ICE US Dollar Index Future March 2018
Trading Metrics calculated at close of trading on 20-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2017 |
20-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
93.255 |
93.035 |
-0.220 |
-0.2% |
93.480 |
High |
93.310 |
93.120 |
-0.190 |
-0.2% |
93.825 |
Low |
93.015 |
92.750 |
-0.265 |
-0.3% |
92.860 |
Close |
93.027 |
92.891 |
-0.136 |
-0.1% |
93.463 |
Range |
0.295 |
0.370 |
0.075 |
25.4% |
0.965 |
ATR |
0.464 |
0.458 |
-0.007 |
-1.5% |
0.000 |
Volume |
14,677 |
20,126 |
5,449 |
37.1% |
104,551 |
|
Daily Pivots for day following 20-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
94.030 |
93.831 |
93.095 |
|
R3 |
93.660 |
93.461 |
92.993 |
|
R2 |
93.290 |
93.290 |
92.959 |
|
R1 |
93.091 |
93.091 |
92.925 |
93.006 |
PP |
92.920 |
92.920 |
92.920 |
92.878 |
S1 |
92.721 |
92.721 |
92.857 |
92.636 |
S2 |
92.550 |
92.550 |
92.823 |
|
S3 |
92.180 |
92.351 |
92.789 |
|
S4 |
91.810 |
91.981 |
92.688 |
|
|
Weekly Pivots for week ending 15-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.278 |
95.835 |
93.994 |
|
R3 |
95.313 |
94.870 |
93.728 |
|
R2 |
94.348 |
94.348 |
93.640 |
|
R1 |
93.905 |
93.905 |
93.551 |
93.644 |
PP |
93.383 |
93.383 |
93.383 |
93.252 |
S1 |
92.940 |
92.940 |
93.375 |
92.679 |
S2 |
92.418 |
92.418 |
93.286 |
|
S3 |
91.453 |
91.975 |
93.198 |
|
S4 |
90.488 |
91.010 |
92.932 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.555 |
92.750 |
0.805 |
0.9% |
0.475 |
0.5% |
18% |
False |
True |
23,623 |
10 |
93.825 |
92.750 |
1.075 |
1.2% |
0.446 |
0.5% |
13% |
False |
True |
16,727 |
20 |
93.825 |
92.130 |
1.695 |
1.8% |
0.453 |
0.5% |
45% |
False |
False |
9,266 |
40 |
94.760 |
92.130 |
2.630 |
2.8% |
0.446 |
0.5% |
29% |
False |
False |
4,793 |
60 |
94.760 |
92.130 |
2.630 |
2.8% |
0.428 |
0.5% |
29% |
False |
False |
3,243 |
80 |
94.760 |
90.680 |
4.080 |
4.4% |
0.437 |
0.5% |
54% |
False |
False |
2,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.693 |
2.618 |
94.089 |
1.618 |
93.719 |
1.000 |
93.490 |
0.618 |
93.349 |
HIGH |
93.120 |
0.618 |
92.979 |
0.500 |
92.935 |
0.382 |
92.891 |
LOW |
92.750 |
0.618 |
92.521 |
1.000 |
92.380 |
1.618 |
92.151 |
2.618 |
91.781 |
4.250 |
91.178 |
|
|
Fisher Pivots for day following 20-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
92.935 |
93.153 |
PP |
92.920 |
93.065 |
S1 |
92.906 |
92.978 |
|