ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 15-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
92.980 |
93.395 |
0.415 |
0.4% |
93.380 |
| High |
93.390 |
94.040 |
0.650 |
0.7% |
93.785 |
| Low |
92.945 |
93.340 |
0.395 |
0.4% |
92.830 |
| Close |
93.305 |
93.756 |
0.451 |
0.5% |
92.956 |
| Range |
0.445 |
0.700 |
0.255 |
57.3% |
0.955 |
| ATR |
0.553 |
0.566 |
0.013 |
2.4% |
0.000 |
| Volume |
13,439 |
23,005 |
9,566 |
71.2% |
99,790 |
|
| Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.812 |
95.484 |
94.141 |
|
| R3 |
95.112 |
94.784 |
93.949 |
|
| R2 |
94.412 |
94.412 |
93.884 |
|
| R1 |
94.084 |
94.084 |
93.820 |
94.248 |
| PP |
93.712 |
93.712 |
93.712 |
93.794 |
| S1 |
93.384 |
93.384 |
93.692 |
93.548 |
| S2 |
93.012 |
93.012 |
93.628 |
|
| S3 |
92.312 |
92.684 |
93.564 |
|
| S4 |
91.612 |
91.984 |
93.371 |
|
|
| 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 |
94.040 |
92.830 |
1.210 |
1.3% |
0.528 |
0.6% |
77% |
True |
False |
20,491 |
| 10 |
94.040 |
92.390 |
1.650 |
1.8% |
0.558 |
0.6% |
83% |
True |
False |
20,937 |
| 20 |
94.980 |
92.390 |
2.590 |
2.8% |
0.592 |
0.6% |
53% |
False |
False |
22,922 |
| 40 |
97.515 |
92.390 |
5.125 |
5.5% |
0.540 |
0.6% |
27% |
False |
False |
22,388 |
| 60 |
97.515 |
92.390 |
5.125 |
5.5% |
0.514 |
0.5% |
27% |
False |
False |
17,335 |
| 80 |
99.565 |
92.390 |
7.175 |
7.7% |
0.518 |
0.6% |
19% |
False |
False |
13,120 |
| 100 |
101.090 |
92.390 |
8.700 |
9.3% |
0.511 |
0.5% |
16% |
False |
False |
10,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
97.015 |
|
2.618 |
95.873 |
|
1.618 |
95.173 |
|
1.000 |
94.740 |
|
0.618 |
94.473 |
|
HIGH |
94.040 |
|
0.618 |
93.773 |
|
0.500 |
93.690 |
|
0.382 |
93.607 |
|
LOW |
93.340 |
|
0.618 |
92.907 |
|
1.000 |
92.640 |
|
1.618 |
92.207 |
|
2.618 |
91.507 |
|
4.250 |
90.365 |
|
|
| Fisher Pivots for day following 15-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
93.734 |
93.649 |
| PP |
93.712 |
93.542 |
| S1 |
93.690 |
93.435 |
|