ICE US Dollar Index Future March 2018
| Trading Metrics calculated at close of trading on 05-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2018 |
05-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
91.965 |
91.550 |
-0.415 |
-0.5% |
91.895 |
| High |
92.000 |
91.830 |
-0.170 |
-0.2% |
92.000 |
| Low |
91.520 |
91.510 |
-0.010 |
0.0% |
91.470 |
| Close |
91.581 |
91.673 |
0.092 |
0.1% |
91.673 |
| Range |
0.480 |
0.320 |
-0.160 |
-33.3% |
0.530 |
| ATR |
0.429 |
0.421 |
-0.008 |
-1.8% |
0.000 |
| Volume |
15,731 |
13,752 |
-1,979 |
-12.6% |
66,308 |
|
| Daily Pivots for day following 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.631 |
92.472 |
91.849 |
|
| R3 |
92.311 |
92.152 |
91.761 |
|
| R2 |
91.991 |
91.991 |
91.732 |
|
| R1 |
91.832 |
91.832 |
91.702 |
91.912 |
| PP |
91.671 |
91.671 |
91.671 |
91.711 |
| S1 |
91.512 |
91.512 |
91.644 |
91.592 |
| S2 |
91.351 |
91.351 |
91.614 |
|
| S3 |
91.031 |
91.192 |
91.585 |
|
| S4 |
90.711 |
90.872 |
91.497 |
|
|
| Weekly Pivots for week ending 05-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.304 |
93.019 |
91.965 |
|
| R3 |
92.774 |
92.489 |
91.819 |
|
| R2 |
92.244 |
92.244 |
91.770 |
|
| R1 |
91.959 |
91.959 |
91.722 |
91.837 |
| PP |
91.714 |
91.714 |
91.714 |
91.653 |
| S1 |
91.429 |
91.429 |
91.624 |
91.307 |
| S2 |
91.184 |
91.184 |
91.576 |
|
| S3 |
90.654 |
90.899 |
91.527 |
|
| S4 |
90.124 |
90.369 |
91.382 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.375 |
91.470 |
0.905 |
1.0% |
0.457 |
0.5% |
22% |
False |
False |
17,584 |
| 10 |
93.095 |
91.470 |
1.625 |
1.8% |
0.373 |
0.4% |
12% |
False |
False |
14,815 |
| 20 |
93.825 |
91.470 |
2.355 |
2.6% |
0.409 |
0.4% |
9% |
False |
False |
15,771 |
| 40 |
94.535 |
91.470 |
3.065 |
3.3% |
0.430 |
0.5% |
7% |
False |
False |
8,424 |
| 60 |
94.760 |
91.470 |
3.290 |
3.6% |
0.420 |
0.5% |
6% |
False |
False |
5,690 |
| 80 |
94.760 |
91.000 |
3.760 |
4.1% |
0.432 |
0.5% |
18% |
False |
False |
4,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.190 |
|
2.618 |
92.668 |
|
1.618 |
92.348 |
|
1.000 |
92.150 |
|
0.618 |
92.028 |
|
HIGH |
91.830 |
|
0.618 |
91.708 |
|
0.500 |
91.670 |
|
0.382 |
91.632 |
|
LOW |
91.510 |
|
0.618 |
91.312 |
|
1.000 |
91.190 |
|
1.618 |
90.992 |
|
2.618 |
90.672 |
|
4.250 |
90.150 |
|
|
| Fisher Pivots for day following 05-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
91.672 |
91.755 |
| PP |
91.671 |
91.728 |
| S1 |
91.670 |
91.700 |
|