ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 28-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
93.325 |
93.675 |
0.350 |
0.4% |
93.785 |
| High |
93.950 |
93.795 |
-0.155 |
-0.2% |
94.115 |
| Low |
93.000 |
93.100 |
0.100 |
0.1% |
93.000 |
| Close |
93.715 |
93.114 |
-0.601 |
-0.6% |
93.114 |
| Range |
0.950 |
0.695 |
-0.255 |
-26.8% |
1.115 |
| ATR |
0.568 |
0.577 |
0.009 |
1.6% |
0.000 |
| Volume |
33,805 |
24,440 |
-9,365 |
-27.7% |
124,811 |
|
| Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.421 |
94.963 |
93.496 |
|
| R3 |
94.726 |
94.268 |
93.305 |
|
| R2 |
94.031 |
94.031 |
93.241 |
|
| R1 |
93.573 |
93.573 |
93.178 |
93.455 |
| PP |
93.336 |
93.336 |
93.336 |
93.277 |
| S1 |
92.878 |
92.878 |
93.050 |
92.760 |
| S2 |
92.641 |
92.641 |
92.987 |
|
| S3 |
91.946 |
92.183 |
92.923 |
|
| S4 |
91.251 |
91.488 |
92.732 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.755 |
96.049 |
93.727 |
|
| R3 |
95.640 |
94.934 |
93.421 |
|
| R2 |
94.525 |
94.525 |
93.318 |
|
| R1 |
93.819 |
93.819 |
93.216 |
93.615 |
| PP |
93.410 |
93.410 |
93.410 |
93.307 |
| S1 |
92.704 |
92.704 |
93.012 |
92.500 |
| S2 |
92.295 |
92.295 |
92.910 |
|
| S3 |
91.180 |
91.589 |
92.807 |
|
| S4 |
90.065 |
90.474 |
92.501 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.115 |
93.000 |
1.115 |
1.2% |
0.667 |
0.7% |
10% |
False |
False |
24,962 |
| 10 |
95.120 |
93.000 |
2.120 |
2.3% |
0.619 |
0.7% |
5% |
False |
False |
24,638 |
| 20 |
96.255 |
93.000 |
3.255 |
3.5% |
0.550 |
0.6% |
4% |
False |
False |
21,989 |
| 40 |
97.515 |
93.000 |
4.515 |
4.8% |
0.516 |
0.6% |
3% |
False |
False |
19,423 |
| 60 |
99.565 |
93.000 |
6.565 |
7.1% |
0.514 |
0.6% |
2% |
False |
False |
13,171 |
| 80 |
101.090 |
93.000 |
8.090 |
8.7% |
0.510 |
0.5% |
1% |
False |
False |
9,921 |
| 100 |
101.990 |
93.000 |
8.990 |
9.7% |
0.502 |
0.5% |
1% |
False |
False |
7,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.749 |
|
2.618 |
95.615 |
|
1.618 |
94.920 |
|
1.000 |
94.490 |
|
0.618 |
94.225 |
|
HIGH |
93.795 |
|
0.618 |
93.530 |
|
0.500 |
93.448 |
|
0.382 |
93.365 |
|
LOW |
93.100 |
|
0.618 |
92.670 |
|
1.000 |
92.405 |
|
1.618 |
91.975 |
|
2.618 |
91.280 |
|
4.250 |
90.146 |
|
|
| Fisher Pivots for day following 28-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
93.448 |
93.558 |
| PP |
93.336 |
93.410 |
| S1 |
93.225 |
93.262 |
|