ICE US Dollar Index Future December 2017
Trading Metrics calculated at close of trading on 11-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
93.800 |
93.860 |
0.060 |
0.1% |
93.040 |
High |
94.075 |
93.955 |
-0.120 |
-0.1% |
94.075 |
Low |
93.785 |
93.650 |
-0.135 |
-0.1% |
93.000 |
Close |
93.874 |
93.843 |
-0.031 |
0.0% |
93.874 |
Range |
0.290 |
0.305 |
0.015 |
5.2% |
1.075 |
ATR |
0.480 |
0.468 |
-0.013 |
-2.6% |
0.000 |
Volume |
19,750 |
26,429 |
6,679 |
33.8% |
104,570 |
|
Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.731 |
94.592 |
94.011 |
|
R3 |
94.426 |
94.287 |
93.927 |
|
R2 |
94.121 |
94.121 |
93.899 |
|
R1 |
93.982 |
93.982 |
93.871 |
93.899 |
PP |
93.816 |
93.816 |
93.816 |
93.775 |
S1 |
93.677 |
93.677 |
93.815 |
93.594 |
S2 |
93.511 |
93.511 |
93.787 |
|
S3 |
93.206 |
93.372 |
93.759 |
|
S4 |
92.901 |
93.067 |
93.675 |
|
|
Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.875 |
96.449 |
94.465 |
|
R3 |
95.800 |
95.374 |
94.170 |
|
R2 |
94.725 |
94.725 |
94.071 |
|
R1 |
94.299 |
94.299 |
93.973 |
94.512 |
PP |
93.650 |
93.650 |
93.650 |
93.756 |
S1 |
93.224 |
93.224 |
93.775 |
93.437 |
S2 |
92.575 |
92.575 |
93.677 |
|
S3 |
91.500 |
92.149 |
93.578 |
|
S4 |
90.425 |
91.074 |
93.283 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
94.075 |
93.000 |
1.075 |
1.1% |
0.362 |
0.4% |
78% |
False |
False |
20,186 |
10 |
94.075 |
92.550 |
1.525 |
1.6% |
0.456 |
0.5% |
85% |
False |
False |
22,937 |
20 |
94.545 |
92.430 |
2.115 |
2.3% |
0.466 |
0.5% |
67% |
False |
False |
20,915 |
40 |
95.070 |
92.430 |
2.640 |
2.8% |
0.469 |
0.5% |
54% |
False |
False |
21,035 |
60 |
95.070 |
91.215 |
3.855 |
4.1% |
0.491 |
0.5% |
68% |
False |
False |
21,815 |
80 |
95.070 |
90.795 |
4.275 |
4.6% |
0.513 |
0.5% |
71% |
False |
False |
18,385 |
100 |
95.070 |
90.795 |
4.275 |
4.6% |
0.522 |
0.6% |
71% |
False |
False |
14,783 |
120 |
97.040 |
90.795 |
6.245 |
6.7% |
0.512 |
0.5% |
49% |
False |
False |
12,342 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.251 |
2.618 |
94.753 |
1.618 |
94.448 |
1.000 |
94.260 |
0.618 |
94.143 |
HIGH |
93.955 |
0.618 |
93.838 |
0.500 |
93.803 |
0.382 |
93.767 |
LOW |
93.650 |
0.618 |
93.462 |
1.000 |
93.345 |
1.618 |
93.157 |
2.618 |
92.852 |
4.250 |
92.354 |
|
|
Fisher Pivots for day following 11-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
93.830 |
93.824 |
PP |
93.816 |
93.804 |
S1 |
93.803 |
93.785 |
|