ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 27-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
92.420 |
92.890 |
0.470 |
0.5% |
91.655 |
| High |
93.110 |
93.415 |
0.305 |
0.3% |
92.495 |
| Low |
92.345 |
92.810 |
0.465 |
0.5% |
91.215 |
| Close |
92.781 |
93.171 |
0.390 |
0.4% |
91.967 |
| Range |
0.765 |
0.605 |
-0.160 |
-20.9% |
1.280 |
| ATR |
0.614 |
0.615 |
0.001 |
0.2% |
0.000 |
| Volume |
32,788 |
32,504 |
-284 |
-0.9% |
126,426 |
|
| Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.947 |
94.664 |
93.504 |
|
| R3 |
94.342 |
94.059 |
93.337 |
|
| R2 |
93.737 |
93.737 |
93.282 |
|
| R1 |
93.454 |
93.454 |
93.226 |
93.596 |
| PP |
93.132 |
93.132 |
93.132 |
93.203 |
| S1 |
92.849 |
92.849 |
93.116 |
92.991 |
| S2 |
92.527 |
92.527 |
93.060 |
|
| S3 |
91.922 |
92.244 |
93.005 |
|
| S4 |
91.317 |
91.639 |
92.838 |
|
|
| 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 |
93.415 |
91.575 |
1.840 |
2.0% |
0.579 |
0.6% |
87% |
True |
False |
27,668 |
| 10 |
93.415 |
91.215 |
2.200 |
2.4% |
0.611 |
0.7% |
89% |
True |
False |
29,117 |
| 20 |
93.415 |
90.795 |
2.620 |
2.8% |
0.610 |
0.7% |
91% |
True |
False |
18,768 |
| 40 |
93.840 |
90.795 |
3.045 |
3.3% |
0.576 |
0.6% |
78% |
False |
False |
9,630 |
| 60 |
96.065 |
90.795 |
5.270 |
5.7% |
0.552 |
0.6% |
45% |
False |
False |
6,489 |
| 80 |
97.300 |
90.795 |
6.505 |
7.0% |
0.519 |
0.6% |
37% |
False |
False |
4,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.986 |
|
2.618 |
94.999 |
|
1.618 |
94.394 |
|
1.000 |
94.020 |
|
0.618 |
93.789 |
|
HIGH |
93.415 |
|
0.618 |
93.184 |
|
0.500 |
93.113 |
|
0.382 |
93.041 |
|
LOW |
92.810 |
|
0.618 |
92.436 |
|
1.000 |
92.205 |
|
1.618 |
91.831 |
|
2.618 |
91.226 |
|
4.250 |
90.239 |
|
|
| Fisher Pivots for day following 27-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
93.152 |
93.017 |
| PP |
93.132 |
92.862 |
| S1 |
93.113 |
92.708 |
|