ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 10-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
93.470 |
93.385 |
-0.085 |
-0.1% |
93.170 |
| High |
93.785 |
93.700 |
-0.085 |
-0.1% |
93.640 |
| Low |
93.365 |
93.210 |
-0.155 |
-0.2% |
92.390 |
| Close |
93.430 |
93.304 |
-0.126 |
-0.1% |
93.416 |
| Range |
0.420 |
0.490 |
0.070 |
16.7% |
1.250 |
| ATR |
0.565 |
0.559 |
-0.005 |
-0.9% |
0.000 |
| Volume |
20,176 |
17,312 |
-2,864 |
-14.2% |
121,728 |
|
| Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.875 |
94.579 |
93.574 |
|
| R3 |
94.385 |
94.089 |
93.439 |
|
| R2 |
93.895 |
93.895 |
93.394 |
|
| R1 |
93.599 |
93.599 |
93.349 |
93.502 |
| PP |
93.405 |
93.405 |
93.405 |
93.356 |
| S1 |
93.109 |
93.109 |
93.259 |
93.012 |
| S2 |
92.915 |
92.915 |
93.214 |
|
| S3 |
92.425 |
92.619 |
93.169 |
|
| S4 |
91.935 |
92.129 |
93.035 |
|
|
| 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 |
93.785 |
92.580 |
1.205 |
1.3% |
0.572 |
0.6% |
60% |
False |
False |
20,461 |
| 10 |
93.795 |
92.390 |
1.405 |
1.5% |
0.562 |
0.6% |
65% |
False |
False |
21,743 |
| 20 |
95.615 |
92.390 |
3.225 |
3.5% |
0.593 |
0.6% |
28% |
False |
False |
23,135 |
| 40 |
97.515 |
92.390 |
5.125 |
5.5% |
0.540 |
0.6% |
18% |
False |
False |
22,804 |
| 60 |
97.755 |
92.390 |
5.365 |
5.8% |
0.519 |
0.6% |
17% |
False |
False |
16,287 |
| 80 |
99.755 |
92.390 |
7.365 |
7.9% |
0.511 |
0.5% |
12% |
False |
False |
12,315 |
| 100 |
101.090 |
92.390 |
8.700 |
9.3% |
0.503 |
0.5% |
11% |
False |
False |
9,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.783 |
|
2.618 |
94.983 |
|
1.618 |
94.493 |
|
1.000 |
94.190 |
|
0.618 |
94.003 |
|
HIGH |
93.700 |
|
0.618 |
93.513 |
|
0.500 |
93.455 |
|
0.382 |
93.397 |
|
LOW |
93.210 |
|
0.618 |
92.907 |
|
1.000 |
92.720 |
|
1.618 |
92.417 |
|
2.618 |
91.927 |
|
4.250 |
91.128 |
|
|
| Fisher Pivots for day following 10-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
93.455 |
93.453 |
| PP |
93.405 |
93.403 |
| S1 |
93.354 |
93.354 |
|