ICE US Dollar Index Future September 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 |
97.020 |
96.910 |
-0.110 |
-0.1% |
96.470 |
| High |
97.020 |
96.975 |
-0.045 |
0.0% |
97.225 |
| Low |
96.750 |
96.650 |
-0.100 |
-0.1% |
96.215 |
| Close |
96.846 |
96.677 |
-0.169 |
-0.2% |
97.014 |
| Range |
0.270 |
0.325 |
0.055 |
20.4% |
1.010 |
| ATR |
0.480 |
0.469 |
-0.011 |
-2.3% |
0.000 |
| Volume |
9,942 |
10,608 |
666 |
6.7% |
13,669 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.742 |
97.535 |
96.856 |
|
| R3 |
97.417 |
97.210 |
96.766 |
|
| R2 |
97.092 |
97.092 |
96.737 |
|
| R1 |
96.885 |
96.885 |
96.707 |
96.826 |
| PP |
96.767 |
96.767 |
96.767 |
96.738 |
| S1 |
96.560 |
96.560 |
96.647 |
96.501 |
| S2 |
96.442 |
96.442 |
96.617 |
|
| S3 |
96.117 |
96.235 |
96.588 |
|
| S4 |
95.792 |
95.910 |
96.498 |
|
|
| 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% |
0.391 |
0.4% |
46% |
False |
False |
6,260 |
| 10 |
97.225 |
96.215 |
1.010 |
1.0% |
0.417 |
0.4% |
46% |
False |
False |
3,797 |
| 20 |
97.825 |
96.215 |
1.610 |
1.7% |
0.470 |
0.5% |
29% |
False |
False |
2,333 |
| 40 |
99.755 |
96.215 |
3.540 |
3.7% |
0.470 |
0.5% |
13% |
False |
False |
1,294 |
| 60 |
101.090 |
96.215 |
4.875 |
5.0% |
0.474 |
0.5% |
9% |
False |
False |
913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.356 |
|
2.618 |
97.826 |
|
1.618 |
97.501 |
|
1.000 |
97.300 |
|
0.618 |
97.176 |
|
HIGH |
96.975 |
|
0.618 |
96.851 |
|
0.500 |
96.813 |
|
0.382 |
96.774 |
|
LOW |
96.650 |
|
0.618 |
96.449 |
|
1.000 |
96.325 |
|
1.618 |
96.124 |
|
2.618 |
95.799 |
|
4.250 |
95.269 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
96.813 |
96.938 |
| PP |
96.767 |
96.851 |
| S1 |
96.722 |
96.764 |
|