ICE US Dollar Index Future June 2017
| Trading Metrics calculated at close of trading on 15-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2017 |
15-May-2017 |
Change |
Change % |
Previous Week |
| Open |
99.530 |
99.060 |
-0.470 |
-0.5% |
98.370 |
| High |
99.585 |
99.140 |
-0.445 |
-0.4% |
99.765 |
| Low |
99.035 |
98.670 |
-0.365 |
-0.4% |
98.355 |
| Close |
99.131 |
98.801 |
-0.330 |
-0.3% |
99.131 |
| Range |
0.550 |
0.470 |
-0.080 |
-14.5% |
1.410 |
| ATR |
0.547 |
0.542 |
-0.006 |
-1.0% |
0.000 |
| Volume |
24,672 |
18,479 |
-6,193 |
-25.1% |
123,415 |
|
| Daily Pivots for day following 15-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.280 |
100.011 |
99.060 |
|
| R3 |
99.810 |
99.541 |
98.930 |
|
| R2 |
99.340 |
99.340 |
98.887 |
|
| R1 |
99.071 |
99.071 |
98.844 |
98.971 |
| PP |
98.870 |
98.870 |
98.870 |
98.820 |
| S1 |
98.601 |
98.601 |
98.758 |
98.501 |
| S2 |
98.400 |
98.400 |
98.715 |
|
| S3 |
97.930 |
98.131 |
98.672 |
|
| S4 |
97.460 |
97.661 |
98.543 |
|
|
| 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 |
98.670 |
1.095 |
1.1% |
0.474 |
0.5% |
12% |
False |
True |
22,476 |
| 10 |
99.765 |
98.355 |
1.410 |
1.4% |
0.517 |
0.5% |
32% |
False |
False |
24,522 |
| 20 |
100.310 |
98.355 |
1.955 |
2.0% |
0.520 |
0.5% |
23% |
False |
False |
25,439 |
| 40 |
101.265 |
98.355 |
2.910 |
2.9% |
0.519 |
0.5% |
15% |
False |
False |
25,012 |
| 60 |
102.190 |
98.355 |
3.835 |
3.9% |
0.536 |
0.5% |
12% |
False |
False |
22,191 |
| 80 |
102.190 |
98.355 |
3.835 |
3.9% |
0.558 |
0.6% |
12% |
False |
False |
16,772 |
| 100 |
103.750 |
98.355 |
5.395 |
5.5% |
0.601 |
0.6% |
8% |
False |
False |
13,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.138 |
|
2.618 |
100.370 |
|
1.618 |
99.900 |
|
1.000 |
99.610 |
|
0.618 |
99.430 |
|
HIGH |
99.140 |
|
0.618 |
98.960 |
|
0.500 |
98.905 |
|
0.382 |
98.850 |
|
LOW |
98.670 |
|
0.618 |
98.380 |
|
1.000 |
98.200 |
|
1.618 |
97.910 |
|
2.618 |
97.440 |
|
4.250 |
96.673 |
|
|
| Fisher Pivots for day following 15-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
98.905 |
99.218 |
| PP |
98.870 |
99.079 |
| S1 |
98.836 |
98.940 |
|