ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 21-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
93.650 |
93.365 |
-0.285 |
-0.3% |
92.980 |
| High |
93.685 |
93.495 |
-0.190 |
-0.2% |
94.055 |
| Low |
93.245 |
92.920 |
-0.325 |
-0.3% |
92.945 |
| Close |
93.359 |
93.012 |
-0.347 |
-0.4% |
93.359 |
| Range |
0.440 |
0.575 |
0.135 |
30.7% |
1.110 |
| ATR |
0.579 |
0.578 |
0.000 |
0.0% |
0.000 |
| Volume |
23,748 |
18,575 |
-5,173 |
-21.8% |
135,792 |
|
| Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.867 |
94.515 |
93.328 |
|
| R3 |
94.292 |
93.940 |
93.170 |
|
| R2 |
93.717 |
93.717 |
93.117 |
|
| R1 |
93.365 |
93.365 |
93.065 |
93.254 |
| PP |
93.142 |
93.142 |
93.142 |
93.087 |
| S1 |
92.790 |
92.790 |
92.959 |
92.679 |
| S2 |
92.567 |
92.567 |
92.907 |
|
| S3 |
91.992 |
92.215 |
92.854 |
|
| S4 |
91.417 |
91.640 |
92.696 |
|
|
| 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 |
92.920 |
1.135 |
1.2% |
0.636 |
0.7% |
8% |
False |
True |
28,185 |
| 10 |
94.055 |
92.830 |
1.225 |
1.3% |
0.577 |
0.6% |
15% |
False |
False |
24,067 |
| 20 |
94.115 |
92.390 |
1.725 |
1.9% |
0.609 |
0.7% |
36% |
False |
False |
24,365 |
| 40 |
97.160 |
92.390 |
4.770 |
5.1% |
0.569 |
0.6% |
13% |
False |
False |
23,182 |
| 60 |
97.515 |
92.390 |
5.125 |
5.5% |
0.524 |
0.6% |
12% |
False |
False |
19,259 |
| 80 |
99.565 |
92.390 |
7.175 |
7.7% |
0.522 |
0.6% |
9% |
False |
False |
14,587 |
| 100 |
101.090 |
92.390 |
8.700 |
9.4% |
0.513 |
0.6% |
7% |
False |
False |
11,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.939 |
|
2.618 |
95.000 |
|
1.618 |
94.425 |
|
1.000 |
94.070 |
|
0.618 |
93.850 |
|
HIGH |
93.495 |
|
0.618 |
93.275 |
|
0.500 |
93.208 |
|
0.382 |
93.140 |
|
LOW |
92.920 |
|
0.618 |
92.565 |
|
1.000 |
92.345 |
|
1.618 |
91.990 |
|
2.618 |
91.415 |
|
4.250 |
90.476 |
|
|
| Fisher Pivots for day following 21-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
93.208 |
93.458 |
| PP |
93.142 |
93.309 |
| S1 |
93.077 |
93.161 |
|