ICE US Dollar Index Future June 2017
| Trading Metrics calculated at close of trading on 18-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2017 |
18-May-2017 |
Change |
Change % |
Previous Week |
| Open |
97.990 |
97.410 |
-0.580 |
-0.6% |
98.370 |
| High |
98.010 |
97.970 |
-0.040 |
0.0% |
99.765 |
| Low |
97.330 |
97.275 |
-0.055 |
-0.1% |
98.355 |
| Close |
97.462 |
97.772 |
0.310 |
0.3% |
99.131 |
| Range |
0.680 |
0.695 |
0.015 |
2.2% |
1.410 |
| ATR |
0.571 |
0.580 |
0.009 |
1.6% |
0.000 |
| Volume |
29,335 |
46,222 |
16,887 |
57.6% |
123,415 |
|
| Daily Pivots for day following 18-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.757 |
99.460 |
98.154 |
|
| R3 |
99.062 |
98.765 |
97.963 |
|
| R2 |
98.367 |
98.367 |
97.899 |
|
| R1 |
98.070 |
98.070 |
97.836 |
98.219 |
| PP |
97.672 |
97.672 |
97.672 |
97.747 |
| S1 |
97.375 |
97.375 |
97.708 |
97.524 |
| S2 |
96.977 |
96.977 |
97.645 |
|
| S3 |
96.282 |
96.680 |
97.581 |
|
| S4 |
95.587 |
95.985 |
97.390 |
|
|
| 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 |
99.585 |
97.275 |
2.310 |
2.4% |
0.639 |
0.7% |
22% |
False |
True |
30,301 |
| 10 |
99.765 |
97.275 |
2.490 |
2.5% |
0.573 |
0.6% |
20% |
False |
True |
27,522 |
| 20 |
99.935 |
97.275 |
2.660 |
2.7% |
0.540 |
0.6% |
19% |
False |
True |
27,526 |
| 40 |
101.265 |
97.275 |
3.990 |
4.1% |
0.535 |
0.5% |
12% |
False |
True |
25,639 |
| 60 |
102.190 |
97.275 |
4.915 |
5.0% |
0.551 |
0.6% |
10% |
False |
True |
23,968 |
| 80 |
102.190 |
97.275 |
4.915 |
5.0% |
0.564 |
0.6% |
10% |
False |
True |
18,112 |
| 100 |
103.750 |
97.275 |
6.475 |
6.6% |
0.613 |
0.6% |
8% |
False |
True |
14,561 |
| 120 |
103.750 |
97.275 |
6.475 |
6.6% |
0.626 |
0.6% |
8% |
False |
True |
12,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.924 |
|
2.618 |
99.790 |
|
1.618 |
99.095 |
|
1.000 |
98.665 |
|
0.618 |
98.400 |
|
HIGH |
97.970 |
|
0.618 |
97.705 |
|
0.500 |
97.623 |
|
0.382 |
97.540 |
|
LOW |
97.275 |
|
0.618 |
96.845 |
|
1.000 |
96.580 |
|
1.618 |
96.150 |
|
2.618 |
95.455 |
|
4.250 |
94.321 |
|
|
| Fisher Pivots for day following 18-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
97.722 |
98.023 |
| PP |
97.672 |
97.939 |
| S1 |
97.623 |
97.856 |
|