ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 18-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2017 |
18-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
93.380 |
93.650 |
0.270 |
0.3% |
92.980 |
| High |
93.995 |
93.685 |
-0.310 |
-0.3% |
94.055 |
| Low |
93.210 |
93.245 |
0.035 |
0.0% |
92.945 |
| Close |
93.534 |
93.359 |
-0.175 |
-0.2% |
93.359 |
| Range |
0.785 |
0.440 |
-0.345 |
-43.9% |
1.110 |
| ATR |
0.589 |
0.579 |
-0.011 |
-1.8% |
0.000 |
| Volume |
40,454 |
23,748 |
-16,706 |
-41.3% |
135,792 |
|
| Daily Pivots for day following 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.750 |
94.494 |
93.601 |
|
| R3 |
94.310 |
94.054 |
93.480 |
|
| R2 |
93.870 |
93.870 |
93.440 |
|
| R1 |
93.614 |
93.614 |
93.399 |
93.522 |
| PP |
93.430 |
93.430 |
93.430 |
93.384 |
| S1 |
93.174 |
93.174 |
93.319 |
93.082 |
| S2 |
92.990 |
92.990 |
93.278 |
|
| S3 |
92.550 |
92.734 |
93.238 |
|
| S4 |
92.110 |
92.294 |
93.117 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.783 |
96.181 |
93.970 |
|
| R3 |
95.673 |
95.071 |
93.664 |
|
| R2 |
94.563 |
94.563 |
93.563 |
|
| R1 |
93.961 |
93.961 |
93.461 |
94.262 |
| PP |
93.453 |
93.453 |
93.453 |
93.604 |
| S1 |
92.851 |
92.851 |
93.257 |
93.152 |
| S2 |
92.343 |
92.343 |
93.156 |
|
| S3 |
91.233 |
91.741 |
93.054 |
|
| S4 |
90.123 |
90.631 |
92.749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.055 |
92.945 |
1.110 |
1.2% |
0.610 |
0.7% |
37% |
False |
False |
27,158 |
| 10 |
94.055 |
92.830 |
1.225 |
1.3% |
0.544 |
0.6% |
43% |
False |
False |
23,558 |
| 20 |
94.115 |
92.390 |
1.725 |
1.8% |
0.595 |
0.6% |
56% |
False |
False |
24,106 |
| 40 |
97.295 |
92.390 |
4.905 |
5.3% |
0.565 |
0.6% |
20% |
False |
False |
23,067 |
| 60 |
97.515 |
92.390 |
5.125 |
5.5% |
0.523 |
0.6% |
19% |
False |
False |
18,957 |
| 80 |
99.565 |
92.390 |
7.175 |
7.7% |
0.521 |
0.6% |
14% |
False |
False |
14,356 |
| 100 |
101.090 |
92.390 |
8.700 |
9.3% |
0.513 |
0.5% |
11% |
False |
False |
11,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.555 |
|
2.618 |
94.837 |
|
1.618 |
94.397 |
|
1.000 |
94.125 |
|
0.618 |
93.957 |
|
HIGH |
93.685 |
|
0.618 |
93.517 |
|
0.500 |
93.465 |
|
0.382 |
93.413 |
|
LOW |
93.245 |
|
0.618 |
92.973 |
|
1.000 |
92.805 |
|
1.618 |
92.533 |
|
2.618 |
92.093 |
|
4.250 |
91.375 |
|
|
| Fisher Pivots for day following 18-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
93.465 |
93.633 |
| PP |
93.430 |
93.541 |
| S1 |
93.394 |
93.450 |
|