ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 19-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
94.950 |
94.475 |
-0.475 |
-0.5% |
95.795 |
| High |
94.970 |
94.690 |
-0.280 |
-0.3% |
95.960 |
| Low |
94.275 |
94.445 |
0.170 |
0.2% |
94.870 |
| Close |
94.402 |
94.588 |
0.186 |
0.2% |
94.930 |
| Range |
0.695 |
0.245 |
-0.450 |
-64.7% |
1.090 |
| ATR |
0.504 |
0.488 |
-0.015 |
-3.1% |
0.000 |
| Volume |
33,621 |
11,880 |
-21,741 |
-64.7% |
99,290 |
|
| Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.309 |
95.194 |
94.723 |
|
| R3 |
95.064 |
94.949 |
94.655 |
|
| R2 |
94.819 |
94.819 |
94.633 |
|
| R1 |
94.704 |
94.704 |
94.610 |
94.762 |
| PP |
94.574 |
94.574 |
94.574 |
94.603 |
| S1 |
94.459 |
94.459 |
94.566 |
94.517 |
| S2 |
94.329 |
94.329 |
94.543 |
|
| S3 |
94.084 |
94.214 |
94.521 |
|
| S4 |
93.839 |
93.969 |
94.453 |
|
|
| 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 |
95.695 |
94.275 |
1.420 |
1.5% |
0.491 |
0.5% |
22% |
False |
False |
19,952 |
| 10 |
96.110 |
94.275 |
1.835 |
1.9% |
0.469 |
0.5% |
17% |
False |
False |
19,183 |
| 20 |
97.465 |
94.275 |
3.190 |
3.4% |
0.482 |
0.5% |
10% |
False |
False |
20,936 |
| 40 |
97.515 |
94.275 |
3.240 |
3.4% |
0.467 |
0.5% |
10% |
False |
False |
14,823 |
| 60 |
99.565 |
94.275 |
5.290 |
5.6% |
0.488 |
0.5% |
6% |
False |
False |
10,048 |
| 80 |
101.090 |
94.275 |
6.815 |
7.2% |
0.486 |
0.5% |
5% |
False |
False |
7,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.731 |
|
2.618 |
95.331 |
|
1.618 |
95.086 |
|
1.000 |
94.935 |
|
0.618 |
94.841 |
|
HIGH |
94.690 |
|
0.618 |
94.596 |
|
0.500 |
94.568 |
|
0.382 |
94.539 |
|
LOW |
94.445 |
|
0.618 |
94.294 |
|
1.000 |
94.200 |
|
1.618 |
94.049 |
|
2.618 |
93.804 |
|
4.250 |
93.404 |
|
|
| Fisher Pivots for day following 19-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
94.581 |
94.698 |
| PP |
94.574 |
94.661 |
| S1 |
94.568 |
94.625 |
|