ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
91.190 |
91.670 |
0.480 |
0.5% |
92.395 |
| High |
91.735 |
91.805 |
0.070 |
0.1% |
92.445 |
| Low |
91.165 |
91.520 |
0.355 |
0.4% |
90.795 |
| Close |
91.618 |
91.626 |
0.008 |
0.0% |
91.106 |
| Range |
0.570 |
0.285 |
-0.285 |
-50.0% |
1.650 |
| ATR |
0.607 |
0.584 |
-0.023 |
-3.8% |
0.000 |
| Volume |
20,373 |
11,573 |
-8,800 |
-43.2% |
16,772 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.505 |
92.351 |
91.783 |
|
| R3 |
92.220 |
92.066 |
91.704 |
|
| R2 |
91.935 |
91.935 |
91.678 |
|
| R1 |
91.781 |
91.781 |
91.652 |
91.716 |
| PP |
91.650 |
91.650 |
91.650 |
91.618 |
| S1 |
91.496 |
91.496 |
91.600 |
91.431 |
| S2 |
91.365 |
91.365 |
91.574 |
|
| S3 |
91.080 |
91.211 |
91.548 |
|
| S4 |
90.795 |
90.926 |
91.469 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.399 |
95.402 |
92.013 |
|
| R3 |
94.749 |
93.752 |
91.560 |
|
| R2 |
93.099 |
93.099 |
91.408 |
|
| R1 |
92.102 |
92.102 |
91.257 |
91.776 |
| PP |
91.449 |
91.449 |
91.449 |
91.285 |
| S1 |
90.452 |
90.452 |
90.955 |
90.126 |
| S2 |
89.799 |
89.799 |
90.804 |
|
| S3 |
88.149 |
88.802 |
90.652 |
|
| S4 |
86.499 |
87.152 |
90.199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.110 |
90.795 |
1.315 |
1.4% |
0.510 |
0.6% |
63% |
False |
False |
9,296 |
| 10 |
93.060 |
90.795 |
2.265 |
2.5% |
0.613 |
0.7% |
37% |
False |
False |
5,464 |
| 20 |
93.840 |
90.795 |
3.045 |
3.3% |
0.580 |
0.6% |
27% |
False |
False |
2,977 |
| 40 |
94.770 |
90.795 |
3.975 |
4.3% |
0.561 |
0.6% |
21% |
False |
False |
1,661 |
| 60 |
97.300 |
90.795 |
6.505 |
7.1% |
0.513 |
0.6% |
13% |
False |
False |
1,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.016 |
|
2.618 |
92.551 |
|
1.618 |
92.266 |
|
1.000 |
92.090 |
|
0.618 |
91.981 |
|
HIGH |
91.805 |
|
0.618 |
91.696 |
|
0.500 |
91.663 |
|
0.382 |
91.629 |
|
LOW |
91.520 |
|
0.618 |
91.344 |
|
1.000 |
91.235 |
|
1.618 |
91.059 |
|
2.618 |
90.774 |
|
4.250 |
90.309 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
91.663 |
91.517 |
| PP |
91.650 |
91.409 |
| S1 |
91.638 |
91.300 |
|