ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 08-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2017 |
08-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
93.380 |
93.285 |
-0.095 |
-0.1% |
93.170 |
| High |
93.415 |
93.770 |
0.355 |
0.4% |
93.640 |
| Low |
93.175 |
93.120 |
-0.055 |
-0.1% |
92.390 |
| Close |
93.309 |
93.515 |
0.206 |
0.2% |
93.416 |
| Range |
0.240 |
0.650 |
0.410 |
170.8% |
1.250 |
| ATR |
0.570 |
0.576 |
0.006 |
1.0% |
0.000 |
| Volume |
13,479 |
20,298 |
6,819 |
50.6% |
121,728 |
|
| Daily Pivots for day following 08-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.418 |
95.117 |
93.873 |
|
| R3 |
94.768 |
94.467 |
93.694 |
|
| R2 |
94.118 |
94.118 |
93.634 |
|
| R1 |
93.817 |
93.817 |
93.575 |
93.968 |
| PP |
93.468 |
93.468 |
93.468 |
93.544 |
| S1 |
93.167 |
93.167 |
93.455 |
93.318 |
| S2 |
92.818 |
92.818 |
93.396 |
|
| S3 |
92.168 |
92.517 |
93.336 |
|
| S4 |
91.518 |
91.867 |
93.158 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.899 |
96.407 |
94.104 |
|
| R3 |
95.649 |
95.157 |
93.760 |
|
| R2 |
94.399 |
94.399 |
93.645 |
|
| R1 |
93.907 |
93.907 |
93.531 |
94.153 |
| PP |
93.149 |
93.149 |
93.149 |
93.272 |
| S1 |
92.657 |
92.657 |
93.301 |
92.903 |
| S2 |
91.899 |
91.899 |
93.187 |
|
| S3 |
90.649 |
91.407 |
93.072 |
|
| S4 |
89.399 |
90.157 |
92.729 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.770 |
92.390 |
1.380 |
1.5% |
0.588 |
0.6% |
82% |
True |
False |
21,383 |
| 10 |
94.115 |
92.390 |
1.725 |
1.8% |
0.656 |
0.7% |
65% |
False |
False |
24,380 |
| 20 |
95.745 |
92.390 |
3.355 |
3.6% |
0.594 |
0.6% |
34% |
False |
False |
23,236 |
| 40 |
97.515 |
92.390 |
5.125 |
5.5% |
0.546 |
0.6% |
22% |
False |
False |
22,668 |
| 60 |
98.575 |
92.390 |
6.185 |
6.6% |
0.528 |
0.6% |
18% |
False |
False |
15,725 |
| 80 |
100.140 |
92.390 |
7.750 |
8.3% |
0.515 |
0.6% |
15% |
False |
False |
11,850 |
| 100 |
101.090 |
92.390 |
8.700 |
9.3% |
0.503 |
0.5% |
13% |
False |
False |
9,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.533 |
|
2.618 |
95.472 |
|
1.618 |
94.822 |
|
1.000 |
94.420 |
|
0.618 |
94.172 |
|
HIGH |
93.770 |
|
0.618 |
93.522 |
|
0.500 |
93.445 |
|
0.382 |
93.368 |
|
LOW |
93.120 |
|
0.618 |
92.718 |
|
1.000 |
92.470 |
|
1.618 |
92.068 |
|
2.618 |
91.418 |
|
4.250 |
90.358 |
|
|
| Fisher Pivots for day following 08-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
93.492 |
93.402 |
| PP |
93.468 |
93.288 |
| S1 |
93.445 |
93.175 |
|