ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 07-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
91.955 |
91.925 |
-0.030 |
0.0% |
92.150 |
| High |
92.110 |
92.000 |
-0.110 |
-0.1% |
93.060 |
| Low |
91.720 |
91.175 |
-0.545 |
-0.6% |
91.350 |
| Close |
92.017 |
91.417 |
-0.600 |
-0.7% |
92.529 |
| Range |
0.390 |
0.825 |
0.435 |
111.5% |
1.710 |
| ATR |
0.586 |
0.604 |
0.018 |
3.1% |
0.000 |
| Volume |
2,219 |
5,787 |
3,568 |
160.8% |
6,724 |
|
| Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.006 |
93.536 |
91.871 |
|
| R3 |
93.181 |
92.711 |
91.644 |
|
| R2 |
92.356 |
92.356 |
91.568 |
|
| R1 |
91.886 |
91.886 |
91.493 |
91.709 |
| PP |
91.531 |
91.531 |
91.531 |
91.442 |
| S1 |
91.061 |
91.061 |
91.341 |
90.884 |
| S2 |
90.706 |
90.706 |
91.266 |
|
| S3 |
89.881 |
90.236 |
91.190 |
|
| S4 |
89.056 |
89.411 |
90.963 |
|
|
| 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 |
91.175 |
1.885 |
2.1% |
0.653 |
0.7% |
13% |
False |
True |
2,746 |
| 10 |
93.175 |
91.175 |
2.000 |
2.2% |
0.637 |
0.7% |
12% |
False |
True |
1,823 |
| 20 |
93.840 |
91.175 |
2.665 |
2.9% |
0.585 |
0.6% |
9% |
False |
True |
1,123 |
| 40 |
95.470 |
91.175 |
4.295 |
4.7% |
0.559 |
0.6% |
6% |
False |
True |
706 |
| 60 |
97.300 |
91.175 |
6.125 |
6.7% |
0.519 |
0.6% |
4% |
False |
True |
514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.506 |
|
2.618 |
94.160 |
|
1.618 |
93.335 |
|
1.000 |
92.825 |
|
0.618 |
92.510 |
|
HIGH |
92.000 |
|
0.618 |
91.685 |
|
0.500 |
91.588 |
|
0.382 |
91.490 |
|
LOW |
91.175 |
|
0.618 |
90.665 |
|
1.000 |
90.350 |
|
1.618 |
89.840 |
|
2.618 |
89.015 |
|
4.250 |
87.669 |
|
|
| Fisher Pivots for day following 07-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
91.588 |
91.810 |
| PP |
91.531 |
91.679 |
| S1 |
91.474 |
91.548 |
|