ICE US Dollar Index Future June 2017
| Trading Metrics calculated at close of trading on 13-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
97.235 |
97.170 |
-0.065 |
-0.1% |
96.670 |
| High |
97.300 |
97.260 |
-0.040 |
0.0% |
97.470 |
| Low |
97.020 |
96.925 |
-0.095 |
-0.1% |
96.455 |
| Close |
97.121 |
96.942 |
-0.179 |
-0.2% |
97.239 |
| Range |
0.280 |
0.335 |
0.055 |
19.6% |
1.015 |
| ATR |
0.516 |
0.503 |
-0.013 |
-2.5% |
0.000 |
| Volume |
24,182 |
21,803 |
-2,379 |
-9.8% |
122,023 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.047 |
97.830 |
97.126 |
|
| R3 |
97.712 |
97.495 |
97.034 |
|
| R2 |
97.377 |
97.377 |
97.003 |
|
| R1 |
97.160 |
97.160 |
96.973 |
97.101 |
| PP |
97.042 |
97.042 |
97.042 |
97.013 |
| S1 |
96.825 |
96.825 |
96.911 |
96.766 |
| S2 |
96.707 |
96.707 |
96.881 |
|
| S3 |
96.372 |
96.490 |
96.850 |
|
| S4 |
96.037 |
96.155 |
96.758 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.100 |
99.684 |
97.797 |
|
| R3 |
99.085 |
98.669 |
97.518 |
|
| R2 |
98.070 |
98.070 |
97.425 |
|
| R1 |
97.654 |
97.654 |
97.332 |
97.862 |
| PP |
97.055 |
97.055 |
97.055 |
97.159 |
| S1 |
96.639 |
96.639 |
97.146 |
96.847 |
| S2 |
96.040 |
96.040 |
97.053 |
|
| S3 |
95.025 |
95.624 |
96.960 |
|
| S4 |
94.010 |
94.609 |
96.681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.470 |
96.455 |
1.015 |
1.0% |
0.403 |
0.4% |
48% |
False |
False |
26,882 |
| 10 |
97.470 |
96.455 |
1.015 |
1.0% |
0.432 |
0.4% |
48% |
False |
False |
24,086 |
| 20 |
98.770 |
96.455 |
2.315 |
2.4% |
0.520 |
0.5% |
21% |
False |
False |
26,954 |
| 40 |
100.310 |
96.455 |
3.855 |
4.0% |
0.520 |
0.5% |
13% |
False |
False |
26,196 |
| 60 |
101.265 |
96.455 |
4.810 |
5.0% |
0.520 |
0.5% |
10% |
False |
False |
25,660 |
| 80 |
102.190 |
96.455 |
5.735 |
5.9% |
0.532 |
0.5% |
8% |
False |
False |
23,382 |
| 100 |
102.190 |
96.455 |
5.735 |
5.9% |
0.550 |
0.6% |
8% |
False |
False |
18,808 |
| 120 |
103.750 |
96.455 |
7.295 |
7.5% |
0.587 |
0.6% |
7% |
False |
False |
15,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.684 |
|
2.618 |
98.137 |
|
1.618 |
97.802 |
|
1.000 |
97.595 |
|
0.618 |
97.467 |
|
HIGH |
97.260 |
|
0.618 |
97.132 |
|
0.500 |
97.093 |
|
0.382 |
97.053 |
|
LOW |
96.925 |
|
0.618 |
96.718 |
|
1.000 |
96.590 |
|
1.618 |
96.383 |
|
2.618 |
96.048 |
|
4.250 |
95.501 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
97.093 |
97.198 |
| PP |
97.042 |
97.112 |
| S1 |
96.992 |
97.027 |
|