ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 14-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
91.875 |
92.385 |
0.510 |
0.6% |
92.610 |
| High |
92.515 |
92.660 |
0.145 |
0.2% |
92.695 |
| Low |
91.690 |
92.025 |
0.335 |
0.4% |
90.990 |
| Close |
92.508 |
92.112 |
-0.396 |
-0.4% |
91.326 |
| Range |
0.825 |
0.635 |
-0.190 |
-23.0% |
1.705 |
| ATR |
0.627 |
0.627 |
0.001 |
0.1% |
0.000 |
| Volume |
50,267 |
26,587 |
-23,680 |
-47.1% |
150,496 |
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.171 |
93.776 |
92.461 |
|
| R3 |
93.536 |
93.141 |
92.287 |
|
| R2 |
92.901 |
92.901 |
92.228 |
|
| R1 |
92.506 |
92.506 |
92.170 |
92.386 |
| PP |
92.266 |
92.266 |
92.266 |
92.206 |
| S1 |
91.871 |
91.871 |
92.054 |
91.751 |
| S2 |
91.631 |
91.631 |
91.996 |
|
| S3 |
90.996 |
91.236 |
91.937 |
|
| S4 |
90.361 |
90.601 |
91.763 |
|
|
| 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 |
92.660 |
90.990 |
1.670 |
1.8% |
0.568 |
0.6% |
67% |
True |
False |
36,180 |
| 10 |
93.305 |
90.990 |
2.315 |
2.5% |
0.623 |
0.7% |
48% |
False |
False |
37,814 |
| 20 |
93.995 |
90.990 |
3.005 |
3.3% |
0.611 |
0.7% |
37% |
False |
False |
32,788 |
| 40 |
94.980 |
90.990 |
3.990 |
4.3% |
0.612 |
0.7% |
28% |
False |
False |
28,437 |
| 60 |
97.465 |
90.990 |
6.475 |
7.0% |
0.569 |
0.6% |
17% |
False |
False |
25,937 |
| 80 |
97.515 |
90.990 |
6.525 |
7.1% |
0.540 |
0.6% |
17% |
False |
False |
21,630 |
| 100 |
99.565 |
90.990 |
8.575 |
9.3% |
0.538 |
0.6% |
13% |
False |
False |
17,403 |
| 120 |
101.090 |
90.990 |
10.100 |
11.0% |
0.528 |
0.6% |
11% |
False |
False |
14,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.359 |
|
2.618 |
94.322 |
|
1.618 |
93.687 |
|
1.000 |
93.295 |
|
0.618 |
93.052 |
|
HIGH |
92.660 |
|
0.618 |
92.417 |
|
0.500 |
92.343 |
|
0.382 |
92.268 |
|
LOW |
92.025 |
|
0.618 |
91.633 |
|
1.000 |
91.390 |
|
1.618 |
90.998 |
|
2.618 |
90.363 |
|
4.250 |
89.326 |
|
|
| Fisher Pivots for day following 14-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
92.343 |
92.175 |
| PP |
92.266 |
92.154 |
| S1 |
92.189 |
92.133 |
|