ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 22-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2017 |
22-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
92.400 |
91.945 |
-0.455 |
-0.5% |
91.655 |
| High |
92.460 |
92.005 |
-0.455 |
-0.5% |
92.495 |
| Low |
91.890 |
91.575 |
-0.315 |
-0.3% |
91.215 |
| Close |
92.049 |
91.967 |
-0.082 |
-0.1% |
91.967 |
| Range |
0.570 |
0.430 |
-0.140 |
-24.6% |
1.280 |
| ATR |
0.615 |
0.605 |
-0.010 |
-1.6% |
0.000 |
| Volume |
22,397 |
24,072 |
1,675 |
7.5% |
126,426 |
|
| Daily Pivots for day following 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
93.139 |
92.983 |
92.204 |
|
| R3 |
92.709 |
92.553 |
92.085 |
|
| R2 |
92.279 |
92.279 |
92.046 |
|
| R1 |
92.123 |
92.123 |
92.006 |
92.201 |
| PP |
91.849 |
91.849 |
91.849 |
91.888 |
| S1 |
91.693 |
91.693 |
91.928 |
91.771 |
| S2 |
91.419 |
91.419 |
91.888 |
|
| S3 |
90.989 |
91.263 |
91.849 |
|
| S4 |
90.559 |
90.833 |
91.731 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
95.732 |
95.130 |
92.671 |
|
| R3 |
94.452 |
93.850 |
92.319 |
|
| R2 |
93.172 |
93.172 |
92.202 |
|
| R1 |
92.570 |
92.570 |
92.084 |
92.871 |
| PP |
91.892 |
91.892 |
91.892 |
92.043 |
| S1 |
91.290 |
91.290 |
91.850 |
91.591 |
| S2 |
90.612 |
90.612 |
91.732 |
|
| S3 |
89.332 |
90.010 |
91.615 |
|
| S4 |
88.052 |
88.730 |
91.263 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
92.495 |
91.215 |
1.280 |
1.4% |
0.604 |
0.7% |
59% |
False |
False |
25,285 |
| 10 |
92.495 |
91.165 |
1.330 |
1.4% |
0.588 |
0.6% |
60% |
False |
False |
26,220 |
| 20 |
93.175 |
90.795 |
2.380 |
2.6% |
0.626 |
0.7% |
49% |
False |
False |
14,343 |
| 40 |
93.840 |
90.795 |
3.045 |
3.3% |
0.571 |
0.6% |
38% |
False |
False |
7,355 |
| 60 |
96.065 |
90.795 |
5.270 |
5.7% |
0.538 |
0.6% |
22% |
False |
False |
4,964 |
| 80 |
97.300 |
90.795 |
6.505 |
7.1% |
0.502 |
0.5% |
18% |
False |
False |
3,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.833 |
|
2.618 |
93.131 |
|
1.618 |
92.701 |
|
1.000 |
92.435 |
|
0.618 |
92.271 |
|
HIGH |
92.005 |
|
0.618 |
91.841 |
|
0.500 |
91.790 |
|
0.382 |
91.739 |
|
LOW |
91.575 |
|
0.618 |
91.309 |
|
1.000 |
91.145 |
|
1.618 |
90.879 |
|
2.618 |
90.449 |
|
4.250 |
89.748 |
|
|
| Fisher Pivots for day following 22-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
91.908 |
91.930 |
| PP |
91.849 |
91.892 |
| S1 |
91.790 |
91.855 |
|