ICE US Dollar Index Future September 2018
| Trading Metrics calculated at close of trading on 27-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2018 |
27-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
93.950 |
94.375 |
0.425 |
0.5% |
94.495 |
| High |
94.455 |
95.110 |
0.655 |
0.7% |
95.220 |
| Low |
93.830 |
94.200 |
0.370 |
0.4% |
94.095 |
| Close |
94.346 |
94.969 |
0.623 |
0.7% |
94.180 |
| Range |
0.625 |
0.910 |
0.285 |
45.6% |
1.125 |
| ATR |
0.586 |
0.609 |
0.023 |
4.0% |
0.000 |
| Volume |
15,302 |
20,158 |
4,856 |
31.7% |
104,549 |
|
| Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.490 |
97.139 |
95.470 |
|
| R3 |
96.580 |
96.229 |
95.219 |
|
| R2 |
95.670 |
95.670 |
95.136 |
|
| R1 |
95.319 |
95.319 |
95.052 |
95.495 |
| PP |
94.760 |
94.760 |
94.760 |
94.847 |
| S1 |
94.409 |
94.409 |
94.886 |
94.585 |
| S2 |
93.850 |
93.850 |
94.802 |
|
| S3 |
92.940 |
93.499 |
94.719 |
|
| S4 |
92.030 |
92.589 |
94.469 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.873 |
97.152 |
94.799 |
|
| R3 |
96.748 |
96.027 |
94.489 |
|
| R2 |
95.623 |
95.623 |
94.386 |
|
| R1 |
94.902 |
94.902 |
94.283 |
94.700 |
| PP |
94.498 |
94.498 |
94.498 |
94.398 |
| S1 |
93.777 |
93.777 |
94.077 |
93.575 |
| S2 |
93.373 |
93.373 |
93.974 |
|
| S3 |
92.248 |
92.652 |
93.871 |
|
| S4 |
91.123 |
91.527 |
93.561 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.220 |
93.830 |
1.390 |
1.5% |
0.674 |
0.7% |
82% |
False |
False |
19,675 |
| 10 |
95.220 |
92.820 |
2.400 |
2.5% |
0.717 |
0.8% |
90% |
False |
False |
24,959 |
| 20 |
95.220 |
92.760 |
2.460 |
2.6% |
0.595 |
0.6% |
90% |
False |
False |
14,857 |
| 40 |
95.220 |
91.600 |
3.620 |
3.8% |
0.569 |
0.6% |
93% |
False |
False |
7,665 |
| 60 |
95.220 |
88.515 |
6.705 |
7.1% |
0.521 |
0.5% |
96% |
False |
False |
5,167 |
| 80 |
95.220 |
88.190 |
7.030 |
7.4% |
0.498 |
0.5% |
96% |
False |
False |
3,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.978 |
|
2.618 |
97.492 |
|
1.618 |
96.582 |
|
1.000 |
96.020 |
|
0.618 |
95.672 |
|
HIGH |
95.110 |
|
0.618 |
94.762 |
|
0.500 |
94.655 |
|
0.382 |
94.548 |
|
LOW |
94.200 |
|
0.618 |
93.638 |
|
1.000 |
93.290 |
|
1.618 |
92.728 |
|
2.618 |
91.818 |
|
4.250 |
90.333 |
|
|
| Fisher Pivots for day following 27-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
94.864 |
94.803 |
| PP |
94.760 |
94.636 |
| S1 |
94.655 |
94.470 |
|