ICE US Dollar Index Future September 2017

Trading Metrics calculated at close of trading on 13-Sep-2017

Day Change Summary
	Previous	Current
	12-Sep-2017	13-Sep-2017	Change	Change %	Previous Week
Open	91.885	91.875	-0.010	0.0%	92.610
High	92.060	92.515	0.455	0.5%	92.695
Low	91.755	91.690	-0.065	-0.1%	90.990
Close	91.856	92.508	0.652	0.7%	91.326
Range	0.305	0.825	0.520	170.5%	1.705
ATR	0.611	0.627	0.015	2.5%	0.000
Volume	31,516	50,267	18,751	59.5%	150,496

Daily Pivots for day following 13-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	94.713	94.435	92.962
R3	93.888	93.610	92.735
R2	93.063	93.063	92.659
R1	92.785	92.785	92.584	92.924
PP	92.238	92.238	92.238	92.307
S1	91.960	91.960	92.432	92.099
S2	91.413	91.413	92.357
S3	90.588	91.135	92.281
S4	89.763	90.310	92.054

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	96.785	95.761	92.264
R3	95.080	94.056	91.795
R2	93.375	93.375	91.639
R1	92.351	92.351	91.482	92.011
PP	91.670	91.670	91.670	91.500
S1	90.646	90.646	91.170	90.306
S2	89.965	89.965	91.013
S3	88.260	88.941	90.857
S4	86.555	87.236	90.388

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.515	90.990	1.525	1.6%	0.612	0.7%	100%	True	False	42,603
10	93.305	90.990	2.315	2.5%	0.629	0.7%	66%	False	False	38,139
20	94.055	90.990	3.065	3.3%	0.614	0.7%	50%	False	False	33,216
40	94.980	90.990	3.990	4.3%	0.603	0.7%	38%	False	False	28,069
60	97.515	90.990	6.525	7.1%	0.565	0.6%	23%	False	False	25,997
80	97.515	90.990	6.525	7.1%	0.539	0.6%	23%	False	False	21,305
100	99.565	90.990	8.575	9.3%	0.537	0.6%	18%	False	False	17,140
120	101.090	90.990	10.100	10.9%	0.528	0.6%	15%	False	False	14,309

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.134
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	96.021
2.618	94.675
1.618	93.850
1.000	93.340
0.618	93.025
HIGH	92.515
0.618	92.200
0.500	92.103
0.382	92.005
LOW	91.690
0.618	91.180
1.000	90.865
1.618	90.355
2.618	89.530
4.250	88.184

Fisher Pivots for day following 13-Sep-2017
Pivot	1 day	3 day
R1	92.373	92.323
PP	92.238	92.138
S1	92.103	91.953

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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