ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 03-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2017 |
03-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
95.310 |
95.405 |
0.095 |
0.1% |
96.940 |
| High |
95.565 |
95.995 |
0.430 |
0.4% |
97.160 |
| Low |
95.225 |
95.385 |
0.160 |
0.2% |
95.225 |
| Close |
95.421 |
95.969 |
0.548 |
0.6% |
95.421 |
| Range |
0.340 |
0.610 |
0.270 |
79.4% |
1.935 |
| ATR |
0.501 |
0.509 |
0.008 |
1.6% |
0.000 |
| Volume |
20,291 |
19,916 |
-375 |
-1.8% |
131,907 |
|
| Daily Pivots for day following 03-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.613 |
97.401 |
96.305 |
|
| R3 |
97.003 |
96.791 |
96.137 |
|
| R2 |
96.393 |
96.393 |
96.081 |
|
| R1 |
96.181 |
96.181 |
96.025 |
96.287 |
| PP |
95.783 |
95.783 |
95.783 |
95.836 |
| S1 |
95.571 |
95.571 |
95.913 |
95.677 |
| S2 |
95.173 |
95.173 |
95.857 |
|
| S3 |
94.563 |
94.961 |
95.801 |
|
| S4 |
93.953 |
94.351 |
95.634 |
|
|
| 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 |
97.155 |
95.225 |
1.930 |
2.0% |
0.644 |
0.7% |
39% |
False |
False |
27,273 |
| 10 |
97.515 |
95.225 |
2.290 |
2.4% |
0.490 |
0.5% |
32% |
False |
False |
23,798 |
| 20 |
97.515 |
95.225 |
2.290 |
2.4% |
0.484 |
0.5% |
32% |
False |
False |
18,701 |
| 40 |
99.565 |
95.225 |
4.340 |
4.5% |
0.496 |
0.5% |
17% |
False |
False |
9,755 |
| 60 |
101.090 |
95.225 |
5.865 |
6.1% |
0.495 |
0.5% |
13% |
False |
False |
6,563 |
| 80 |
101.440 |
95.225 |
6.215 |
6.5% |
0.486 |
0.5% |
12% |
False |
False |
4,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.588 |
|
2.618 |
97.592 |
|
1.618 |
96.982 |
|
1.000 |
96.605 |
|
0.618 |
96.372 |
|
HIGH |
95.995 |
|
0.618 |
95.762 |
|
0.500 |
95.690 |
|
0.382 |
95.618 |
|
LOW |
95.385 |
|
0.618 |
95.008 |
|
1.000 |
94.775 |
|
1.618 |
94.398 |
|
2.618 |
93.788 |
|
4.250 |
92.793 |
|
|
| Fisher Pivots for day following 03-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
95.876 |
95.849 |
| PP |
95.783 |
95.730 |
| S1 |
95.690 |
95.610 |
|