ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 11-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
93.385 |
93.295 |
-0.090 |
-0.1% |
93.380 |
| High |
93.700 |
93.415 |
-0.285 |
-0.3% |
93.785 |
| Low |
93.210 |
92.830 |
-0.380 |
-0.4% |
92.830 |
| Close |
93.304 |
92.956 |
-0.348 |
-0.4% |
92.956 |
| Range |
0.490 |
0.585 |
0.095 |
19.4% |
0.955 |
| ATR |
0.559 |
0.561 |
0.002 |
0.3% |
0.000 |
| Volume |
17,312 |
28,525 |
11,213 |
64.8% |
99,790 |
|
| Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.822 |
94.474 |
93.278 |
|
| R3 |
94.237 |
93.889 |
93.117 |
|
| R2 |
93.652 |
93.652 |
93.063 |
|
| R1 |
93.304 |
93.304 |
93.010 |
93.186 |
| PP |
93.067 |
93.067 |
93.067 |
93.008 |
| S1 |
92.719 |
92.719 |
92.902 |
92.601 |
| S2 |
92.482 |
92.482 |
92.849 |
|
| S3 |
91.897 |
92.134 |
92.795 |
|
| S4 |
91.312 |
91.549 |
92.634 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.055 |
95.461 |
93.481 |
|
| R3 |
95.100 |
94.506 |
93.219 |
|
| R2 |
94.145 |
94.145 |
93.131 |
|
| R1 |
93.551 |
93.551 |
93.044 |
93.371 |
| PP |
93.190 |
93.190 |
93.190 |
93.100 |
| S1 |
92.596 |
92.596 |
92.868 |
92.416 |
| S2 |
92.235 |
92.235 |
92.781 |
|
| S3 |
91.280 |
91.641 |
92.693 |
|
| S4 |
90.325 |
90.686 |
92.431 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.785 |
92.830 |
0.955 |
1.0% |
0.477 |
0.5% |
13% |
False |
True |
19,958 |
| 10 |
93.785 |
92.390 |
1.395 |
1.5% |
0.551 |
0.6% |
41% |
False |
False |
22,151 |
| 20 |
95.120 |
92.390 |
2.730 |
2.9% |
0.585 |
0.6% |
21% |
False |
False |
23,395 |
| 40 |
97.515 |
92.390 |
5.125 |
5.5% |
0.536 |
0.6% |
11% |
False |
False |
22,797 |
| 60 |
97.560 |
92.390 |
5.170 |
5.6% |
0.518 |
0.6% |
11% |
False |
False |
16,747 |
| 80 |
99.755 |
92.390 |
7.365 |
7.9% |
0.513 |
0.6% |
8% |
False |
False |
12,671 |
| 100 |
101.090 |
92.390 |
8.700 |
9.4% |
0.506 |
0.5% |
7% |
False |
False |
10,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.901 |
|
2.618 |
94.947 |
|
1.618 |
94.362 |
|
1.000 |
94.000 |
|
0.618 |
93.777 |
|
HIGH |
93.415 |
|
0.618 |
93.192 |
|
0.500 |
93.123 |
|
0.382 |
93.053 |
|
LOW |
92.830 |
|
0.618 |
92.468 |
|
1.000 |
92.245 |
|
1.618 |
91.883 |
|
2.618 |
91.298 |
|
4.250 |
90.344 |
|
|
| Fisher Pivots for day following 11-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
93.123 |
93.308 |
| PP |
93.067 |
93.190 |
| S1 |
93.012 |
93.073 |
|