ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 12-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
95.830 |
95.420 |
-0.410 |
-0.4% |
95.405 |
| High |
95.960 |
95.745 |
-0.215 |
-0.2% |
96.255 |
| Low |
95.405 |
95.275 |
-0.130 |
-0.1% |
95.385 |
| Close |
95.422 |
95.512 |
0.090 |
0.1% |
95.792 |
| Range |
0.555 |
0.470 |
-0.085 |
-15.3% |
0.870 |
| ATR |
0.487 |
0.486 |
-0.001 |
-0.2% |
0.000 |
| Volume |
16,456 |
20,845 |
4,389 |
26.7% |
73,812 |
|
| Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.921 |
96.686 |
95.771 |
|
| R3 |
96.451 |
96.216 |
95.641 |
|
| R2 |
95.981 |
95.981 |
95.598 |
|
| R1 |
95.746 |
95.746 |
95.555 |
95.864 |
| PP |
95.511 |
95.511 |
95.511 |
95.569 |
| S1 |
95.276 |
95.276 |
95.469 |
95.394 |
| S2 |
95.041 |
95.041 |
95.426 |
|
| S3 |
94.571 |
94.806 |
95.383 |
|
| S4 |
94.101 |
94.336 |
95.254 |
|
|
| 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 |
96.110 |
95.275 |
0.835 |
0.9% |
0.447 |
0.5% |
28% |
False |
True |
18,414 |
| 10 |
96.320 |
95.225 |
1.095 |
1.1% |
0.477 |
0.5% |
26% |
False |
False |
21,381 |
| 20 |
97.515 |
95.225 |
2.290 |
2.4% |
0.505 |
0.5% |
13% |
False |
False |
22,612 |
| 40 |
97.825 |
95.225 |
2.600 |
2.7% |
0.487 |
0.5% |
11% |
False |
False |
12,473 |
| 60 |
99.755 |
95.225 |
4.530 |
4.7% |
0.481 |
0.5% |
6% |
False |
False |
8,400 |
| 80 |
101.090 |
95.225 |
5.865 |
6.1% |
0.482 |
0.5% |
5% |
False |
False |
6,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.743 |
|
2.618 |
96.975 |
|
1.618 |
96.505 |
|
1.000 |
96.215 |
|
0.618 |
96.035 |
|
HIGH |
95.745 |
|
0.618 |
95.565 |
|
0.500 |
95.510 |
|
0.382 |
95.455 |
|
LOW |
95.275 |
|
0.618 |
94.985 |
|
1.000 |
94.805 |
|
1.618 |
94.515 |
|
2.618 |
94.045 |
|
4.250 |
93.278 |
|
|
| Fisher Pivots for day following 12-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
95.511 |
95.618 |
| PP |
95.511 |
95.582 |
| S1 |
95.510 |
95.547 |
|