ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 16-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
93.395 |
93.735 |
0.340 |
0.4% |
93.380 |
| High |
94.040 |
94.055 |
0.015 |
0.0% |
93.785 |
| Low |
93.340 |
93.375 |
0.035 |
0.0% |
92.830 |
| Close |
93.756 |
93.438 |
-0.318 |
-0.3% |
92.956 |
| Range |
0.700 |
0.680 |
-0.020 |
-2.9% |
0.955 |
| ATR |
0.566 |
0.574 |
0.008 |
1.4% |
0.000 |
| Volume |
23,005 |
35,146 |
12,141 |
52.8% |
99,790 |
|
| Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.663 |
95.230 |
93.812 |
|
| R3 |
94.983 |
94.550 |
93.625 |
|
| R2 |
94.303 |
94.303 |
93.563 |
|
| R1 |
93.870 |
93.870 |
93.500 |
93.747 |
| PP |
93.623 |
93.623 |
93.623 |
93.561 |
| S1 |
93.190 |
93.190 |
93.376 |
93.067 |
| S2 |
92.943 |
92.943 |
93.313 |
|
| S3 |
92.263 |
92.510 |
93.251 |
|
| S4 |
91.583 |
91.830 |
93.064 |
|
|
| 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 |
94.055 |
92.830 |
1.225 |
1.3% |
0.580 |
0.6% |
50% |
True |
False |
23,485 |
| 10 |
94.055 |
92.555 |
1.500 |
1.6% |
0.562 |
0.6% |
59% |
True |
False |
22,399 |
| 20 |
94.980 |
92.390 |
2.590 |
2.8% |
0.613 |
0.7% |
40% |
False |
False |
24,085 |
| 40 |
97.465 |
92.390 |
5.075 |
5.4% |
0.548 |
0.6% |
21% |
False |
False |
22,511 |
| 60 |
97.515 |
92.390 |
5.125 |
5.5% |
0.516 |
0.6% |
20% |
False |
False |
17,911 |
| 80 |
99.565 |
92.390 |
7.175 |
7.7% |
0.519 |
0.6% |
15% |
False |
False |
13,557 |
| 100 |
101.090 |
92.390 |
8.700 |
9.3% |
0.512 |
0.5% |
12% |
False |
False |
10,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.945 |
|
2.618 |
95.835 |
|
1.618 |
95.155 |
|
1.000 |
94.735 |
|
0.618 |
94.475 |
|
HIGH |
94.055 |
|
0.618 |
93.795 |
|
0.500 |
93.715 |
|
0.382 |
93.635 |
|
LOW |
93.375 |
|
0.618 |
92.955 |
|
1.000 |
92.695 |
|
1.618 |
92.275 |
|
2.618 |
91.595 |
|
4.250 |
90.485 |
|
|
| Fisher Pivots for day following 16-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
93.715 |
93.500 |
| PP |
93.623 |
93.479 |
| S1 |
93.530 |
93.459 |
|