ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 28-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
97.120 |
96.175 |
-0.945 |
-1.0% |
96.850 |
| High |
97.155 |
96.320 |
-0.835 |
-0.9% |
97.515 |
| Low |
96.045 |
95.670 |
-0.375 |
-0.4% |
96.750 |
| Close |
96.093 |
95.744 |
-0.349 |
-0.4% |
96.942 |
| Range |
1.110 |
0.650 |
-0.460 |
-41.4% |
0.765 |
| ATR |
0.503 |
0.513 |
0.011 |
2.1% |
0.000 |
| Volume |
33,761 |
39,795 |
6,034 |
17.9% |
104,286 |
|
| Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.861 |
97.453 |
96.101 |
|
| R3 |
97.211 |
96.803 |
95.923 |
|
| R2 |
96.561 |
96.561 |
95.863 |
|
| R1 |
96.153 |
96.153 |
95.804 |
96.032 |
| PP |
95.911 |
95.911 |
95.911 |
95.851 |
| S1 |
95.503 |
95.503 |
95.684 |
95.382 |
| S2 |
95.261 |
95.261 |
95.625 |
|
| S3 |
94.611 |
94.853 |
95.565 |
|
| S4 |
93.961 |
94.203 |
95.387 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
99.364 |
98.918 |
97.363 |
|
| R3 |
98.599 |
98.153 |
97.152 |
|
| R2 |
97.834 |
97.834 |
97.082 |
|
| R1 |
97.388 |
97.388 |
97.012 |
97.611 |
| PP |
97.069 |
97.069 |
97.069 |
97.181 |
| S1 |
96.623 |
96.623 |
96.872 |
96.846 |
| S2 |
96.304 |
96.304 |
96.802 |
|
| S3 |
95.539 |
95.858 |
96.732 |
|
| S4 |
94.774 |
95.093 |
96.521 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.350 |
95.670 |
1.680 |
1.8% |
0.556 |
0.6% |
4% |
False |
True |
26,114 |
| 10 |
97.515 |
95.670 |
1.845 |
1.9% |
0.518 |
0.5% |
4% |
False |
True |
25,680 |
| 20 |
97.515 |
95.670 |
1.845 |
1.9% |
0.476 |
0.5% |
4% |
False |
True |
15,754 |
| 40 |
99.565 |
95.670 |
3.895 |
4.1% |
0.502 |
0.5% |
2% |
False |
True |
8,205 |
| 60 |
101.090 |
95.670 |
5.420 |
5.7% |
0.498 |
0.5% |
1% |
False |
True |
5,524 |
| 80 |
101.990 |
95.670 |
6.320 |
6.6% |
0.490 |
0.5% |
1% |
False |
True |
4,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
99.082 |
|
2.618 |
98.022 |
|
1.618 |
97.372 |
|
1.000 |
96.970 |
|
0.618 |
96.722 |
|
HIGH |
96.320 |
|
0.618 |
96.072 |
|
0.500 |
95.995 |
|
0.382 |
95.918 |
|
LOW |
95.670 |
|
0.618 |
95.268 |
|
1.000 |
95.020 |
|
1.618 |
94.618 |
|
2.618 |
93.968 |
|
4.250 |
92.908 |
|
|
| Fisher Pivots for day following 28-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
95.995 |
96.415 |
| PP |
95.911 |
96.191 |
| S1 |
95.828 |
95.968 |
|