ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 05-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2017 |
05-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
95.405 |
95.905 |
0.500 |
0.5% |
96.940 |
| High |
95.995 |
96.255 |
0.260 |
0.3% |
97.160 |
| Low |
95.385 |
95.825 |
0.440 |
0.5% |
95.225 |
| Close |
95.969 |
96.059 |
0.090 |
0.1% |
95.421 |
| Range |
0.610 |
0.430 |
-0.180 |
-29.5% |
1.935 |
| ATR |
0.509 |
0.503 |
-0.006 |
-1.1% |
0.000 |
| Volume |
19,916 |
19,131 |
-785 |
-3.9% |
131,907 |
|
| Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.336 |
97.128 |
96.296 |
|
| R3 |
96.906 |
96.698 |
96.177 |
|
| R2 |
96.476 |
96.476 |
96.138 |
|
| R1 |
96.268 |
96.268 |
96.098 |
96.372 |
| PP |
96.046 |
96.046 |
96.046 |
96.099 |
| S1 |
95.838 |
95.838 |
96.020 |
95.942 |
| S2 |
95.616 |
95.616 |
95.980 |
|
| S3 |
95.186 |
95.408 |
95.941 |
|
| S4 |
94.756 |
94.978 |
95.823 |
|
|
| 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 |
96.320 |
95.225 |
1.095 |
1.1% |
0.508 |
0.5% |
76% |
False |
False |
24,347 |
| 10 |
97.465 |
95.225 |
2.240 |
2.3% |
0.495 |
0.5% |
37% |
False |
False |
22,690 |
| 20 |
97.515 |
95.225 |
2.290 |
2.4% |
0.491 |
0.5% |
36% |
False |
False |
19,574 |
| 40 |
99.565 |
95.225 |
4.340 |
4.5% |
0.492 |
0.5% |
19% |
False |
False |
10,226 |
| 60 |
100.805 |
95.225 |
5.580 |
5.8% |
0.497 |
0.5% |
15% |
False |
False |
6,879 |
| 80 |
101.440 |
95.225 |
6.215 |
6.5% |
0.487 |
0.5% |
13% |
False |
False |
5,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
98.083 |
|
2.618 |
97.381 |
|
1.618 |
96.951 |
|
1.000 |
96.685 |
|
0.618 |
96.521 |
|
HIGH |
96.255 |
|
0.618 |
96.091 |
|
0.500 |
96.040 |
|
0.382 |
95.989 |
|
LOW |
95.825 |
|
0.618 |
95.559 |
|
1.000 |
95.395 |
|
1.618 |
95.129 |
|
2.618 |
94.699 |
|
4.250 |
93.998 |
|
|
| Fisher Pivots for day following 05-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
96.053 |
95.953 |
| PP |
96.046 |
95.846 |
| S1 |
96.040 |
95.740 |
|