ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
92.165 |
91.775 |
-0.390 |
-0.4% |
91.190 |
| High |
92.420 |
91.940 |
-0.480 |
-0.5% |
92.420 |
| Low |
91.805 |
91.360 |
-0.445 |
-0.5% |
91.165 |
| Close |
91.889 |
91.653 |
-0.236 |
-0.3% |
91.653 |
| Range |
0.615 |
0.580 |
-0.035 |
-5.7% |
1.255 |
| ATR |
0.601 |
0.600 |
-0.002 |
-0.3% |
0.000 |
| Volume |
38,970 |
33,902 |
-5,068 |
-13.0% |
135,774 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.391 |
93.102 |
91.972 |
|
| R3 |
92.811 |
92.522 |
91.813 |
|
| R2 |
92.231 |
92.231 |
91.759 |
|
| R1 |
91.942 |
91.942 |
91.706 |
91.797 |
| PP |
91.651 |
91.651 |
91.651 |
91.578 |
| S1 |
91.362 |
91.362 |
91.600 |
91.217 |
| S2 |
91.071 |
91.071 |
91.547 |
|
| S3 |
90.491 |
90.782 |
91.494 |
|
| S4 |
89.911 |
90.202 |
91.334 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.511 |
94.837 |
92.343 |
|
| R3 |
94.256 |
93.582 |
91.998 |
|
| R2 |
93.001 |
93.001 |
91.883 |
|
| R1 |
92.327 |
92.327 |
91.768 |
92.664 |
| PP |
91.746 |
91.746 |
91.746 |
91.915 |
| S1 |
91.072 |
91.072 |
91.538 |
91.409 |
| S2 |
90.491 |
90.491 |
91.423 |
|
| S3 |
89.236 |
89.817 |
91.308 |
|
| S4 |
87.981 |
88.562 |
90.963 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.420 |
91.165 |
1.255 |
1.4% |
0.572 |
0.6% |
39% |
False |
False |
27,154 |
| 10 |
92.640 |
90.795 |
1.845 |
2.0% |
0.590 |
0.6% |
47% |
False |
False |
15,476 |
| 20 |
93.440 |
90.795 |
2.645 |
2.9% |
0.579 |
0.6% |
32% |
False |
False |
8,093 |
| 40 |
93.955 |
90.795 |
3.160 |
3.4% |
0.568 |
0.6% |
27% |
False |
False |
4,234 |
| 60 |
97.040 |
90.795 |
6.245 |
6.8% |
0.534 |
0.6% |
14% |
False |
False |
2,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
94.405 |
|
2.618 |
93.458 |
|
1.618 |
92.878 |
|
1.000 |
92.520 |
|
0.618 |
92.298 |
|
HIGH |
91.940 |
|
0.618 |
91.718 |
|
0.500 |
91.650 |
|
0.382 |
91.582 |
|
LOW |
91.360 |
|
0.618 |
91.002 |
|
1.000 |
90.780 |
|
1.618 |
90.422 |
|
2.618 |
89.842 |
|
4.250 |
88.895 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
91.652 |
91.890 |
| PP |
91.651 |
91.811 |
| S1 |
91.650 |
91.732 |
|