ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 07-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2017 |
07-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
96.005 |
95.585 |
-0.420 |
-0.4% |
95.405 |
| High |
96.110 |
95.930 |
-0.180 |
-0.2% |
96.255 |
| Low |
95.560 |
95.525 |
-0.035 |
0.0% |
95.385 |
| Close |
95.575 |
95.792 |
0.217 |
0.2% |
95.792 |
| Range |
0.550 |
0.405 |
-0.145 |
-26.4% |
0.870 |
| ATR |
0.506 |
0.499 |
-0.007 |
-1.4% |
0.000 |
| Volume |
14,274 |
20,491 |
6,217 |
43.6% |
73,812 |
|
| Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.964 |
96.783 |
96.015 |
|
| R3 |
96.559 |
96.378 |
95.903 |
|
| R2 |
96.154 |
96.154 |
95.866 |
|
| R1 |
95.973 |
95.973 |
95.829 |
96.064 |
| PP |
95.749 |
95.749 |
95.749 |
95.794 |
| S1 |
95.568 |
95.568 |
95.755 |
95.659 |
| S2 |
95.344 |
95.344 |
95.718 |
|
| S3 |
94.939 |
95.163 |
95.681 |
|
| S4 |
94.534 |
94.758 |
95.569 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.421 |
97.976 |
96.271 |
|
| R3 |
97.551 |
97.106 |
96.031 |
|
| R2 |
96.681 |
96.681 |
95.952 |
|
| R1 |
96.236 |
96.236 |
95.872 |
96.459 |
| PP |
95.811 |
95.811 |
95.811 |
95.922 |
| S1 |
95.366 |
95.366 |
95.712 |
95.589 |
| S2 |
94.941 |
94.941 |
95.633 |
|
| S3 |
94.071 |
94.496 |
95.553 |
|
| S4 |
93.201 |
93.626 |
95.314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
96.255 |
95.225 |
1.030 |
1.1% |
0.467 |
0.5% |
55% |
False |
False |
18,820 |
| 10 |
97.295 |
95.225 |
2.070 |
2.2% |
0.539 |
0.6% |
27% |
False |
False |
21,972 |
| 20 |
97.515 |
95.225 |
2.290 |
2.4% |
0.487 |
0.5% |
25% |
False |
False |
21,056 |
| 40 |
99.365 |
95.225 |
4.140 |
4.3% |
0.499 |
0.5% |
14% |
False |
False |
11,080 |
| 60 |
100.320 |
95.225 |
5.095 |
5.3% |
0.493 |
0.5% |
11% |
False |
False |
7,455 |
| 80 |
101.090 |
95.225 |
5.865 |
6.1% |
0.480 |
0.5% |
10% |
False |
False |
5,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.651 |
|
2.618 |
96.990 |
|
1.618 |
96.585 |
|
1.000 |
96.335 |
|
0.618 |
96.180 |
|
HIGH |
95.930 |
|
0.618 |
95.775 |
|
0.500 |
95.728 |
|
0.382 |
95.680 |
|
LOW |
95.525 |
|
0.618 |
95.275 |
|
1.000 |
95.120 |
|
1.618 |
94.870 |
|
2.618 |
94.465 |
|
4.250 |
93.804 |
|
|
| Fisher Pivots for day following 07-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
95.771 |
95.890 |
| PP |
95.749 |
95.857 |
| S1 |
95.728 |
95.825 |
|