ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 30-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
95.770 |
95.310 |
-0.460 |
-0.5% |
96.940 |
| High |
95.780 |
95.565 |
-0.215 |
-0.2% |
97.160 |
| Low |
95.270 |
95.225 |
-0.045 |
0.0% |
95.225 |
| Close |
95.366 |
95.421 |
0.055 |
0.1% |
95.421 |
| Range |
0.510 |
0.340 |
-0.170 |
-33.3% |
1.935 |
| ATR |
0.513 |
0.501 |
-0.012 |
-2.4% |
0.000 |
| Volume |
22,606 |
20,291 |
-2,315 |
-10.2% |
131,907 |
|
| Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.424 |
96.262 |
95.608 |
|
| R3 |
96.084 |
95.922 |
95.515 |
|
| R2 |
95.744 |
95.744 |
95.483 |
|
| R1 |
95.582 |
95.582 |
95.452 |
95.663 |
| PP |
95.404 |
95.404 |
95.404 |
95.444 |
| S1 |
95.242 |
95.242 |
95.390 |
95.323 |
| S2 |
95.064 |
95.064 |
95.359 |
|
| S3 |
94.724 |
94.902 |
95.328 |
|
| S4 |
94.384 |
94.562 |
95.234 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
101.740 |
100.516 |
96.485 |
|
| R3 |
99.805 |
98.581 |
95.953 |
|
| R2 |
97.870 |
97.870 |
95.776 |
|
| R1 |
96.646 |
96.646 |
95.598 |
96.291 |
| PP |
95.935 |
95.935 |
95.935 |
95.758 |
| S1 |
94.711 |
94.711 |
95.244 |
94.356 |
| S2 |
94.000 |
94.000 |
95.066 |
|
| S3 |
92.065 |
92.776 |
94.889 |
|
| S4 |
90.130 |
90.841 |
94.357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
97.160 |
95.225 |
1.935 |
2.0% |
0.592 |
0.6% |
10% |
False |
True |
26,381 |
| 10 |
97.515 |
95.225 |
2.290 |
2.4% |
0.483 |
0.5% |
9% |
False |
True |
23,619 |
| 20 |
97.515 |
95.225 |
2.290 |
2.4% |
0.466 |
0.5% |
9% |
False |
True |
17,767 |
| 40 |
99.565 |
95.225 |
4.340 |
4.5% |
0.495 |
0.5% |
5% |
False |
True |
9,265 |
| 60 |
101.090 |
95.225 |
5.865 |
6.1% |
0.496 |
0.5% |
3% |
False |
True |
6,235 |
| 80 |
101.645 |
95.225 |
6.420 |
6.7% |
0.488 |
0.5% |
3% |
False |
True |
4,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.010 |
|
2.618 |
96.455 |
|
1.618 |
96.115 |
|
1.000 |
95.905 |
|
0.618 |
95.775 |
|
HIGH |
95.565 |
|
0.618 |
95.435 |
|
0.500 |
95.395 |
|
0.382 |
95.355 |
|
LOW |
95.225 |
|
0.618 |
95.015 |
|
1.000 |
94.885 |
|
1.618 |
94.675 |
|
2.618 |
94.335 |
|
4.250 |
93.780 |
|
|
| Fisher Pivots for day following 30-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
95.412 |
95.773 |
| PP |
95.404 |
95.655 |
| S1 |
95.395 |
95.538 |
|