ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 25-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2017 |
25-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
93.785 |
93.850 |
0.065 |
0.1% |
94.885 |
| High |
93.945 |
93.960 |
0.015 |
0.0% |
95.120 |
| Low |
93.650 |
93.460 |
-0.190 |
-0.2% |
93.670 |
| Close |
93.798 |
93.888 |
0.090 |
0.1% |
93.679 |
| Range |
0.295 |
0.500 |
0.205 |
69.5% |
1.450 |
| ATR |
0.512 |
0.511 |
-0.001 |
-0.2% |
0.000 |
| Volume |
13,390 |
23,124 |
9,734 |
72.7% |
121,578 |
|
| Daily Pivots for day following 25-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.269 |
95.079 |
94.163 |
|
| R3 |
94.769 |
94.579 |
94.026 |
|
| R2 |
94.269 |
94.269 |
93.980 |
|
| R1 |
94.079 |
94.079 |
93.934 |
94.174 |
| PP |
93.769 |
93.769 |
93.769 |
93.817 |
| S1 |
93.579 |
93.579 |
93.842 |
93.674 |
| S2 |
93.269 |
93.269 |
93.796 |
|
| S3 |
92.769 |
93.079 |
93.751 |
|
| S4 |
92.269 |
92.579 |
93.613 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.506 |
97.543 |
94.476 |
|
| R3 |
97.056 |
96.093 |
94.078 |
|
| R2 |
95.606 |
95.606 |
93.945 |
|
| R1 |
94.643 |
94.643 |
93.812 |
94.400 |
| PP |
94.156 |
94.156 |
94.156 |
94.035 |
| S1 |
93.193 |
93.193 |
93.546 |
92.950 |
| S2 |
92.706 |
92.706 |
93.413 |
|
| S3 |
91.256 |
91.743 |
93.280 |
|
| S4 |
89.806 |
90.293 |
92.882 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.980 |
93.460 |
1.520 |
1.6% |
0.526 |
0.6% |
28% |
False |
True |
22,438 |
| 10 |
95.745 |
93.460 |
2.285 |
2.4% |
0.531 |
0.6% |
19% |
False |
True |
22,091 |
| 20 |
97.155 |
93.460 |
3.695 |
3.9% |
0.536 |
0.6% |
12% |
False |
True |
22,382 |
| 40 |
97.515 |
93.460 |
4.055 |
4.3% |
0.491 |
0.5% |
11% |
False |
True |
17,281 |
| 60 |
99.565 |
93.460 |
6.105 |
6.5% |
0.496 |
0.5% |
7% |
False |
True |
11,711 |
| 80 |
101.090 |
93.460 |
7.630 |
8.1% |
0.492 |
0.5% |
6% |
False |
True |
8,821 |
| 100 |
101.990 |
93.460 |
8.530 |
9.1% |
0.487 |
0.5% |
5% |
False |
True |
7,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.085 |
|
2.618 |
95.269 |
|
1.618 |
94.769 |
|
1.000 |
94.460 |
|
0.618 |
94.269 |
|
HIGH |
93.960 |
|
0.618 |
93.769 |
|
0.500 |
93.710 |
|
0.382 |
93.651 |
|
LOW |
93.460 |
|
0.618 |
93.151 |
|
1.000 |
92.960 |
|
1.618 |
92.651 |
|
2.618 |
92.151 |
|
4.250 |
91.335 |
|
|
| Fisher Pivots for day following 25-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
93.829 |
93.864 |
| PP |
93.769 |
93.839 |
| S1 |
93.710 |
93.815 |
|