ICE US Dollar Index Future June 2017
| Trading Metrics calculated at close of trading on 19-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2017 |
19-May-2017 |
Change |
Change % |
Previous Week |
| Open |
97.410 |
97.715 |
0.305 |
0.3% |
99.060 |
| High |
97.970 |
97.740 |
-0.230 |
-0.2% |
99.140 |
| Low |
97.275 |
96.965 |
-0.310 |
-0.3% |
96.965 |
| Close |
97.772 |
97.030 |
-0.742 |
-0.8% |
97.030 |
| Range |
0.695 |
0.775 |
0.080 |
11.5% |
2.175 |
| ATR |
0.580 |
0.596 |
0.016 |
2.8% |
0.000 |
| Volume |
46,222 |
26,378 |
-19,844 |
-42.9% |
153,214 |
|
| Daily Pivots for day following 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.570 |
99.075 |
97.456 |
|
| R3 |
98.795 |
98.300 |
97.243 |
|
| R2 |
98.020 |
98.020 |
97.172 |
|
| R1 |
97.525 |
97.525 |
97.101 |
97.385 |
| PP |
97.245 |
97.245 |
97.245 |
97.175 |
| S1 |
96.750 |
96.750 |
96.959 |
96.610 |
| S2 |
96.470 |
96.470 |
96.888 |
|
| S3 |
95.695 |
95.975 |
96.817 |
|
| S4 |
94.920 |
95.200 |
96.604 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
104.237 |
102.808 |
98.226 |
|
| R3 |
102.062 |
100.633 |
97.628 |
|
| R2 |
99.887 |
99.887 |
97.429 |
|
| R1 |
98.458 |
98.458 |
97.229 |
98.085 |
| PP |
97.712 |
97.712 |
97.712 |
97.525 |
| S1 |
96.283 |
96.283 |
96.831 |
95.910 |
| S2 |
95.537 |
95.537 |
96.631 |
|
| S3 |
93.362 |
94.108 |
96.432 |
|
| S4 |
91.187 |
91.933 |
95.834 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
99.140 |
96.965 |
2.175 |
2.2% |
0.684 |
0.7% |
3% |
False |
True |
30,642 |
| 10 |
99.765 |
96.965 |
2.800 |
2.9% |
0.602 |
0.6% |
2% |
False |
True |
27,662 |
| 20 |
99.765 |
96.965 |
2.800 |
2.9% |
0.560 |
0.6% |
2% |
False |
True |
27,691 |
| 40 |
101.265 |
96.965 |
4.300 |
4.4% |
0.549 |
0.6% |
2% |
False |
True |
25,709 |
| 60 |
102.190 |
96.965 |
5.225 |
5.4% |
0.554 |
0.6% |
1% |
False |
True |
24,387 |
| 80 |
102.190 |
96.965 |
5.225 |
5.4% |
0.562 |
0.6% |
1% |
False |
True |
18,435 |
| 100 |
103.750 |
96.965 |
6.785 |
7.0% |
0.615 |
0.6% |
1% |
False |
True |
14,824 |
| 120 |
103.750 |
96.965 |
6.785 |
7.0% |
0.627 |
0.6% |
1% |
False |
True |
12,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
101.034 |
|
2.618 |
99.769 |
|
1.618 |
98.994 |
|
1.000 |
98.515 |
|
0.618 |
98.219 |
|
HIGH |
97.740 |
|
0.618 |
97.444 |
|
0.500 |
97.353 |
|
0.382 |
97.261 |
|
LOW |
96.965 |
|
0.618 |
96.486 |
|
1.000 |
96.190 |
|
1.618 |
95.711 |
|
2.618 |
94.936 |
|
4.250 |
93.671 |
|
|
| Fisher Pivots for day following 19-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
97.353 |
97.488 |
| PP |
97.245 |
97.335 |
| S1 |
97.138 |
97.183 |
|