ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 03-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
92.905 |
92.775 |
-0.130 |
-0.1% |
93.785 |
| High |
93.030 |
92.905 |
-0.125 |
-0.1% |
94.115 |
| Low |
92.390 |
92.555 |
0.165 |
0.2% |
93.000 |
| Close |
92.699 |
92.707 |
0.008 |
0.0% |
93.114 |
| Range |
0.640 |
0.350 |
-0.290 |
-45.3% |
1.115 |
| ATR |
0.576 |
0.560 |
-0.016 |
-2.8% |
0.000 |
| Volume |
20,522 |
21,576 |
1,054 |
5.1% |
124,811 |
|
| Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.772 |
93.590 |
92.900 |
|
| R3 |
93.422 |
93.240 |
92.803 |
|
| R2 |
93.072 |
93.072 |
92.771 |
|
| R1 |
92.890 |
92.890 |
92.739 |
92.806 |
| PP |
92.722 |
92.722 |
92.722 |
92.681 |
| S1 |
92.540 |
92.540 |
92.675 |
92.456 |
| S2 |
92.372 |
92.372 |
92.643 |
|
| S3 |
92.022 |
92.190 |
92.611 |
|
| S4 |
91.672 |
91.840 |
92.515 |
|
|
| 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 |
93.795 |
92.390 |
1.405 |
1.5% |
0.553 |
0.6% |
23% |
False |
False |
23,025 |
| 10 |
94.170 |
92.390 |
1.780 |
1.9% |
0.591 |
0.6% |
18% |
False |
False |
23,106 |
| 20 |
95.960 |
92.390 |
3.570 |
3.9% |
0.557 |
0.6% |
9% |
False |
False |
22,842 |
| 40 |
97.515 |
92.390 |
5.125 |
5.5% |
0.525 |
0.6% |
6% |
False |
False |
21,520 |
| 60 |
99.565 |
92.390 |
7.175 |
7.7% |
0.518 |
0.6% |
4% |
False |
False |
14,663 |
| 80 |
100.555 |
92.390 |
8.165 |
8.8% |
0.513 |
0.6% |
4% |
False |
False |
11,047 |
| 100 |
101.370 |
92.390 |
8.980 |
9.7% |
0.503 |
0.5% |
4% |
False |
False |
8,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.393 |
|
2.618 |
93.821 |
|
1.618 |
93.471 |
|
1.000 |
93.255 |
|
0.618 |
93.121 |
|
HIGH |
92.905 |
|
0.618 |
92.771 |
|
0.500 |
92.730 |
|
0.382 |
92.689 |
|
LOW |
92.555 |
|
0.618 |
92.339 |
|
1.000 |
92.205 |
|
1.618 |
91.989 |
|
2.618 |
91.639 |
|
4.250 |
91.068 |
|
|
| Fisher Pivots for day following 03-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
92.730 |
92.710 |
| PP |
92.722 |
92.709 |
| S1 |
92.715 |
92.708 |
|