollar Index Future December 2017
Trading Metrics calculated at close of trading on 20-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
93.715 |
93.730 |
0.015 |
0.0% |
94.355 |
High |
93.845 |
94.020 |
0.175 |
0.2% |
94.545 |
Low |
93.420 |
93.485 |
0.065 |
0.1% |
93.305 |
Close |
93.575 |
93.997 |
0.422 |
0.5% |
93.575 |
Range |
0.425 |
0.535 |
0.110 |
25.9% |
1.240 |
ATR |
0.472 |
0.476 |
0.005 |
1.0% |
0.000 |
Volume |
16,907 |
19,683 |
2,776 |
16.4% |
92,495 |
|
Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.439 |
95.253 |
94.291 |
|
R3 |
94.904 |
94.718 |
94.144 |
|
R2 |
94.369 |
94.369 |
94.095 |
|
R1 |
94.183 |
94.183 |
94.046 |
94.276 |
PP |
93.834 |
93.834 |
93.834 |
93.881 |
S1 |
93.648 |
93.648 |
93.948 |
93.741 |
S2 |
93.299 |
93.299 |
93.899 |
|
S3 |
92.764 |
93.113 |
93.850 |
|
S4 |
92.229 |
92.578 |
93.703 |
|
|
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 |
94.440 |
93.305 |
1.135 |
1.2% |
0.496 |
0.5% |
61% |
False |
False |
20,293 |
10 |
95.070 |
93.305 |
1.765 |
1.9% |
0.433 |
0.5% |
39% |
False |
False |
18,397 |
20 |
95.070 |
93.305 |
1.765 |
1.9% |
0.472 |
0.5% |
39% |
False |
False |
21,264 |
40 |
95.070 |
92.345 |
2.725 |
2.9% |
0.483 |
0.5% |
61% |
False |
False |
21,245 |
60 |
95.070 |
90.795 |
4.275 |
4.5% |
0.522 |
0.6% |
75% |
False |
False |
19,367 |
80 |
95.070 |
90.795 |
4.275 |
4.5% |
0.525 |
0.6% |
75% |
False |
False |
14,629 |
100 |
96.065 |
90.795 |
5.270 |
5.6% |
0.518 |
0.6% |
61% |
False |
False |
11,740 |
120 |
97.300 |
90.795 |
6.505 |
6.9% |
0.498 |
0.5% |
49% |
False |
False |
9,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.294 |
2.618 |
95.421 |
1.618 |
94.886 |
1.000 |
94.555 |
0.618 |
94.351 |
HIGH |
94.020 |
0.618 |
93.816 |
0.500 |
93.753 |
0.382 |
93.689 |
LOW |
93.485 |
0.618 |
93.154 |
1.000 |
92.950 |
1.618 |
92.619 |
2.618 |
92.084 |
4.250 |
91.211 |
|
|
Fisher Pivots for day following 20-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
93.916 |
93.905 |
PP |
93.834 |
93.812 |
S1 |
93.753 |
93.720 |
|