ICE US Dollar Index Future June 2017
| Trading Metrics calculated at close of trading on 08-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
96.565 |
96.695 |
0.130 |
0.1% |
97.615 |
| High |
96.940 |
97.135 |
0.195 |
0.2% |
97.700 |
| Low |
96.455 |
96.565 |
0.110 |
0.1% |
96.580 |
| Close |
96.708 |
96.898 |
0.190 |
0.2% |
96.670 |
| Range |
0.485 |
0.570 |
0.085 |
17.5% |
1.120 |
| ATR |
0.528 |
0.531 |
0.003 |
0.6% |
0.000 |
| Volume |
24,747 |
33,920 |
9,173 |
37.1% |
100,849 |
|
| Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.576 |
98.307 |
97.212 |
|
| R3 |
98.006 |
97.737 |
97.055 |
|
| R2 |
97.436 |
97.436 |
97.003 |
|
| R1 |
97.167 |
97.167 |
96.950 |
97.302 |
| PP |
96.866 |
96.866 |
96.866 |
96.933 |
| S1 |
96.597 |
96.597 |
96.846 |
96.732 |
| S2 |
96.296 |
96.296 |
96.794 |
|
| S3 |
95.726 |
96.027 |
96.741 |
|
| S4 |
95.156 |
95.457 |
96.585 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.343 |
99.627 |
97.286 |
|
| R3 |
99.223 |
98.507 |
96.978 |
|
| R2 |
98.103 |
98.103 |
96.875 |
|
| R1 |
97.387 |
97.387 |
96.773 |
97.185 |
| PP |
96.983 |
96.983 |
96.983 |
96.883 |
| S1 |
96.267 |
96.267 |
96.567 |
96.065 |
| S2 |
95.863 |
95.863 |
96.465 |
|
| S3 |
94.743 |
95.147 |
96.362 |
|
| S4 |
93.623 |
94.027 |
96.054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.260 |
96.455 |
0.805 |
0.8% |
0.462 |
0.5% |
55% |
False |
False |
24,291 |
| 10 |
97.700 |
96.455 |
1.245 |
1.3% |
0.481 |
0.5% |
36% |
False |
False |
23,847 |
| 20 |
99.765 |
96.455 |
3.310 |
3.4% |
0.543 |
0.6% |
13% |
False |
False |
26,240 |
| 40 |
100.760 |
96.455 |
4.305 |
4.4% |
0.543 |
0.6% |
10% |
False |
False |
25,807 |
| 60 |
101.590 |
96.455 |
5.135 |
5.3% |
0.539 |
0.6% |
9% |
False |
False |
26,191 |
| 80 |
102.190 |
96.455 |
5.735 |
5.9% |
0.543 |
0.6% |
8% |
False |
False |
22,459 |
| 100 |
102.190 |
96.455 |
5.735 |
5.9% |
0.565 |
0.6% |
8% |
False |
False |
18,061 |
| 120 |
103.750 |
96.455 |
7.295 |
7.5% |
0.592 |
0.6% |
6% |
False |
False |
15,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.558 |
|
2.618 |
98.627 |
|
1.618 |
98.057 |
|
1.000 |
97.705 |
|
0.618 |
97.487 |
|
HIGH |
97.135 |
|
0.618 |
96.917 |
|
0.500 |
96.850 |
|
0.382 |
96.783 |
|
LOW |
96.565 |
|
0.618 |
96.213 |
|
1.000 |
95.995 |
|
1.618 |
95.643 |
|
2.618 |
95.073 |
|
4.250 |
94.143 |
|
|
| Fisher Pivots for day following 08-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
96.882 |
96.864 |
| PP |
96.866 |
96.829 |
| S1 |
96.850 |
96.795 |
|