ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 14-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
91.630 |
92.165 |
0.535 |
0.6% |
92.395 |
| High |
92.285 |
92.420 |
0.135 |
0.1% |
92.445 |
| Low |
91.475 |
91.805 |
0.330 |
0.4% |
90.795 |
| Close |
92.273 |
91.889 |
-0.384 |
-0.4% |
91.106 |
| Range |
0.810 |
0.615 |
-0.195 |
-24.1% |
1.650 |
| ATR |
0.600 |
0.601 |
0.001 |
0.2% |
0.000 |
| Volume |
30,956 |
38,970 |
8,014 |
25.9% |
16,772 |
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.883 |
93.501 |
92.227 |
|
| R3 |
93.268 |
92.886 |
92.058 |
|
| R2 |
92.653 |
92.653 |
92.002 |
|
| R1 |
92.271 |
92.271 |
91.945 |
92.155 |
| PP |
92.038 |
92.038 |
92.038 |
91.980 |
| S1 |
91.656 |
91.656 |
91.833 |
91.539 |
| S2 |
91.423 |
91.423 |
91.776 |
|
| S3 |
90.808 |
91.041 |
91.720 |
|
| S4 |
90.193 |
90.426 |
91.551 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.399 |
95.402 |
92.013 |
|
| R3 |
94.749 |
93.752 |
91.560 |
|
| R2 |
93.099 |
93.099 |
91.408 |
|
| R1 |
92.102 |
92.102 |
91.257 |
91.776 |
| PP |
91.449 |
91.449 |
91.449 |
91.285 |
| S1 |
90.452 |
90.452 |
90.955 |
90.126 |
| S2 |
89.799 |
89.799 |
90.804 |
|
| S3 |
88.149 |
88.802 |
90.652 |
|
| S4 |
86.499 |
87.152 |
90.199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.420 |
90.795 |
1.625 |
1.8% |
0.552 |
0.6% |
67% |
True |
False |
21,680 |
| 10 |
93.060 |
90.795 |
2.265 |
2.5% |
0.603 |
0.7% |
48% |
False |
False |
12,213 |
| 20 |
93.765 |
90.795 |
2.970 |
3.2% |
0.587 |
0.6% |
37% |
False |
False |
6,429 |
| 40 |
94.770 |
90.795 |
3.975 |
4.3% |
0.581 |
0.6% |
28% |
False |
False |
3,391 |
| 60 |
97.105 |
90.795 |
6.310 |
6.9% |
0.527 |
0.6% |
17% |
False |
False |
2,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.034 |
|
2.618 |
94.030 |
|
1.618 |
93.415 |
|
1.000 |
93.035 |
|
0.618 |
92.800 |
|
HIGH |
92.420 |
|
0.618 |
92.185 |
|
0.500 |
92.113 |
|
0.382 |
92.040 |
|
LOW |
91.805 |
|
0.618 |
91.425 |
|
1.000 |
91.190 |
|
1.618 |
90.810 |
|
2.618 |
90.195 |
|
4.250 |
89.191 |
|
|
| Fisher Pivots for day following 14-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
92.113 |
91.948 |
| PP |
92.038 |
91.928 |
| S1 |
91.964 |
91.909 |
|