ICE US Dollar Index Future December 2017
Trading Metrics calculated at close of trading on 05-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2017 |
05-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
93.040 |
93.020 |
-0.020 |
0.0% |
92.665 |
High |
93.345 |
93.445 |
0.100 |
0.1% |
93.465 |
Low |
93.005 |
93.000 |
-0.005 |
0.0% |
92.430 |
Close |
93.144 |
93.334 |
0.190 |
0.2% |
92.841 |
Range |
0.340 |
0.445 |
0.105 |
30.9% |
1.035 |
ATR |
0.516 |
0.511 |
-0.005 |
-1.0% |
0.000 |
Volume |
30,067 |
18,286 |
-11,781 |
-39.2% |
121,077 |
|
Daily Pivots for day following 05-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.595 |
94.409 |
93.579 |
|
R3 |
94.150 |
93.964 |
93.456 |
|
R2 |
93.705 |
93.705 |
93.416 |
|
R1 |
93.519 |
93.519 |
93.375 |
93.612 |
PP |
93.260 |
93.260 |
93.260 |
93.306 |
S1 |
93.074 |
93.074 |
93.293 |
93.167 |
S2 |
92.815 |
92.815 |
93.252 |
|
S3 |
92.370 |
92.629 |
93.212 |
|
S4 |
91.925 |
92.184 |
93.089 |
|
|
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 |
92.550 |
0.915 |
1.0% |
0.536 |
0.6% |
86% |
False |
False |
24,997 |
10 |
94.085 |
92.430 |
1.655 |
1.8% |
0.524 |
0.6% |
55% |
False |
False |
22,348 |
20 |
95.070 |
92.430 |
2.640 |
2.8% |
0.479 |
0.5% |
34% |
False |
False |
20,372 |
40 |
95.070 |
92.430 |
2.640 |
2.8% |
0.486 |
0.5% |
34% |
False |
False |
21,136 |
60 |
95.070 |
91.215 |
3.855 |
4.1% |
0.506 |
0.5% |
55% |
False |
False |
22,361 |
80 |
95.070 |
90.795 |
4.275 |
4.6% |
0.526 |
0.6% |
59% |
False |
False |
17,373 |
100 |
95.070 |
90.795 |
4.275 |
4.6% |
0.527 |
0.6% |
59% |
False |
False |
13,965 |
120 |
97.300 |
90.795 |
6.505 |
7.0% |
0.511 |
0.5% |
39% |
False |
False |
11,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.336 |
2.618 |
94.610 |
1.618 |
94.165 |
1.000 |
93.890 |
0.618 |
93.720 |
HIGH |
93.445 |
0.618 |
93.275 |
0.500 |
93.223 |
0.382 |
93.170 |
LOW |
93.000 |
0.618 |
92.725 |
1.000 |
92.555 |
1.618 |
92.280 |
2.618 |
91.835 |
4.250 |
91.109 |
|
|
Fisher Pivots for day following 05-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
93.297 |
93.222 |
PP |
93.260 |
93.110 |
S1 |
93.223 |
92.998 |
|