ICE US Dollar Index Future March 2018
Trading Metrics calculated at close of trading on 27-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2017 |
27-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
92.885 |
92.825 |
-0.060 |
-0.1% |
93.495 |
High |
92.960 |
92.865 |
-0.095 |
-0.1% |
93.555 |
Low |
92.755 |
92.525 |
-0.230 |
-0.2% |
92.750 |
Close |
92.801 |
92.612 |
-0.189 |
-0.2% |
92.924 |
Range |
0.205 |
0.340 |
0.135 |
65.9% |
0.805 |
ATR |
0.412 |
0.407 |
-0.005 |
-1.3% |
0.000 |
Volume |
6,306 |
16,223 |
9,917 |
157.3% |
76,603 |
|
Daily Pivots for day following 27-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
93.687 |
93.490 |
92.799 |
|
R3 |
93.347 |
93.150 |
92.706 |
|
R2 |
93.007 |
93.007 |
92.674 |
|
R1 |
92.810 |
92.810 |
92.643 |
92.739 |
PP |
92.667 |
92.667 |
92.667 |
92.632 |
S1 |
92.470 |
92.470 |
92.581 |
92.398 |
S2 |
92.327 |
92.327 |
92.550 |
|
S3 |
91.987 |
92.130 |
92.518 |
|
S4 |
91.647 |
91.790 |
92.425 |
|
|
Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
95.491 |
95.013 |
93.367 |
|
R3 |
94.686 |
94.208 |
93.145 |
|
R2 |
93.881 |
93.881 |
93.072 |
|
R1 |
93.403 |
93.403 |
92.998 |
93.240 |
PP |
93.076 |
93.076 |
93.076 |
92.995 |
S1 |
92.598 |
92.598 |
92.850 |
92.435 |
S2 |
92.271 |
92.271 |
92.776 |
|
S3 |
91.466 |
91.793 |
92.703 |
|
S4 |
90.661 |
90.988 |
92.481 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
93.120 |
92.525 |
0.595 |
0.6% |
0.280 |
0.3% |
15% |
False |
True |
12,985 |
10 |
93.700 |
92.525 |
1.175 |
1.3% |
0.414 |
0.4% |
7% |
False |
True |
17,977 |
20 |
93.825 |
92.265 |
1.560 |
1.7% |
0.425 |
0.5% |
22% |
False |
False |
11,380 |
40 |
94.760 |
92.130 |
2.630 |
2.8% |
0.417 |
0.5% |
18% |
False |
False |
5,875 |
60 |
94.760 |
92.130 |
2.630 |
2.8% |
0.414 |
0.4% |
18% |
False |
False |
3,981 |
80 |
94.760 |
90.680 |
4.080 |
4.4% |
0.434 |
0.5% |
47% |
False |
False |
3,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
94.310 |
2.618 |
93.755 |
1.618 |
93.415 |
1.000 |
93.205 |
0.618 |
93.075 |
HIGH |
92.865 |
0.618 |
92.735 |
0.500 |
92.695 |
0.382 |
92.655 |
LOW |
92.525 |
0.618 |
92.315 |
1.000 |
92.185 |
1.618 |
91.975 |
2.618 |
91.635 |
4.250 |
91.080 |
|
|
Fisher Pivots for day following 27-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
92.695 |
92.800 |
PP |
92.667 |
92.737 |
S1 |
92.640 |
92.675 |
|