ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 17-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2017 |
17-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
95.550 |
94.885 |
-0.665 |
-0.7% |
95.795 |
| High |
95.615 |
95.120 |
-0.495 |
-0.5% |
95.960 |
| Low |
94.870 |
94.800 |
-0.070 |
-0.1% |
94.870 |
| Close |
94.930 |
94.904 |
-0.026 |
0.0% |
94.930 |
| Range |
0.745 |
0.320 |
-0.425 |
-57.0% |
1.090 |
| ATR |
0.502 |
0.489 |
-0.013 |
-2.6% |
0.000 |
| Volume |
23,335 |
12,280 |
-11,055 |
-47.4% |
99,290 |
|
| Daily Pivots for day following 17-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.901 |
95.723 |
95.080 |
|
| R3 |
95.581 |
95.403 |
94.992 |
|
| R2 |
95.261 |
95.261 |
94.963 |
|
| R1 |
95.083 |
95.083 |
94.933 |
95.172 |
| PP |
94.941 |
94.941 |
94.941 |
94.986 |
| S1 |
94.763 |
94.763 |
94.875 |
94.852 |
| S2 |
94.621 |
94.621 |
94.845 |
|
| S3 |
94.301 |
94.443 |
94.816 |
|
| S4 |
93.981 |
94.123 |
94.728 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.523 |
97.817 |
95.530 |
|
| R3 |
97.433 |
96.727 |
95.230 |
|
| R2 |
96.343 |
96.343 |
95.130 |
|
| R1 |
95.637 |
95.637 |
95.030 |
95.445 |
| PP |
95.253 |
95.253 |
95.253 |
95.158 |
| S1 |
94.547 |
94.547 |
94.830 |
94.355 |
| S2 |
94.163 |
94.163 |
94.730 |
|
| S3 |
93.073 |
93.457 |
94.630 |
|
| S4 |
91.983 |
92.367 |
94.331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.960 |
94.800 |
1.160 |
1.2% |
0.508 |
0.5% |
9% |
False |
True |
18,312 |
| 10 |
96.255 |
94.800 |
1.455 |
1.5% |
0.479 |
0.5% |
7% |
False |
True |
18,538 |
| 20 |
97.515 |
94.800 |
2.715 |
2.9% |
0.481 |
0.5% |
4% |
False |
True |
21,078 |
| 40 |
97.515 |
94.800 |
2.715 |
2.9% |
0.473 |
0.5% |
4% |
False |
True |
13,715 |
| 60 |
99.565 |
94.800 |
4.765 |
5.0% |
0.489 |
0.5% |
2% |
False |
True |
9,298 |
| 80 |
101.090 |
94.800 |
6.290 |
6.6% |
0.488 |
0.5% |
2% |
False |
True |
7,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.480 |
|
2.618 |
95.958 |
|
1.618 |
95.638 |
|
1.000 |
95.440 |
|
0.618 |
95.318 |
|
HIGH |
95.120 |
|
0.618 |
94.998 |
|
0.500 |
94.960 |
|
0.382 |
94.922 |
|
LOW |
94.800 |
|
0.618 |
94.602 |
|
1.000 |
94.480 |
|
1.618 |
94.282 |
|
2.618 |
93.962 |
|
4.250 |
93.440 |
|
|
| Fisher Pivots for day following 17-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
94.960 |
95.248 |
| PP |
94.941 |
95.133 |
| S1 |
94.923 |
95.019 |
|