ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 28-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2017 |
28-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
93.050 |
92.150 |
-0.900 |
-1.0% |
93.175 |
| High |
93.175 |
92.260 |
-0.915 |
-1.0% |
93.340 |
| Low |
92.150 |
91.905 |
-0.245 |
-0.3% |
92.150 |
| Close |
92.477 |
91.930 |
-0.547 |
-0.6% |
92.477 |
| Range |
1.025 |
0.355 |
-0.670 |
-65.4% |
1.190 |
| ATR |
0.541 |
0.543 |
0.002 |
0.4% |
0.000 |
| Volume |
1,166 |
796 |
-370 |
-31.7% |
2,384 |
|
| Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.097 |
92.868 |
92.125 |
|
| R3 |
92.742 |
92.513 |
92.028 |
|
| R2 |
92.387 |
92.387 |
91.995 |
|
| R1 |
92.158 |
92.158 |
91.963 |
92.095 |
| PP |
92.032 |
92.032 |
92.032 |
92.000 |
| S1 |
91.803 |
91.803 |
91.897 |
91.740 |
| S2 |
91.677 |
91.677 |
91.865 |
|
| S3 |
91.322 |
91.448 |
91.832 |
|
| S4 |
90.967 |
91.093 |
91.735 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.226 |
95.541 |
93.132 |
|
| R3 |
95.036 |
94.351 |
92.804 |
|
| R2 |
93.846 |
93.846 |
92.695 |
|
| R1 |
93.161 |
93.161 |
92.586 |
92.909 |
| PP |
92.656 |
92.656 |
92.656 |
92.529 |
| S1 |
91.971 |
91.971 |
92.368 |
91.719 |
| S2 |
91.466 |
91.466 |
92.259 |
|
| S3 |
90.276 |
90.781 |
92.150 |
|
| S4 |
89.086 |
89.591 |
91.823 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.340 |
91.905 |
1.435 |
1.6% |
0.508 |
0.6% |
2% |
False |
True |
581 |
| 10 |
93.840 |
91.905 |
1.935 |
2.1% |
0.547 |
0.6% |
1% |
False |
True |
490 |
| 20 |
93.840 |
91.905 |
1.935 |
2.1% |
0.516 |
0.6% |
1% |
False |
True |
443 |
| 40 |
96.065 |
91.905 |
4.160 |
4.5% |
0.506 |
0.6% |
1% |
False |
True |
315 |
| 60 |
97.300 |
91.905 |
5.395 |
5.9% |
0.477 |
0.5% |
0% |
False |
True |
249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.769 |
|
2.618 |
93.189 |
|
1.618 |
92.834 |
|
1.000 |
92.615 |
|
0.618 |
92.479 |
|
HIGH |
92.260 |
|
0.618 |
92.124 |
|
0.500 |
92.083 |
|
0.382 |
92.041 |
|
LOW |
91.905 |
|
0.618 |
91.686 |
|
1.000 |
91.550 |
|
1.618 |
91.331 |
|
2.618 |
90.976 |
|
4.250 |
90.396 |
|
|
| Fisher Pivots for day following 28-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
92.083 |
92.540 |
| PP |
92.032 |
92.337 |
| S1 |
91.981 |
92.133 |
|