ICE US Dollar Index Future December 2017
Trading Metrics calculated at close of trading on 06-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2017 |
06-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
93.020 |
93.310 |
0.290 |
0.3% |
92.665 |
High |
93.445 |
93.620 |
0.175 |
0.2% |
93.465 |
Low |
93.000 |
93.135 |
0.135 |
0.1% |
92.430 |
Close |
93.334 |
93.582 |
0.248 |
0.3% |
92.841 |
Range |
0.445 |
0.485 |
0.040 |
9.0% |
1.035 |
ATR |
0.511 |
0.509 |
-0.002 |
-0.4% |
0.000 |
Volume |
18,286 |
21,657 |
3,371 |
18.4% |
121,077 |
|
Daily Pivots for day following 06-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.901 |
94.726 |
93.849 |
|
R3 |
94.416 |
94.241 |
93.715 |
|
R2 |
93.931 |
93.931 |
93.671 |
|
R1 |
93.756 |
93.756 |
93.626 |
93.844 |
PP |
93.446 |
93.446 |
93.446 |
93.489 |
S1 |
93.271 |
93.271 |
93.538 |
93.359 |
S2 |
92.961 |
92.961 |
93.493 |
|
S3 |
92.476 |
92.786 |
93.449 |
|
S4 |
91.991 |
92.301 |
93.315 |
|
|
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 |
93.620 |
92.550 |
1.070 |
1.1% |
0.543 |
0.6% |
96% |
True |
False |
25,770 |
10 |
93.880 |
92.430 |
1.450 |
1.5% |
0.544 |
0.6% |
79% |
False |
False |
23,343 |
20 |
94.865 |
92.430 |
2.435 |
2.6% |
0.479 |
0.5% |
47% |
False |
False |
20,269 |
40 |
95.070 |
92.430 |
2.640 |
2.8% |
0.482 |
0.5% |
44% |
False |
False |
21,005 |
60 |
95.070 |
91.215 |
3.855 |
4.1% |
0.510 |
0.5% |
61% |
False |
False |
22,529 |
80 |
95.070 |
90.795 |
4.275 |
4.6% |
0.527 |
0.6% |
65% |
False |
False |
17,641 |
100 |
95.070 |
90.795 |
4.275 |
4.6% |
0.530 |
0.6% |
65% |
False |
False |
14,182 |
120 |
97.300 |
90.795 |
6.505 |
7.0% |
0.511 |
0.5% |
43% |
False |
False |
11,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.681 |
2.618 |
94.890 |
1.618 |
94.405 |
1.000 |
94.105 |
0.618 |
93.920 |
HIGH |
93.620 |
0.618 |
93.435 |
0.500 |
93.378 |
0.382 |
93.320 |
LOW |
93.135 |
0.618 |
92.835 |
1.000 |
92.650 |
1.618 |
92.350 |
2.618 |
91.865 |
4.250 |
91.074 |
|
|
Fisher Pivots for day following 06-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
93.514 |
93.491 |
PP |
93.446 |
93.401 |
S1 |
93.378 |
93.310 |
|