ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 18-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
94.885 |
94.950 |
0.065 |
0.1% |
95.795 |
| High |
95.120 |
94.970 |
-0.150 |
-0.2% |
95.960 |
| Low |
94.800 |
94.275 |
-0.525 |
-0.6% |
94.870 |
| Close |
94.904 |
94.402 |
-0.502 |
-0.5% |
94.930 |
| Range |
0.320 |
0.695 |
0.375 |
117.2% |
1.090 |
| ATR |
0.489 |
0.504 |
0.015 |
3.0% |
0.000 |
| Volume |
12,280 |
33,621 |
21,341 |
173.8% |
99,290 |
|
| Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.634 |
96.213 |
94.784 |
|
| R3 |
95.939 |
95.518 |
94.593 |
|
| R2 |
95.244 |
95.244 |
94.529 |
|
| R1 |
94.823 |
94.823 |
94.466 |
94.686 |
| PP |
94.549 |
94.549 |
94.549 |
94.481 |
| S1 |
94.128 |
94.128 |
94.338 |
93.991 |
| S2 |
93.854 |
93.854 |
94.275 |
|
| S3 |
93.159 |
93.433 |
94.211 |
|
| S4 |
92.464 |
92.738 |
94.020 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.523 |
97.817 |
95.530 |
|
| R3 |
97.433 |
96.727 |
95.230 |
|
| R2 |
96.343 |
96.343 |
95.130 |
|
| R1 |
95.637 |
95.637 |
95.030 |
95.445 |
| PP |
95.253 |
95.253 |
95.253 |
95.158 |
| S1 |
94.547 |
94.547 |
94.830 |
94.355 |
| S2 |
94.163 |
94.163 |
94.730 |
|
| S3 |
93.073 |
93.457 |
94.630 |
|
| S4 |
91.983 |
92.367 |
94.331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.745 |
94.275 |
1.470 |
1.6% |
0.536 |
0.6% |
9% |
False |
True |
21,745 |
| 10 |
96.255 |
94.275 |
1.980 |
2.1% |
0.488 |
0.5% |
6% |
False |
True |
19,908 |
| 20 |
97.515 |
94.275 |
3.240 |
3.4% |
0.489 |
0.5% |
4% |
False |
True |
21,853 |
| 40 |
97.515 |
94.275 |
3.240 |
3.4% |
0.476 |
0.5% |
4% |
False |
True |
14,541 |
| 60 |
99.565 |
94.275 |
5.290 |
5.6% |
0.493 |
0.5% |
2% |
False |
True |
9,853 |
| 80 |
101.090 |
94.275 |
6.815 |
7.2% |
0.491 |
0.5% |
2% |
False |
True |
7,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.924 |
|
2.618 |
96.790 |
|
1.618 |
96.095 |
|
1.000 |
95.665 |
|
0.618 |
95.400 |
|
HIGH |
94.970 |
|
0.618 |
94.705 |
|
0.500 |
94.623 |
|
0.382 |
94.540 |
|
LOW |
94.275 |
|
0.618 |
93.845 |
|
1.000 |
93.580 |
|
1.618 |
93.150 |
|
2.618 |
92.455 |
|
4.250 |
91.321 |
|
|
| Fisher Pivots for day following 18-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
94.623 |
94.945 |
| PP |
94.549 |
94.764 |
| S1 |
94.476 |
94.583 |
|