ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 29-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
92.350 |
92.185 |
-0.165 |
-0.2% |
93.365 |
| High |
92.480 |
92.410 |
-0.070 |
-0.1% |
93.555 |
| Low |
92.115 |
91.550 |
-0.565 |
-0.6% |
92.345 |
| Close |
92.140 |
92.184 |
0.044 |
0.0% |
92.677 |
| Range |
0.365 |
0.860 |
0.495 |
135.6% |
1.210 |
| ATR |
0.578 |
0.598 |
0.020 |
3.5% |
0.000 |
| Volume |
19,551 |
51,870 |
32,319 |
165.3% |
112,170 |
|
| Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.628 |
94.266 |
92.657 |
|
| R3 |
93.768 |
93.406 |
92.421 |
|
| R2 |
92.908 |
92.908 |
92.342 |
|
| R1 |
92.546 |
92.546 |
92.263 |
92.297 |
| PP |
92.048 |
92.048 |
92.048 |
91.924 |
| S1 |
91.686 |
91.686 |
92.105 |
91.437 |
| S2 |
91.188 |
91.188 |
92.026 |
|
| S3 |
90.328 |
90.826 |
91.948 |
|
| S4 |
89.468 |
89.966 |
91.711 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.489 |
95.793 |
93.343 |
|
| R3 |
95.279 |
94.583 |
93.010 |
|
| R2 |
94.069 |
94.069 |
92.899 |
|
| R1 |
93.373 |
93.373 |
92.788 |
93.116 |
| PP |
92.859 |
92.859 |
92.859 |
92.731 |
| S1 |
92.163 |
92.163 |
92.566 |
91.906 |
| S2 |
91.649 |
91.649 |
92.455 |
|
| S3 |
90.439 |
90.953 |
92.344 |
|
| S4 |
89.229 |
89.743 |
92.012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.555 |
91.550 |
2.005 |
2.2% |
0.599 |
0.6% |
32% |
False |
True |
29,080 |
| 10 |
94.055 |
91.550 |
2.505 |
2.7% |
0.598 |
0.6% |
25% |
False |
True |
28,293 |
| 20 |
94.055 |
91.550 |
2.505 |
2.7% |
0.578 |
0.6% |
25% |
False |
True |
24,615 |
| 40 |
96.255 |
91.550 |
4.705 |
5.1% |
0.567 |
0.6% |
13% |
False |
True |
23,511 |
| 60 |
97.515 |
91.550 |
5.965 |
6.5% |
0.539 |
0.6% |
11% |
False |
True |
21,908 |
| 80 |
99.565 |
91.550 |
8.015 |
8.7% |
0.532 |
0.6% |
8% |
False |
True |
16,633 |
| 100 |
101.090 |
91.550 |
9.540 |
10.3% |
0.524 |
0.6% |
7% |
False |
True |
13,343 |
| 120 |
101.440 |
91.550 |
9.890 |
10.7% |
0.513 |
0.6% |
6% |
False |
True |
11,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.065 |
|
2.618 |
94.661 |
|
1.618 |
93.801 |
|
1.000 |
93.270 |
|
0.618 |
92.941 |
|
HIGH |
92.410 |
|
0.618 |
92.081 |
|
0.500 |
91.980 |
|
0.382 |
91.879 |
|
LOW |
91.550 |
|
0.618 |
91.019 |
|
1.000 |
90.690 |
|
1.618 |
90.159 |
|
2.618 |
89.299 |
|
4.250 |
87.895 |
|
|
| Fisher Pivots for day following 29-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
92.116 |
92.460 |
| PP |
92.048 |
92.368 |
| S1 |
91.980 |
92.276 |
|