ICE US Dollar Index Future March 2018
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 |
93.440 |
93.480 |
0.040 |
0.0% |
92.805 |
High |
93.700 |
93.585 |
-0.115 |
-0.1% |
93.700 |
Low |
93.410 |
93.245 |
-0.165 |
-0.2% |
92.695 |
Close |
93.489 |
93.470 |
-0.019 |
0.0% |
93.489 |
Range |
0.290 |
0.340 |
0.050 |
17.2% |
1.005 |
ATR |
0.438 |
0.431 |
-0.007 |
-1.6% |
0.000 |
Volume |
5,916 |
15,594 |
9,678 |
163.6% |
21,058 |
|
Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.453 |
94.302 |
93.657 |
|
R3 |
94.113 |
93.962 |
93.564 |
|
R2 |
93.773 |
93.773 |
93.532 |
|
R1 |
93.622 |
93.622 |
93.501 |
93.528 |
PP |
93.433 |
93.433 |
93.433 |
93.386 |
S1 |
93.282 |
93.282 |
93.439 |
93.188 |
S2 |
93.093 |
93.093 |
93.408 |
|
S3 |
92.753 |
92.942 |
93.377 |
|
S4 |
92.413 |
92.602 |
93.283 |
|
|
Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.310 |
95.904 |
94.042 |
|
R3 |
95.305 |
94.899 |
93.765 |
|
R2 |
94.300 |
94.300 |
93.673 |
|
R1 |
93.894 |
93.894 |
93.581 |
94.097 |
PP |
93.295 |
93.295 |
93.295 |
93.396 |
S1 |
92.889 |
92.889 |
93.397 |
93.092 |
S2 |
92.290 |
92.290 |
93.305 |
|
S3 |
91.285 |
91.884 |
93.213 |
|
S4 |
90.280 |
90.879 |
92.936 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.700 |
92.695 |
1.005 |
1.1% |
0.351 |
0.4% |
77% |
False |
False |
5,676 |
10 |
93.700 |
92.265 |
1.435 |
1.5% |
0.436 |
0.5% |
84% |
False |
False |
4,015 |
20 |
94.095 |
92.130 |
1.965 |
2.1% |
0.440 |
0.5% |
68% |
False |
False |
2,232 |
40 |
94.760 |
92.130 |
2.630 |
2.8% |
0.421 |
0.5% |
51% |
False |
False |
1,241 |
60 |
94.760 |
91.000 |
3.760 |
4.0% |
0.433 |
0.5% |
66% |
False |
False |
872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
95.030 |
2.618 |
94.475 |
1.618 |
94.135 |
1.000 |
93.925 |
0.618 |
93.795 |
HIGH |
93.585 |
0.618 |
93.455 |
0.500 |
93.415 |
0.382 |
93.375 |
LOW |
93.245 |
0.618 |
93.035 |
1.000 |
92.905 |
1.618 |
92.695 |
2.618 |
92.355 |
4.250 |
91.800 |
|
|
Fisher Pivots for day following 11-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
93.452 |
93.455 |
PP |
93.433 |
93.440 |
S1 |
93.415 |
93.425 |
|