ICE US Dollar Index Future June 2017
| Trading Metrics calculated at close of trading on 12-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2017 |
12-May-2017 |
Change |
Change % |
Previous Week |
| Open |
99.565 |
99.530 |
-0.035 |
0.0% |
98.370 |
| High |
99.765 |
99.585 |
-0.180 |
-0.2% |
99.765 |
| Low |
99.375 |
99.035 |
-0.340 |
-0.3% |
98.355 |
| Close |
99.505 |
99.131 |
-0.374 |
-0.4% |
99.131 |
| Range |
0.390 |
0.550 |
0.160 |
41.0% |
1.410 |
| ATR |
0.547 |
0.547 |
0.000 |
0.0% |
0.000 |
| Volume |
18,322 |
24,672 |
6,350 |
34.7% |
123,415 |
|
| Daily Pivots for day following 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.900 |
100.566 |
99.434 |
|
| R3 |
100.350 |
100.016 |
99.282 |
|
| R2 |
99.800 |
99.800 |
99.232 |
|
| R1 |
99.466 |
99.466 |
99.181 |
99.358 |
| PP |
99.250 |
99.250 |
99.250 |
99.197 |
| S1 |
98.916 |
98.916 |
99.081 |
98.808 |
| S2 |
98.700 |
98.700 |
99.030 |
|
| S3 |
98.150 |
98.366 |
98.980 |
|
| S4 |
97.600 |
97.816 |
98.829 |
|
|
| Weekly Pivots for week ending 12-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
103.314 |
102.632 |
99.907 |
|
| R3 |
101.904 |
101.222 |
99.519 |
|
| R2 |
100.494 |
100.494 |
99.390 |
|
| R1 |
99.812 |
99.812 |
99.260 |
100.153 |
| PP |
99.084 |
99.084 |
99.084 |
99.254 |
| S1 |
98.402 |
98.402 |
99.002 |
98.743 |
| S2 |
97.674 |
97.674 |
98.872 |
|
| S3 |
96.264 |
96.992 |
98.743 |
|
| S4 |
94.854 |
95.582 |
98.355 |
|
|
| 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% |
0.520 |
0.5% |
55% |
False |
False |
24,683 |
| 10 |
99.765 |
98.355 |
1.410 |
1.4% |
0.503 |
0.5% |
55% |
False |
False |
24,441 |
| 20 |
100.465 |
98.355 |
2.110 |
2.1% |
0.524 |
0.5% |
37% |
False |
False |
25,264 |
| 40 |
101.265 |
98.355 |
2.910 |
2.9% |
0.515 |
0.5% |
27% |
False |
False |
25,134 |
| 60 |
102.190 |
98.355 |
3.835 |
3.9% |
0.537 |
0.5% |
20% |
False |
False |
21,890 |
| 80 |
102.190 |
98.355 |
3.835 |
3.9% |
0.562 |
0.6% |
20% |
False |
False |
16,544 |
| 100 |
103.750 |
98.355 |
5.395 |
5.4% |
0.600 |
0.6% |
14% |
False |
False |
13,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.923 |
|
2.618 |
101.025 |
|
1.618 |
100.475 |
|
1.000 |
100.135 |
|
0.618 |
99.925 |
|
HIGH |
99.585 |
|
0.618 |
99.375 |
|
0.500 |
99.310 |
|
0.382 |
99.245 |
|
LOW |
99.035 |
|
0.618 |
98.695 |
|
1.000 |
98.485 |
|
1.618 |
98.145 |
|
2.618 |
97.595 |
|
4.250 |
96.698 |
|
|
| Fisher Pivots for day following 12-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
99.310 |
99.400 |
| PP |
99.250 |
99.310 |
| S1 |
99.191 |
99.221 |
|