ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 18-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
91.775 |
91.655 |
-0.120 |
-0.1% |
91.190 |
| High |
91.940 |
91.995 |
0.055 |
0.1% |
92.420 |
| Low |
91.360 |
91.585 |
0.225 |
0.2% |
91.165 |
| Close |
91.653 |
91.824 |
0.171 |
0.2% |
91.653 |
| Range |
0.580 |
0.410 |
-0.170 |
-29.3% |
1.255 |
| ATR |
0.600 |
0.586 |
-0.014 |
-2.3% |
0.000 |
| Volume |
33,902 |
18,269 |
-15,633 |
-46.1% |
135,774 |
|
| Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.031 |
92.838 |
92.050 |
|
| R3 |
92.621 |
92.428 |
91.937 |
|
| R2 |
92.211 |
92.211 |
91.899 |
|
| R1 |
92.018 |
92.018 |
91.862 |
92.115 |
| PP |
91.801 |
91.801 |
91.801 |
91.850 |
| S1 |
91.608 |
91.608 |
91.786 |
91.705 |
| S2 |
91.391 |
91.391 |
91.749 |
|
| S3 |
90.981 |
91.198 |
91.711 |
|
| S4 |
90.571 |
90.788 |
91.599 |
|
|
| 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 |
91.360 |
1.060 |
1.2% |
0.540 |
0.6% |
44% |
False |
False |
26,734 |
| 10 |
92.445 |
90.795 |
1.650 |
1.8% |
0.550 |
0.6% |
62% |
False |
False |
17,081 |
| 20 |
93.340 |
90.795 |
2.545 |
2.8% |
0.581 |
0.6% |
40% |
False |
False |
8,996 |
| 40 |
93.880 |
90.795 |
3.085 |
3.4% |
0.566 |
0.6% |
33% |
False |
False |
4,687 |
| 60 |
96.930 |
90.795 |
6.135 |
6.7% |
0.534 |
0.6% |
17% |
False |
False |
3,173 |
| 80 |
97.300 |
90.795 |
6.505 |
7.1% |
0.483 |
0.5% |
16% |
False |
False |
2,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.738 |
|
2.618 |
93.068 |
|
1.618 |
92.658 |
|
1.000 |
92.405 |
|
0.618 |
92.248 |
|
HIGH |
91.995 |
|
0.618 |
91.838 |
|
0.500 |
91.790 |
|
0.382 |
91.742 |
|
LOW |
91.585 |
|
0.618 |
91.332 |
|
1.000 |
91.175 |
|
1.618 |
90.922 |
|
2.618 |
90.512 |
|
4.250 |
89.843 |
|
|
| Fisher Pivots for day following 18-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
91.813 |
91.890 |
| PP |
91.801 |
91.868 |
| S1 |
91.790 |
91.846 |
|