ICE US Dollar Index Future December 2017
Trading Metrics calculated at close of trading on 01-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
93.200 |
92.905 |
-0.295 |
-0.3% |
92.665 |
High |
93.465 |
93.210 |
-0.255 |
-0.3% |
93.465 |
Low |
92.680 |
92.550 |
-0.130 |
-0.1% |
92.430 |
Close |
93.002 |
92.841 |
-0.161 |
-0.2% |
92.841 |
Range |
0.785 |
0.660 |
-0.125 |
-15.9% |
1.035 |
ATR |
0.506 |
0.517 |
0.011 |
2.2% |
0.000 |
Volume |
27,689 |
31,151 |
3,462 |
12.5% |
121,077 |
|
Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.847 |
94.504 |
93.204 |
|
R3 |
94.187 |
93.844 |
93.023 |
|
R2 |
93.527 |
93.527 |
92.962 |
|
R1 |
93.184 |
93.184 |
92.902 |
93.026 |
PP |
92.867 |
92.867 |
92.867 |
92.788 |
S1 |
92.524 |
92.524 |
92.781 |
92.366 |
S2 |
92.207 |
92.207 |
92.720 |
|
S3 |
91.547 |
91.864 |
92.660 |
|
S4 |
90.887 |
91.204 |
92.478 |
|
|
Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.017 |
95.464 |
93.410 |
|
R3 |
94.982 |
94.429 |
93.126 |
|
R2 |
93.947 |
93.947 |
93.031 |
|
R1 |
93.394 |
93.394 |
92.936 |
93.671 |
PP |
92.912 |
92.912 |
92.912 |
93.050 |
S1 |
92.359 |
92.359 |
92.746 |
92.636 |
S2 |
91.877 |
91.877 |
92.651 |
|
S3 |
90.842 |
91.324 |
92.556 |
|
S4 |
89.807 |
90.289 |
92.272 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.465 |
92.430 |
1.035 |
1.1% |
0.568 |
0.6% |
40% |
False |
False |
24,215 |
10 |
94.085 |
92.430 |
1.655 |
1.8% |
0.541 |
0.6% |
25% |
False |
False |
21,171 |
20 |
95.070 |
92.430 |
2.640 |
2.8% |
0.499 |
0.5% |
16% |
False |
False |
20,064 |
40 |
95.070 |
92.430 |
2.640 |
2.8% |
0.484 |
0.5% |
16% |
False |
False |
20,922 |
60 |
95.070 |
90.795 |
4.275 |
4.6% |
0.511 |
0.6% |
48% |
False |
False |
22,004 |
80 |
95.070 |
90.795 |
4.275 |
4.6% |
0.529 |
0.6% |
48% |
False |
False |
16,783 |
100 |
95.470 |
90.795 |
4.675 |
5.0% |
0.530 |
0.6% |
44% |
False |
False |
13,484 |
120 |
97.300 |
90.795 |
6.505 |
7.0% |
0.515 |
0.6% |
31% |
False |
False |
11,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
96.015 |
2.618 |
94.938 |
1.618 |
94.278 |
1.000 |
93.870 |
0.618 |
93.618 |
HIGH |
93.210 |
0.618 |
92.958 |
0.500 |
92.880 |
0.382 |
92.802 |
LOW |
92.550 |
0.618 |
92.142 |
1.000 |
91.890 |
1.618 |
91.482 |
2.618 |
90.822 |
4.250 |
89.745 |
|
|
Fisher Pivots for day following 01-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
92.880 |
93.008 |
PP |
92.867 |
92.952 |
S1 |
92.854 |
92.897 |
|