ICE US Dollar Index Future June 2017
| Trading Metrics calculated at close of trading on 26-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
| Open |
96.900 |
97.150 |
0.250 |
0.3% |
97.030 |
| High |
97.205 |
97.465 |
0.260 |
0.3% |
97.465 |
| Low |
96.805 |
96.965 |
0.160 |
0.2% |
96.700 |
| Close |
97.176 |
97.364 |
0.188 |
0.2% |
97.364 |
| Range |
0.400 |
0.500 |
0.100 |
25.0% |
0.765 |
| ATR |
0.574 |
0.569 |
-0.005 |
-0.9% |
0.000 |
| Volume |
21,262 |
24,104 |
2,842 |
13.4% |
135,499 |
|
| Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.765 |
98.564 |
97.639 |
|
| R3 |
98.265 |
98.064 |
97.502 |
|
| R2 |
97.765 |
97.765 |
97.456 |
|
| R1 |
97.564 |
97.564 |
97.410 |
97.665 |
| PP |
97.265 |
97.265 |
97.265 |
97.315 |
| S1 |
97.064 |
97.064 |
97.318 |
97.165 |
| S2 |
96.765 |
96.765 |
97.272 |
|
| S3 |
96.265 |
96.564 |
97.227 |
|
| S4 |
95.765 |
96.064 |
97.089 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.471 |
99.183 |
97.785 |
|
| R3 |
98.706 |
98.418 |
97.574 |
|
| R2 |
97.941 |
97.941 |
97.504 |
|
| R1 |
97.653 |
97.653 |
97.434 |
97.797 |
| PP |
97.176 |
97.176 |
97.176 |
97.249 |
| S1 |
96.888 |
96.888 |
97.294 |
97.032 |
| S2 |
96.411 |
96.411 |
97.224 |
|
| S3 |
95.646 |
96.123 |
97.154 |
|
| S4 |
94.881 |
95.358 |
96.943 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.465 |
96.700 |
0.765 |
0.8% |
0.516 |
0.5% |
87% |
True |
False |
27,099 |
| 10 |
99.140 |
96.700 |
2.440 |
2.5% |
0.600 |
0.6% |
27% |
False |
False |
28,871 |
| 20 |
99.765 |
96.700 |
3.065 |
3.1% |
0.552 |
0.6% |
22% |
False |
False |
26,656 |
| 40 |
101.265 |
96.700 |
4.565 |
4.7% |
0.539 |
0.6% |
15% |
False |
False |
25,700 |
| 60 |
102.190 |
96.700 |
5.490 |
5.6% |
0.550 |
0.6% |
12% |
False |
False |
26,487 |
| 80 |
102.190 |
96.700 |
5.490 |
5.6% |
0.550 |
0.6% |
12% |
False |
False |
20,098 |
| 100 |
102.830 |
96.700 |
6.130 |
6.3% |
0.596 |
0.6% |
11% |
False |
False |
16,167 |
| 120 |
103.750 |
96.700 |
7.050 |
7.2% |
0.621 |
0.6% |
9% |
False |
False |
13,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.590 |
|
2.618 |
98.774 |
|
1.618 |
98.274 |
|
1.000 |
97.965 |
|
0.618 |
97.774 |
|
HIGH |
97.465 |
|
0.618 |
97.274 |
|
0.500 |
97.215 |
|
0.382 |
97.156 |
|
LOW |
96.965 |
|
0.618 |
96.656 |
|
1.000 |
96.465 |
|
1.618 |
96.156 |
|
2.618 |
95.656 |
|
4.250 |
94.840 |
|
|
| Fisher Pivots for day following 26-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
97.314 |
97.288 |
| PP |
97.265 |
97.211 |
| S1 |
97.215 |
97.135 |
|