ICE US Dollar Index Future September 2018
Trading Metrics calculated at close of trading on 27-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
27-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
95.570 |
95.080 |
-0.490 |
-0.5% |
96.050 |
High |
95.610 |
95.230 |
-0.380 |
-0.4% |
96.300 |
Low |
94.935 |
94.595 |
-0.340 |
-0.4% |
94.830 |
Close |
95.063 |
94.684 |
-0.379 |
-0.4% |
95.063 |
Range |
0.675 |
0.635 |
-0.040 |
-5.9% |
1.470 |
ATR |
0.561 |
0.566 |
0.005 |
0.9% |
0.000 |
Volume |
23,377 |
18,839 |
-4,538 |
-19.4% |
102,262 |
|
Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.741 |
96.348 |
95.033 |
|
R3 |
96.106 |
95.713 |
94.859 |
|
R2 |
95.471 |
95.471 |
94.800 |
|
R1 |
95.078 |
95.078 |
94.742 |
94.957 |
PP |
94.836 |
94.836 |
94.836 |
94.776 |
S1 |
94.443 |
94.443 |
94.626 |
94.322 |
S2 |
94.201 |
94.201 |
94.568 |
|
S3 |
93.566 |
93.808 |
94.509 |
|
S4 |
92.931 |
93.173 |
94.335 |
|
|
Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.808 |
98.905 |
95.872 |
|
R3 |
98.338 |
97.435 |
95.467 |
|
R2 |
96.868 |
96.868 |
95.333 |
|
R1 |
95.965 |
95.965 |
95.198 |
95.682 |
PP |
95.398 |
95.398 |
95.398 |
95.256 |
S1 |
94.495 |
94.495 |
94.928 |
94.212 |
S2 |
93.928 |
93.928 |
94.794 |
|
S3 |
92.458 |
93.025 |
94.659 |
|
S4 |
90.988 |
91.555 |
94.255 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.660 |
94.595 |
1.065 |
1.1% |
0.601 |
0.6% |
8% |
False |
True |
20,633 |
10 |
96.865 |
94.595 |
2.270 |
2.4% |
0.569 |
0.6% |
4% |
False |
True |
19,766 |
20 |
96.865 |
93.940 |
2.925 |
3.1% |
0.521 |
0.5% |
25% |
False |
False |
19,826 |
40 |
96.865 |
93.440 |
3.425 |
3.6% |
0.540 |
0.6% |
36% |
False |
False |
19,568 |
60 |
96.865 |
92.760 |
4.105 |
4.3% |
0.562 |
0.6% |
47% |
False |
False |
18,742 |
80 |
96.865 |
91.670 |
5.195 |
5.5% |
0.559 |
0.6% |
58% |
False |
False |
14,211 |
100 |
96.865 |
88.515 |
8.350 |
8.8% |
0.535 |
0.6% |
74% |
False |
False |
11,404 |
120 |
96.865 |
88.190 |
8.675 |
9.2% |
0.517 |
0.5% |
75% |
False |
False |
9,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.929 |
2.618 |
96.892 |
1.618 |
96.257 |
1.000 |
95.865 |
0.618 |
95.622 |
HIGH |
95.230 |
0.618 |
94.987 |
0.500 |
94.913 |
0.382 |
94.838 |
LOW |
94.595 |
0.618 |
94.203 |
1.000 |
93.960 |
1.618 |
93.568 |
2.618 |
92.933 |
4.250 |
91.896 |
|
|
Fisher Pivots for day following 27-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
94.913 |
95.110 |
PP |
94.836 |
94.968 |
S1 |
94.760 |
94.826 |
|