ICE US Dollar Index Future June 2017
| Trading Metrics calculated at close of trading on 30-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2017 |
30-May-2017 |
Change |
Change % |
Previous Week |
| Open |
97.150 |
97.615 |
0.465 |
0.5% |
97.030 |
| High |
97.465 |
97.700 |
0.235 |
0.2% |
97.465 |
| Low |
96.965 |
97.145 |
0.180 |
0.2% |
96.700 |
| Close |
97.364 |
97.212 |
-0.152 |
-0.2% |
97.364 |
| Range |
0.500 |
0.555 |
0.055 |
11.0% |
0.765 |
| ATR |
0.569 |
0.568 |
-0.001 |
-0.2% |
0.000 |
| Volume |
24,104 |
27,990 |
3,886 |
16.1% |
135,499 |
|
| Daily Pivots for day following 30-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.017 |
98.670 |
97.517 |
|
| R3 |
98.462 |
98.115 |
97.365 |
|
| R2 |
97.907 |
97.907 |
97.314 |
|
| R1 |
97.560 |
97.560 |
97.263 |
97.456 |
| PP |
97.352 |
97.352 |
97.352 |
97.301 |
| S1 |
97.005 |
97.005 |
97.161 |
96.901 |
| S2 |
96.797 |
96.797 |
97.110 |
|
| S3 |
96.242 |
96.450 |
97.059 |
|
| S4 |
95.687 |
95.895 |
96.907 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.471 |
99.183 |
97.785 |
|
| R3 |
98.706 |
98.418 |
97.574 |
|
| R2 |
97.941 |
97.941 |
97.504 |
|
| R1 |
97.653 |
97.653 |
97.434 |
97.797 |
| PP |
97.176 |
97.176 |
97.176 |
97.249 |
| S1 |
96.888 |
96.888 |
97.294 |
97.032 |
| S2 |
96.411 |
96.411 |
97.224 |
|
| S3 |
95.646 |
96.123 |
97.154 |
|
| S4 |
94.881 |
95.358 |
96.943 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.700 |
96.705 |
0.995 |
1.0% |
0.500 |
0.5% |
51% |
True |
False |
27,836 |
| 10 |
98.770 |
96.700 |
2.070 |
2.1% |
0.609 |
0.6% |
25% |
False |
False |
29,822 |
| 20 |
99.765 |
96.700 |
3.065 |
3.2% |
0.563 |
0.6% |
17% |
False |
False |
27,172 |
| 40 |
101.265 |
96.700 |
4.565 |
4.7% |
0.543 |
0.6% |
11% |
False |
False |
25,761 |
| 60 |
102.125 |
96.700 |
5.425 |
5.6% |
0.543 |
0.6% |
9% |
False |
False |
26,779 |
| 80 |
102.190 |
96.700 |
5.490 |
5.6% |
0.550 |
0.6% |
9% |
False |
False |
20,439 |
| 100 |
102.830 |
96.700 |
6.130 |
6.3% |
0.594 |
0.6% |
8% |
False |
False |
16,445 |
| 120 |
103.750 |
96.700 |
7.050 |
7.3% |
0.622 |
0.6% |
7% |
False |
False |
13,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.059 |
|
2.618 |
99.153 |
|
1.618 |
98.598 |
|
1.000 |
98.255 |
|
0.618 |
98.043 |
|
HIGH |
97.700 |
|
0.618 |
97.488 |
|
0.500 |
97.423 |
|
0.382 |
97.357 |
|
LOW |
97.145 |
|
0.618 |
96.802 |
|
1.000 |
96.590 |
|
1.618 |
96.247 |
|
2.618 |
95.692 |
|
4.250 |
94.786 |
|
|
| Fisher Pivots for day following 30-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
97.423 |
97.253 |
| PP |
97.352 |
97.239 |
| S1 |
97.282 |
97.226 |
|