ICE US Dollar Index Future September 2018
Trading Metrics calculated at close of trading on 12-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
95.130 |
95.110 |
-0.020 |
0.0% |
95.105 |
High |
95.330 |
95.270 |
-0.060 |
-0.1% |
95.680 |
Low |
94.845 |
94.705 |
-0.140 |
-0.1% |
94.830 |
Close |
95.225 |
94.768 |
-0.457 |
-0.5% |
95.329 |
Range |
0.485 |
0.565 |
0.080 |
16.5% |
0.850 |
ATR |
0.542 |
0.544 |
0.002 |
0.3% |
0.000 |
Volume |
29,316 |
34,874 |
5,558 |
19.0% |
90,149 |
|
Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
96.609 |
96.254 |
95.079 |
|
R3 |
96.044 |
95.689 |
94.923 |
|
R2 |
95.479 |
95.479 |
94.872 |
|
R1 |
95.124 |
95.124 |
94.820 |
95.019 |
PP |
94.914 |
94.914 |
94.914 |
94.862 |
S1 |
94.559 |
94.559 |
94.716 |
94.454 |
S2 |
94.349 |
94.349 |
94.664 |
|
S3 |
93.784 |
93.994 |
94.613 |
|
S4 |
93.219 |
93.429 |
94.457 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.830 |
97.429 |
95.797 |
|
R3 |
96.980 |
96.579 |
95.563 |
|
R2 |
96.130 |
96.130 |
95.485 |
|
R1 |
95.729 |
95.729 |
95.407 |
95.930 |
PP |
95.280 |
95.280 |
95.280 |
95.380 |
S1 |
94.879 |
94.879 |
95.251 |
95.080 |
S2 |
94.430 |
94.430 |
95.173 |
|
S3 |
93.580 |
94.029 |
95.095 |
|
S4 |
92.730 |
93.179 |
94.862 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.540 |
94.705 |
0.835 |
0.9% |
0.498 |
0.5% |
8% |
False |
True |
26,184 |
10 |
95.680 |
94.395 |
1.285 |
1.4% |
0.527 |
0.6% |
29% |
False |
False |
23,951 |
20 |
96.865 |
94.340 |
2.525 |
2.7% |
0.540 |
0.6% |
17% |
False |
False |
21,749 |
40 |
96.865 |
93.870 |
2.995 |
3.2% |
0.535 |
0.6% |
30% |
False |
False |
21,396 |
60 |
96.865 |
93.440 |
3.425 |
3.6% |
0.553 |
0.6% |
39% |
False |
False |
20,499 |
80 |
96.865 |
92.760 |
4.105 |
4.3% |
0.558 |
0.6% |
49% |
False |
False |
17,394 |
100 |
96.865 |
89.635 |
7.230 |
7.6% |
0.551 |
0.6% |
71% |
False |
False |
13,967 |
120 |
96.865 |
88.190 |
8.675 |
9.2% |
0.522 |
0.6% |
76% |
False |
False |
11,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
97.671 |
2.618 |
96.749 |
1.618 |
96.184 |
1.000 |
95.835 |
0.618 |
95.619 |
HIGH |
95.270 |
0.618 |
95.054 |
0.500 |
94.988 |
0.382 |
94.921 |
LOW |
94.705 |
0.618 |
94.356 |
1.000 |
94.140 |
1.618 |
93.791 |
2.618 |
93.226 |
4.250 |
92.304 |
|
|
Fisher Pivots for day following 12-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
94.988 |
95.123 |
PP |
94.914 |
95.004 |
S1 |
94.841 |
94.886 |
|