ICE US Dollar Index Future June 2017
| Trading Metrics calculated at close of trading on 11-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
| Open |
99.340 |
99.565 |
0.225 |
0.2% |
98.930 |
| High |
99.605 |
99.765 |
0.160 |
0.2% |
99.340 |
| Low |
99.250 |
99.375 |
0.125 |
0.1% |
98.410 |
| Close |
99.559 |
99.505 |
-0.054 |
-0.1% |
98.528 |
| Range |
0.355 |
0.390 |
0.035 |
9.9% |
0.930 |
| ATR |
0.559 |
0.547 |
-0.012 |
-2.2% |
0.000 |
| Volume |
21,260 |
18,322 |
-2,938 |
-13.8% |
121,003 |
|
| Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.718 |
100.502 |
99.720 |
|
| R3 |
100.328 |
100.112 |
99.612 |
|
| R2 |
99.938 |
99.938 |
99.577 |
|
| R1 |
99.722 |
99.722 |
99.541 |
99.635 |
| PP |
99.548 |
99.548 |
99.548 |
99.505 |
| S1 |
99.332 |
99.332 |
99.469 |
99.245 |
| S2 |
99.158 |
99.158 |
99.433 |
|
| S3 |
98.768 |
98.942 |
99.398 |
|
| S4 |
98.378 |
98.552 |
99.290 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.549 |
100.969 |
99.040 |
|
| R3 |
100.619 |
100.039 |
98.784 |
|
| R2 |
99.689 |
99.689 |
98.699 |
|
| R1 |
99.109 |
99.109 |
98.613 |
98.934 |
| PP |
98.759 |
98.759 |
98.759 |
98.672 |
| S1 |
98.179 |
98.179 |
98.443 |
98.004 |
| S2 |
97.829 |
97.829 |
98.358 |
|
| S3 |
96.899 |
97.249 |
98.272 |
|
| S4 |
95.969 |
96.319 |
98.017 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.765 |
98.355 |
1.410 |
1.4% |
0.507 |
0.5% |
82% |
True |
False |
24,743 |
| 10 |
99.765 |
98.355 |
1.410 |
1.4% |
0.503 |
0.5% |
82% |
True |
False |
24,606 |
| 20 |
100.500 |
98.355 |
2.145 |
2.2% |
0.525 |
0.5% |
54% |
False |
False |
25,170 |
| 40 |
101.265 |
98.355 |
2.910 |
2.9% |
0.515 |
0.5% |
40% |
False |
False |
25,431 |
| 60 |
102.190 |
98.355 |
3.835 |
3.9% |
0.538 |
0.5% |
30% |
False |
False |
21,491 |
| 80 |
102.190 |
98.355 |
3.835 |
3.9% |
0.563 |
0.6% |
30% |
False |
False |
16,242 |
| 100 |
103.750 |
98.355 |
5.395 |
5.4% |
0.601 |
0.6% |
21% |
False |
False |
13,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.423 |
|
2.618 |
100.786 |
|
1.618 |
100.396 |
|
1.000 |
100.155 |
|
0.618 |
100.006 |
|
HIGH |
99.765 |
|
0.618 |
99.616 |
|
0.500 |
99.570 |
|
0.382 |
99.524 |
|
LOW |
99.375 |
|
0.618 |
99.134 |
|
1.000 |
98.985 |
|
1.618 |
98.744 |
|
2.618 |
98.354 |
|
4.250 |
97.717 |
|
|
| Fisher Pivots for day following 11-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
99.570 |
99.458 |
| PP |
99.548 |
99.410 |
| S1 |
99.527 |
99.363 |
|