ICE US Dollar Index Future June 2017
| Trading Metrics calculated at close of trading on 19-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
97.480 |
97.115 |
-0.365 |
-0.4% |
97.235 |
| High |
97.550 |
97.345 |
-0.205 |
-0.2% |
97.555 |
| Low |
97.095 |
97.050 |
-0.045 |
0.0% |
96.305 |
| Close |
97.146 |
97.325 |
0.179 |
0.2% |
97.146 |
| Range |
0.455 |
0.295 |
-0.160 |
-35.2% |
1.250 |
| ATR |
0.532 |
0.515 |
-0.017 |
-3.2% |
0.000 |
| Volume |
19,111 |
1,076 |
-18,035 |
-94.4% |
144,094 |
|
| Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.125 |
98.020 |
97.487 |
|
| R3 |
97.830 |
97.725 |
97.406 |
|
| R2 |
97.535 |
97.535 |
97.379 |
|
| R1 |
97.430 |
97.430 |
97.352 |
97.483 |
| PP |
97.240 |
97.240 |
97.240 |
97.266 |
| S1 |
97.135 |
97.135 |
97.298 |
97.188 |
| S2 |
96.945 |
96.945 |
97.271 |
|
| S3 |
96.650 |
96.840 |
97.244 |
|
| S4 |
96.355 |
96.545 |
97.163 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.752 |
100.199 |
97.834 |
|
| R3 |
99.502 |
98.949 |
97.490 |
|
| R2 |
98.252 |
98.252 |
97.375 |
|
| R1 |
97.699 |
97.699 |
97.261 |
97.351 |
| PP |
97.002 |
97.002 |
97.002 |
96.828 |
| S1 |
96.449 |
96.449 |
97.031 |
96.101 |
| S2 |
95.752 |
95.752 |
96.917 |
|
| S3 |
94.502 |
95.199 |
96.802 |
|
| S4 |
93.252 |
93.949 |
96.459 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.555 |
96.305 |
1.250 |
1.3% |
0.521 |
0.5% |
82% |
False |
False |
24,197 |
| 10 |
97.555 |
96.305 |
1.250 |
1.3% |
0.457 |
0.5% |
82% |
False |
False |
25,222 |
| 20 |
97.700 |
96.305 |
1.395 |
1.4% |
0.486 |
0.5% |
73% |
False |
False |
25,177 |
| 40 |
99.765 |
96.305 |
3.460 |
3.6% |
0.523 |
0.5% |
29% |
False |
False |
26,434 |
| 60 |
101.265 |
96.305 |
4.960 |
5.1% |
0.528 |
0.5% |
21% |
False |
False |
25,531 |
| 80 |
102.190 |
96.305 |
5.885 |
6.0% |
0.537 |
0.6% |
17% |
False |
False |
24,584 |
| 100 |
102.190 |
96.305 |
5.885 |
6.0% |
0.547 |
0.6% |
17% |
False |
False |
19,783 |
| 120 |
103.750 |
96.305 |
7.445 |
7.6% |
0.594 |
0.6% |
14% |
False |
False |
16,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.599 |
|
2.618 |
98.117 |
|
1.618 |
97.822 |
|
1.000 |
97.640 |
|
0.618 |
97.527 |
|
HIGH |
97.345 |
|
0.618 |
97.232 |
|
0.500 |
97.198 |
|
0.382 |
97.163 |
|
LOW |
97.050 |
|
0.618 |
96.868 |
|
1.000 |
96.755 |
|
1.618 |
96.573 |
|
2.618 |
96.278 |
|
4.250 |
95.796 |
|
|
| Fisher Pivots for day following 19-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
97.283 |
97.283 |
| PP |
97.240 |
97.240 |
| S1 |
97.198 |
97.198 |
|