ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 13-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2017 |
13-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
95.420 |
95.530 |
0.110 |
0.1% |
95.405 |
| High |
95.745 |
95.695 |
-0.050 |
-0.1% |
96.255 |
| Low |
95.275 |
95.245 |
-0.030 |
0.0% |
95.385 |
| Close |
95.512 |
95.508 |
-0.004 |
0.0% |
95.792 |
| Range |
0.470 |
0.450 |
-0.020 |
-4.3% |
0.870 |
| ATR |
0.486 |
0.483 |
-0.003 |
-0.5% |
0.000 |
| Volume |
20,845 |
18,647 |
-2,198 |
-10.5% |
73,812 |
|
| Daily Pivots for day following 13-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.833 |
96.620 |
95.756 |
|
| R3 |
96.383 |
96.170 |
95.632 |
|
| R2 |
95.933 |
95.933 |
95.591 |
|
| R1 |
95.720 |
95.720 |
95.549 |
95.602 |
| PP |
95.483 |
95.483 |
95.483 |
95.423 |
| S1 |
95.270 |
95.270 |
95.467 |
95.152 |
| S2 |
95.033 |
95.033 |
95.426 |
|
| S3 |
94.583 |
94.820 |
95.384 |
|
| S4 |
94.133 |
94.370 |
95.261 |
|
|
| 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 |
95.960 |
95.245 |
0.715 |
0.7% |
0.427 |
0.4% |
37% |
False |
True |
19,289 |
| 10 |
96.255 |
95.225 |
1.030 |
1.1% |
0.458 |
0.5% |
27% |
False |
False |
19,266 |
| 20 |
97.515 |
95.225 |
2.290 |
2.4% |
0.488 |
0.5% |
12% |
False |
False |
22,473 |
| 40 |
97.755 |
95.225 |
2.530 |
2.6% |
0.482 |
0.5% |
11% |
False |
False |
12,863 |
| 60 |
99.755 |
95.225 |
4.530 |
4.7% |
0.484 |
0.5% |
6% |
False |
False |
8,709 |
| 80 |
101.090 |
95.225 |
5.865 |
6.1% |
0.480 |
0.5% |
5% |
False |
False |
6,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.608 |
|
2.618 |
96.873 |
|
1.618 |
96.423 |
|
1.000 |
96.145 |
|
0.618 |
95.973 |
|
HIGH |
95.695 |
|
0.618 |
95.523 |
|
0.500 |
95.470 |
|
0.382 |
95.417 |
|
LOW |
95.245 |
|
0.618 |
94.967 |
|
1.000 |
94.795 |
|
1.618 |
94.517 |
|
2.618 |
94.067 |
|
4.250 |
93.333 |
|
|
| Fisher Pivots for day following 13-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
95.495 |
95.603 |
| PP |
95.483 |
95.571 |
| S1 |
95.470 |
95.540 |
|