ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 12-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
97.030 |
97.020 |
-0.010 |
0.0% |
96.470 |
| High |
97.225 |
97.020 |
-0.205 |
-0.2% |
97.225 |
| Low |
96.900 |
96.750 |
-0.150 |
-0.2% |
96.215 |
| Close |
97.014 |
96.846 |
-0.168 |
-0.2% |
97.014 |
| Range |
0.325 |
0.270 |
-0.055 |
-16.9% |
1.010 |
| ATR |
0.497 |
0.480 |
-0.016 |
-3.3% |
0.000 |
| Volume |
5,641 |
9,942 |
4,301 |
76.2% |
13,669 |
|
| Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.682 |
97.534 |
96.995 |
|
| R3 |
97.412 |
97.264 |
96.920 |
|
| R2 |
97.142 |
97.142 |
96.896 |
|
| R1 |
96.994 |
96.994 |
96.871 |
96.933 |
| PP |
96.872 |
96.872 |
96.872 |
96.842 |
| S1 |
96.724 |
96.724 |
96.821 |
96.663 |
| S2 |
96.602 |
96.602 |
96.797 |
|
| S3 |
96.332 |
96.454 |
96.772 |
|
| S4 |
96.062 |
96.184 |
96.698 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.848 |
99.441 |
97.570 |
|
| R3 |
98.838 |
98.431 |
97.292 |
|
| R2 |
97.828 |
97.828 |
97.199 |
|
| R1 |
97.421 |
97.421 |
97.107 |
97.625 |
| PP |
96.818 |
96.818 |
96.818 |
96.920 |
| S1 |
96.411 |
96.411 |
96.921 |
96.615 |
| S2 |
95.808 |
95.808 |
96.829 |
|
| S3 |
94.798 |
95.401 |
96.736 |
|
| S4 |
93.788 |
94.391 |
96.459 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.225 |
96.215 |
1.010 |
1.0% |
0.384 |
0.4% |
62% |
False |
False |
4,476 |
| 10 |
97.480 |
96.215 |
1.265 |
1.3% |
0.437 |
0.5% |
50% |
False |
False |
2,833 |
| 20 |
98.575 |
96.215 |
2.360 |
2.4% |
0.493 |
0.5% |
27% |
False |
False |
1,839 |
| 40 |
100.140 |
96.215 |
3.925 |
4.1% |
0.485 |
0.5% |
16% |
False |
False |
1,032 |
| 60 |
101.090 |
96.215 |
4.875 |
5.0% |
0.475 |
0.5% |
13% |
False |
False |
738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.168 |
|
2.618 |
97.727 |
|
1.618 |
97.457 |
|
1.000 |
97.290 |
|
0.618 |
97.187 |
|
HIGH |
97.020 |
|
0.618 |
96.917 |
|
0.500 |
96.885 |
|
0.382 |
96.853 |
|
LOW |
96.750 |
|
0.618 |
96.583 |
|
1.000 |
96.480 |
|
1.618 |
96.313 |
|
2.618 |
96.043 |
|
4.250 |
95.603 |
|
|
| Fisher Pivots for day following 12-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
96.885 |
96.827 |
| PP |
96.872 |
96.807 |
| S1 |
96.859 |
96.788 |
|