ICE US Dollar Index Future June 2017
| Trading Metrics calculated at close of trading on 31-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2017 |
31-May-2017 |
Change |
Change % |
Previous Week |
| Open |
97.615 |
97.355 |
-0.260 |
-0.3% |
97.030 |
| High |
97.700 |
97.425 |
-0.275 |
-0.3% |
97.465 |
| Low |
97.145 |
96.795 |
-0.350 |
-0.4% |
96.700 |
| Close |
97.212 |
96.854 |
-0.358 |
-0.4% |
97.364 |
| Range |
0.555 |
0.630 |
0.075 |
13.5% |
0.765 |
| ATR |
0.568 |
0.572 |
0.004 |
0.8% |
0.000 |
| Volume |
27,990 |
27,255 |
-735 |
-2.6% |
135,499 |
|
| Daily Pivots for day following 31-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.915 |
98.514 |
97.200 |
|
| R3 |
98.285 |
97.884 |
97.027 |
|
| R2 |
97.655 |
97.655 |
96.969 |
|
| R1 |
97.254 |
97.254 |
96.912 |
97.140 |
| PP |
97.025 |
97.025 |
97.025 |
96.967 |
| S1 |
96.624 |
96.624 |
96.796 |
96.510 |
| S2 |
96.395 |
96.395 |
96.739 |
|
| S3 |
95.765 |
95.994 |
96.681 |
|
| S4 |
95.135 |
95.364 |
96.508 |
|
|
| 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 |
97.700 |
96.795 |
0.905 |
0.9% |
0.503 |
0.5% |
7% |
False |
True |
26,486 |
| 10 |
98.010 |
96.700 |
1.310 |
1.4% |
0.592 |
0.6% |
12% |
False |
False |
29,267 |
| 20 |
99.765 |
96.700 |
3.065 |
3.2% |
0.579 |
0.6% |
5% |
False |
False |
27,543 |
| 40 |
101.265 |
96.700 |
4.565 |
4.7% |
0.551 |
0.6% |
3% |
False |
False |
25,961 |
| 60 |
102.125 |
96.700 |
5.425 |
5.6% |
0.545 |
0.6% |
3% |
False |
False |
26,946 |
| 80 |
102.190 |
96.700 |
5.490 |
5.7% |
0.551 |
0.6% |
3% |
False |
False |
20,776 |
| 100 |
102.830 |
96.700 |
6.130 |
6.3% |
0.595 |
0.6% |
3% |
False |
False |
16,716 |
| 120 |
103.750 |
96.700 |
7.050 |
7.3% |
0.614 |
0.6% |
2% |
False |
False |
13,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.102 |
|
2.618 |
99.074 |
|
1.618 |
98.444 |
|
1.000 |
98.055 |
|
0.618 |
97.814 |
|
HIGH |
97.425 |
|
0.618 |
97.184 |
|
0.500 |
97.110 |
|
0.382 |
97.036 |
|
LOW |
96.795 |
|
0.618 |
96.406 |
|
1.000 |
96.165 |
|
1.618 |
95.776 |
|
2.618 |
95.146 |
|
4.250 |
94.118 |
|
|
| Fisher Pivots for day following 31-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
97.110 |
97.248 |
| PP |
97.025 |
97.116 |
| S1 |
96.939 |
96.985 |
|