ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
96.625 |
97.190 |
0.565 |
0.6% |
97.020 |
| High |
97.260 |
97.265 |
0.005 |
0.0% |
97.265 |
| Low |
96.515 |
96.810 |
0.295 |
0.3% |
96.020 |
| Close |
97.152 |
96.866 |
-0.286 |
-0.3% |
96.866 |
| Range |
0.745 |
0.455 |
-0.290 |
-38.9% |
1.245 |
| ATR |
0.510 |
0.506 |
-0.004 |
-0.8% |
0.000 |
| Volume |
28,822 |
34,685 |
5,863 |
20.3% |
105,489 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.345 |
98.061 |
97.116 |
|
| R3 |
97.890 |
97.606 |
96.991 |
|
| R2 |
97.435 |
97.435 |
96.949 |
|
| R1 |
97.151 |
97.151 |
96.908 |
97.066 |
| PP |
96.980 |
96.980 |
96.980 |
96.938 |
| S1 |
96.696 |
96.696 |
96.824 |
96.610 |
| S2 |
96.525 |
96.525 |
96.783 |
|
| S3 |
96.070 |
96.241 |
96.741 |
|
| S4 |
95.615 |
95.786 |
96.616 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
100.452 |
99.904 |
97.551 |
|
| R3 |
99.207 |
98.659 |
97.208 |
|
| R2 |
97.962 |
97.962 |
97.094 |
|
| R1 |
97.414 |
97.414 |
96.980 |
97.066 |
| PP |
96.717 |
96.717 |
96.717 |
96.543 |
| S1 |
96.169 |
96.169 |
96.752 |
95.820 |
| S2 |
95.472 |
95.472 |
96.638 |
|
| S3 |
94.227 |
94.924 |
96.524 |
|
| S4 |
92.982 |
93.679 |
96.181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.265 |
96.020 |
1.245 |
1.3% |
0.517 |
0.5% |
68% |
True |
False |
21,097 |
| 10 |
97.265 |
96.020 |
1.245 |
1.3% |
0.450 |
0.5% |
68% |
True |
False |
11,915 |
| 20 |
97.480 |
96.020 |
1.460 |
1.5% |
0.466 |
0.5% |
58% |
False |
False |
6,352 |
| 40 |
99.565 |
96.020 |
3.545 |
3.7% |
0.494 |
0.5% |
24% |
False |
False |
3,408 |
| 60 |
101.090 |
96.020 |
5.070 |
5.2% |
0.490 |
0.5% |
17% |
False |
False |
2,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.199 |
|
2.618 |
98.456 |
|
1.618 |
98.001 |
|
1.000 |
97.720 |
|
0.618 |
97.546 |
|
HIGH |
97.265 |
|
0.618 |
97.091 |
|
0.500 |
97.038 |
|
0.382 |
96.984 |
|
LOW |
96.810 |
|
0.618 |
96.529 |
|
1.000 |
96.355 |
|
1.618 |
96.074 |
|
2.618 |
95.619 |
|
4.250 |
94.876 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
97.038 |
96.792 |
| PP |
96.980 |
96.717 |
| S1 |
96.923 |
96.643 |
|