ICE US Dollar Index Future September 2017
| Trading Metrics calculated at close of trading on 18-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
92.000 |
91.865 |
-0.135 |
-0.1% |
91.390 |
| High |
92.155 |
92.020 |
-0.135 |
-0.1% |
92.660 |
| Low |
91.585 |
91.800 |
0.215 |
0.2% |
91.390 |
| Close |
91.863 |
91.853 |
-0.010 |
0.0% |
91.863 |
| Range |
0.570 |
0.220 |
-0.350 |
-61.4% |
1.270 |
| ATR |
0.623 |
0.594 |
-0.029 |
-4.6% |
0.000 |
| Volume |
10,877 |
1,389 |
-9,488 |
-87.2% |
155,677 |
|
| Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.551 |
92.422 |
91.974 |
|
| R3 |
92.331 |
92.202 |
91.914 |
|
| R2 |
92.111 |
92.111 |
91.893 |
|
| R1 |
91.982 |
91.982 |
91.873 |
91.937 |
| PP |
91.891 |
91.891 |
91.891 |
91.868 |
| S1 |
91.762 |
91.762 |
91.833 |
91.717 |
| S2 |
91.671 |
91.671 |
91.813 |
|
| S3 |
91.451 |
91.542 |
91.793 |
|
| S4 |
91.231 |
91.322 |
91.732 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.781 |
95.092 |
92.562 |
|
| R3 |
94.511 |
93.822 |
92.212 |
|
| R2 |
93.241 |
93.241 |
92.096 |
|
| R1 |
92.552 |
92.552 |
91.979 |
92.897 |
| PP |
91.971 |
91.971 |
91.971 |
92.143 |
| S1 |
91.282 |
91.282 |
91.747 |
91.627 |
| S2 |
90.701 |
90.701 |
91.630 |
|
| S3 |
89.431 |
90.012 |
91.514 |
|
| S4 |
88.161 |
88.742 |
91.165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.660 |
91.585 |
1.075 |
1.2% |
0.511 |
0.6% |
25% |
False |
False |
24,127 |
| 10 |
92.695 |
90.990 |
1.705 |
1.9% |
0.543 |
0.6% |
51% |
False |
False |
30,756 |
| 20 |
93.555 |
90.990 |
2.565 |
2.8% |
0.590 |
0.6% |
34% |
False |
False |
30,192 |
| 40 |
94.115 |
90.990 |
3.125 |
3.4% |
0.592 |
0.6% |
28% |
False |
False |
27,149 |
| 60 |
97.295 |
90.990 |
6.305 |
6.9% |
0.573 |
0.6% |
14% |
False |
False |
25,442 |
| 80 |
97.515 |
90.990 |
6.525 |
7.1% |
0.540 |
0.6% |
13% |
False |
False |
21,766 |
| 100 |
99.565 |
90.990 |
8.575 |
9.3% |
0.535 |
0.6% |
10% |
False |
False |
17,523 |
| 120 |
101.090 |
90.990 |
10.100 |
11.0% |
0.526 |
0.6% |
9% |
False |
False |
14,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.955 |
|
2.618 |
92.596 |
|
1.618 |
92.376 |
|
1.000 |
92.240 |
|
0.618 |
92.156 |
|
HIGH |
92.020 |
|
0.618 |
91.936 |
|
0.500 |
91.910 |
|
0.382 |
91.884 |
|
LOW |
91.800 |
|
0.618 |
91.664 |
|
1.000 |
91.580 |
|
1.618 |
91.444 |
|
2.618 |
91.224 |
|
4.250 |
90.865 |
|
|
| Fisher Pivots for day following 18-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
91.910 |
92.123 |
| PP |
91.891 |
92.033 |
| S1 |
91.872 |
91.943 |
|