ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 22-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
97.385 |
97.225 |
-0.160 |
-0.2% |
97.020 |
| High |
97.465 |
97.350 |
-0.115 |
-0.1% |
97.265 |
| Low |
97.180 |
97.115 |
-0.065 |
-0.1% |
96.020 |
| Close |
97.216 |
97.303 |
0.087 |
0.1% |
96.866 |
| Range |
0.285 |
0.235 |
-0.050 |
-17.5% |
1.245 |
| ATR |
0.484 |
0.466 |
-0.018 |
-3.7% |
0.000 |
| Volume |
14,386 |
27,551 |
13,165 |
91.5% |
105,489 |
|
| Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.961 |
97.867 |
97.432 |
|
| R3 |
97.726 |
97.632 |
97.368 |
|
| R2 |
97.491 |
97.491 |
97.346 |
|
| R1 |
97.397 |
97.397 |
97.325 |
97.444 |
| PP |
97.256 |
97.256 |
97.256 |
97.280 |
| S1 |
97.162 |
97.162 |
97.281 |
97.209 |
| S2 |
97.021 |
97.021 |
97.260 |
|
| S3 |
96.786 |
96.927 |
97.238 |
|
| S4 |
96.551 |
96.692 |
97.174 |
|
|
| 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 |
97.515 |
96.750 |
0.765 |
0.8% |
0.378 |
0.4% |
72% |
False |
False |
24,992 |
| 10 |
97.515 |
96.020 |
1.495 |
1.5% |
0.435 |
0.4% |
86% |
False |
False |
20,140 |
| 20 |
97.515 |
96.020 |
1.495 |
1.5% |
0.438 |
0.5% |
86% |
False |
False |
10,737 |
| 40 |
99.565 |
96.020 |
3.545 |
3.6% |
0.477 |
0.5% |
36% |
False |
False |
5,645 |
| 60 |
101.090 |
96.020 |
5.070 |
5.2% |
0.478 |
0.5% |
25% |
False |
False |
3,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.349 |
|
2.618 |
97.965 |
|
1.618 |
97.730 |
|
1.000 |
97.585 |
|
0.618 |
97.495 |
|
HIGH |
97.350 |
|
0.618 |
97.260 |
|
0.500 |
97.233 |
|
0.382 |
97.205 |
|
LOW |
97.115 |
|
0.618 |
96.970 |
|
1.000 |
96.880 |
|
1.618 |
96.735 |
|
2.618 |
96.500 |
|
4.250 |
96.116 |
|
|
| Fisher Pivots for day following 22-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
97.280 |
97.315 |
| PP |
97.256 |
97.311 |
| S1 |
97.233 |
97.307 |
|