ICE US Dollar Index Future June 2017
| Trading Metrics calculated at close of trading on 14-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
97.170 |
97.005 |
-0.165 |
-0.2% |
96.670 |
| High |
97.260 |
97.110 |
-0.150 |
-0.2% |
97.470 |
| Low |
96.925 |
96.305 |
-0.620 |
-0.6% |
96.455 |
| Close |
96.942 |
96.921 |
-0.021 |
0.0% |
97.239 |
| Range |
0.335 |
0.805 |
0.470 |
140.3% |
1.015 |
| ATR |
0.503 |
0.524 |
0.022 |
4.3% |
0.000 |
| Volume |
21,803 |
57,200 |
35,397 |
162.3% |
122,023 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.194 |
98.862 |
97.364 |
|
| R3 |
98.389 |
98.057 |
97.142 |
|
| R2 |
97.584 |
97.584 |
97.069 |
|
| R1 |
97.252 |
97.252 |
96.995 |
97.016 |
| PP |
96.779 |
96.779 |
96.779 |
96.660 |
| S1 |
96.447 |
96.447 |
96.847 |
96.211 |
| S2 |
95.974 |
95.974 |
96.773 |
|
| S3 |
95.169 |
95.642 |
96.700 |
|
| S4 |
94.364 |
94.837 |
96.478 |
|
|
| 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 |
96.305 |
1.165 |
1.2% |
0.467 |
0.5% |
53% |
False |
True |
33,373 |
| 10 |
97.470 |
96.305 |
1.165 |
1.2% |
0.449 |
0.5% |
53% |
False |
True |
27,081 |
| 20 |
98.010 |
96.305 |
1.705 |
1.8% |
0.520 |
0.5% |
36% |
False |
True |
28,174 |
| 40 |
99.935 |
96.305 |
3.630 |
3.7% |
0.517 |
0.5% |
17% |
False |
True |
26,963 |
| 60 |
101.265 |
96.305 |
4.960 |
5.1% |
0.526 |
0.5% |
12% |
False |
True |
26,292 |
| 80 |
102.190 |
96.305 |
5.885 |
6.1% |
0.539 |
0.6% |
10% |
False |
True |
24,091 |
| 100 |
102.190 |
96.305 |
5.885 |
6.1% |
0.551 |
0.6% |
10% |
False |
True |
19,378 |
| 120 |
103.750 |
96.305 |
7.445 |
7.7% |
0.590 |
0.6% |
8% |
False |
True |
16,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.531 |
|
2.618 |
99.217 |
|
1.618 |
98.412 |
|
1.000 |
97.915 |
|
0.618 |
97.607 |
|
HIGH |
97.110 |
|
0.618 |
96.802 |
|
0.500 |
96.708 |
|
0.382 |
96.613 |
|
LOW |
96.305 |
|
0.618 |
95.808 |
|
1.000 |
95.500 |
|
1.618 |
95.003 |
|
2.618 |
94.198 |
|
4.250 |
92.884 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
96.850 |
96.882 |
| PP |
96.779 |
96.842 |
| S1 |
96.708 |
96.803 |
|