ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 28-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
92.890 |
93.260 |
0.370 |
0.4% |
91.655 |
| High |
93.415 |
93.495 |
0.080 |
0.1% |
92.495 |
| Low |
92.810 |
92.920 |
0.110 |
0.1% |
91.215 |
| Close |
93.171 |
92.932 |
-0.239 |
-0.3% |
91.967 |
| Range |
0.605 |
0.575 |
-0.030 |
-5.0% |
1.280 |
| ATR |
0.615 |
0.612 |
-0.003 |
-0.5% |
0.000 |
| Volume |
32,504 |
24,777 |
-7,727 |
-23.8% |
126,426 |
|
| Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.841 |
94.461 |
93.248 |
|
| R3 |
94.266 |
93.886 |
93.090 |
|
| R2 |
93.691 |
93.691 |
93.037 |
|
| R1 |
93.311 |
93.311 |
92.985 |
93.214 |
| PP |
93.116 |
93.116 |
93.116 |
93.067 |
| S1 |
92.736 |
92.736 |
92.879 |
92.639 |
| S2 |
92.541 |
92.541 |
92.827 |
|
| S3 |
91.966 |
92.161 |
92.774 |
|
| S4 |
91.391 |
91.586 |
92.616 |
|
|
| 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 |
93.495 |
91.575 |
1.920 |
2.1% |
0.580 |
0.6% |
71% |
True |
False |
28,144 |
| 10 |
93.495 |
91.215 |
2.280 |
2.5% |
0.607 |
0.7% |
75% |
True |
False |
27,697 |
| 20 |
93.495 |
90.795 |
2.700 |
2.9% |
0.605 |
0.7% |
79% |
True |
False |
19,955 |
| 40 |
93.840 |
90.795 |
3.045 |
3.3% |
0.577 |
0.6% |
70% |
False |
False |
10,243 |
| 60 |
95.885 |
90.795 |
5.090 |
5.5% |
0.554 |
0.6% |
42% |
False |
False |
6,901 |
| 80 |
97.300 |
90.795 |
6.505 |
7.0% |
0.523 |
0.6% |
33% |
False |
False |
5,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.939 |
|
2.618 |
95.000 |
|
1.618 |
94.425 |
|
1.000 |
94.070 |
|
0.618 |
93.850 |
|
HIGH |
93.495 |
|
0.618 |
93.275 |
|
0.500 |
93.208 |
|
0.382 |
93.140 |
|
LOW |
92.920 |
|
0.618 |
92.565 |
|
1.000 |
92.345 |
|
1.618 |
91.990 |
|
2.618 |
91.415 |
|
4.250 |
90.476 |
|
|
| Fisher Pivots for day following 28-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
93.208 |
92.928 |
| PP |
93.116 |
92.924 |
| S1 |
93.024 |
92.920 |
|