ICE US Dollar Index Future June 2017
| Trading Metrics calculated at close of trading on 07-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
96.750 |
96.565 |
-0.185 |
-0.2% |
97.615 |
| High |
96.750 |
96.940 |
0.190 |
0.2% |
97.700 |
| Low |
96.465 |
96.455 |
-0.010 |
0.0% |
96.580 |
| Close |
96.591 |
96.708 |
0.117 |
0.1% |
96.670 |
| Range |
0.285 |
0.485 |
0.200 |
70.2% |
1.120 |
| ATR |
0.531 |
0.528 |
-0.003 |
-0.6% |
0.000 |
| Volume |
18,621 |
24,747 |
6,126 |
32.9% |
100,849 |
|
| Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.156 |
97.917 |
96.975 |
|
| R3 |
97.671 |
97.432 |
96.841 |
|
| R2 |
97.186 |
97.186 |
96.797 |
|
| R1 |
96.947 |
96.947 |
96.752 |
97.067 |
| PP |
96.701 |
96.701 |
96.701 |
96.761 |
| S1 |
96.462 |
96.462 |
96.664 |
96.582 |
| S2 |
96.216 |
96.216 |
96.619 |
|
| S3 |
95.731 |
95.977 |
96.575 |
|
| S4 |
95.246 |
95.492 |
96.441 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.343 |
99.627 |
97.286 |
|
| R3 |
99.223 |
98.507 |
96.978 |
|
| R2 |
98.103 |
98.103 |
96.875 |
|
| R1 |
97.387 |
97.387 |
96.773 |
97.185 |
| PP |
96.983 |
96.983 |
96.983 |
96.883 |
| S1 |
96.267 |
96.267 |
96.567 |
96.065 |
| S2 |
95.863 |
95.863 |
96.465 |
|
| S3 |
94.743 |
95.147 |
96.362 |
|
| S4 |
93.623 |
94.027 |
96.054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.270 |
96.455 |
0.815 |
0.8% |
0.432 |
0.4% |
31% |
False |
True |
20,789 |
| 10 |
97.700 |
96.455 |
1.245 |
1.3% |
0.467 |
0.5% |
20% |
False |
True |
23,637 |
| 20 |
99.765 |
96.455 |
3.310 |
3.4% |
0.532 |
0.6% |
8% |
False |
True |
25,607 |
| 40 |
101.005 |
96.455 |
4.550 |
4.7% |
0.541 |
0.6% |
6% |
False |
True |
25,569 |
| 60 |
101.660 |
96.455 |
5.205 |
5.4% |
0.537 |
0.6% |
5% |
False |
True |
26,001 |
| 80 |
102.190 |
96.455 |
5.735 |
5.9% |
0.544 |
0.6% |
4% |
False |
True |
22,040 |
| 100 |
102.190 |
96.455 |
5.735 |
5.9% |
0.571 |
0.6% |
4% |
False |
True |
17,733 |
| 120 |
103.750 |
96.455 |
7.295 |
7.5% |
0.592 |
0.6% |
3% |
False |
True |
14,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.001 |
|
2.618 |
98.210 |
|
1.618 |
97.725 |
|
1.000 |
97.425 |
|
0.618 |
97.240 |
|
HIGH |
96.940 |
|
0.618 |
96.755 |
|
0.500 |
96.698 |
|
0.382 |
96.640 |
|
LOW |
96.455 |
|
0.618 |
96.155 |
|
1.000 |
95.970 |
|
1.618 |
95.670 |
|
2.618 |
95.185 |
|
4.250 |
94.394 |
|
|
| Fisher Pivots for day following 07-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
96.705 |
96.705 |
| PP |
96.701 |
96.701 |
| S1 |
96.698 |
96.698 |
|