ICE US Dollar Index Future September 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 |
96.910 |
96.725 |
-0.185 |
-0.2% |
96.470 |
| High |
96.975 |
96.810 |
-0.165 |
-0.2% |
97.225 |
| Low |
96.650 |
96.020 |
-0.630 |
-0.7% |
96.215 |
| Close |
96.677 |
96.591 |
-0.086 |
-0.1% |
97.014 |
| Range |
0.325 |
0.790 |
0.465 |
143.1% |
1.010 |
| ATR |
0.469 |
0.492 |
0.023 |
4.9% |
0.000 |
| Volume |
10,608 |
21,432 |
10,824 |
102.0% |
13,669 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.844 |
98.507 |
97.026 |
|
| R3 |
98.054 |
97.717 |
96.808 |
|
| R2 |
97.264 |
97.264 |
96.736 |
|
| R1 |
96.927 |
96.927 |
96.663 |
96.701 |
| PP |
96.474 |
96.474 |
96.474 |
96.360 |
| S1 |
96.137 |
96.137 |
96.519 |
95.911 |
| S2 |
95.684 |
95.684 |
96.446 |
|
| S3 |
94.894 |
95.347 |
96.374 |
|
| S4 |
94.104 |
94.557 |
96.157 |
|
|
| 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 |
96.020 |
1.205 |
1.2% |
0.448 |
0.5% |
47% |
False |
True |
10,185 |
| 10 |
97.225 |
96.020 |
1.205 |
1.2% |
0.435 |
0.4% |
47% |
False |
True |
5,828 |
| 20 |
97.755 |
96.020 |
1.735 |
1.8% |
0.476 |
0.5% |
33% |
False |
True |
3,254 |
| 40 |
99.755 |
96.020 |
3.735 |
3.9% |
0.483 |
0.5% |
15% |
False |
True |
1,827 |
| 60 |
101.090 |
96.020 |
5.070 |
5.2% |
0.478 |
0.5% |
11% |
False |
True |
1,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.168 |
|
2.618 |
98.878 |
|
1.618 |
98.088 |
|
1.000 |
97.600 |
|
0.618 |
97.298 |
|
HIGH |
96.810 |
|
0.618 |
96.508 |
|
0.500 |
96.415 |
|
0.382 |
96.322 |
|
LOW |
96.020 |
|
0.618 |
95.532 |
|
1.000 |
95.230 |
|
1.618 |
94.742 |
|
2.618 |
93.952 |
|
4.250 |
92.663 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
96.532 |
96.567 |
| PP |
96.474 |
96.544 |
| S1 |
96.415 |
96.520 |
|