ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 01-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
92.630 |
92.360 |
-0.270 |
-0.3% |
92.150 |
| High |
93.060 |
92.640 |
-0.420 |
-0.5% |
93.060 |
| Low |
92.355 |
91.830 |
-0.525 |
-0.6% |
91.350 |
| Close |
92.393 |
92.529 |
0.136 |
0.1% |
92.529 |
| Range |
0.705 |
0.810 |
0.105 |
14.9% |
1.710 |
| ATR |
0.584 |
0.600 |
0.016 |
2.8% |
0.000 |
| Volume |
1,267 |
2,223 |
956 |
75.5% |
6,724 |
|
| Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.763 |
94.456 |
92.975 |
|
| R3 |
93.953 |
93.646 |
92.752 |
|
| R2 |
93.143 |
93.143 |
92.678 |
|
| R1 |
92.836 |
92.836 |
92.603 |
92.990 |
| PP |
92.333 |
92.333 |
92.333 |
92.410 |
| S1 |
92.026 |
92.026 |
92.455 |
92.180 |
| S2 |
91.523 |
91.523 |
92.380 |
|
| S3 |
90.713 |
91.216 |
92.306 |
|
| S4 |
89.903 |
90.406 |
92.083 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.443 |
96.696 |
93.470 |
|
| R3 |
95.733 |
94.986 |
92.999 |
|
| R2 |
94.023 |
94.023 |
92.843 |
|
| R1 |
93.276 |
93.276 |
92.686 |
93.650 |
| PP |
92.313 |
92.313 |
92.313 |
92.500 |
| S1 |
91.566 |
91.566 |
92.372 |
91.940 |
| S2 |
90.603 |
90.603 |
92.216 |
|
| S3 |
88.893 |
89.856 |
92.059 |
|
| S4 |
87.183 |
88.146 |
91.589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.060 |
91.350 |
1.710 |
1.8% |
0.679 |
0.7% |
69% |
False |
False |
1,344 |
| 10 |
93.340 |
91.350 |
1.990 |
2.2% |
0.613 |
0.7% |
59% |
False |
False |
910 |
| 20 |
93.840 |
91.350 |
2.490 |
2.7% |
0.558 |
0.6% |
47% |
False |
False |
648 |
| 40 |
95.740 |
91.350 |
4.390 |
4.7% |
0.544 |
0.6% |
27% |
False |
False |
457 |
| 60 |
97.300 |
91.350 |
5.950 |
6.4% |
0.510 |
0.6% |
20% |
False |
False |
346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
96.083 |
|
2.618 |
94.761 |
|
1.618 |
93.951 |
|
1.000 |
93.450 |
|
0.618 |
93.141 |
|
HIGH |
92.640 |
|
0.618 |
92.331 |
|
0.500 |
92.235 |
|
0.382 |
92.139 |
|
LOW |
91.830 |
|
0.618 |
91.329 |
|
1.000 |
91.020 |
|
1.618 |
90.519 |
|
2.618 |
89.709 |
|
4.250 |
88.387 |
|
|
| Fisher Pivots for day following 01-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
92.431 |
92.501 |
| PP |
92.333 |
92.473 |
| S1 |
92.235 |
92.445 |
|