ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 11-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2017 |
11-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
93.565 |
93.060 |
-0.505 |
-0.5% |
92.965 |
| High |
93.570 |
93.190 |
-0.380 |
-0.4% |
94.100 |
| Low |
92.950 |
92.715 |
-0.235 |
-0.3% |
92.940 |
| Close |
93.101 |
92.825 |
-0.276 |
-0.3% |
93.641 |
| Range |
0.620 |
0.475 |
-0.145 |
-23.4% |
1.160 |
| ATR |
0.553 |
0.547 |
-0.006 |
-1.0% |
0.000 |
| Volume |
26,866 |
20,789 |
-6,077 |
-22.6% |
103,427 |
|
| Daily Pivots for day following 11-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.335 |
94.055 |
93.086 |
|
| R3 |
93.860 |
93.580 |
92.956 |
|
| R2 |
93.385 |
93.385 |
92.912 |
|
| R1 |
93.105 |
93.105 |
92.869 |
93.008 |
| PP |
92.910 |
92.910 |
92.910 |
92.861 |
| S1 |
92.630 |
92.630 |
92.781 |
92.533 |
| S2 |
92.435 |
92.435 |
92.738 |
|
| S3 |
91.960 |
92.155 |
92.694 |
|
| S4 |
91.485 |
91.680 |
92.564 |
|
|
| Weekly Pivots for week ending 06-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
97.040 |
96.501 |
94.279 |
|
| R3 |
95.880 |
95.341 |
93.960 |
|
| R2 |
94.720 |
94.720 |
93.854 |
|
| R1 |
94.181 |
94.181 |
93.747 |
94.451 |
| PP |
93.560 |
93.560 |
93.560 |
93.695 |
| S1 |
93.021 |
93.021 |
93.535 |
93.291 |
| S2 |
92.400 |
92.400 |
93.428 |
|
| S3 |
91.240 |
91.861 |
93.322 |
|
| S4 |
90.080 |
90.701 |
93.003 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
94.100 |
92.715 |
1.385 |
1.5% |
0.479 |
0.5% |
8% |
False |
True |
21,134 |
| 10 |
94.100 |
92.715 |
1.385 |
1.5% |
0.485 |
0.5% |
8% |
False |
True |
21,020 |
| 20 |
94.100 |
91.215 |
2.885 |
3.1% |
0.548 |
0.6% |
56% |
False |
False |
25,068 |
| 40 |
94.100 |
90.795 |
3.305 |
3.6% |
0.569 |
0.6% |
61% |
False |
False |
14,786 |
| 60 |
94.770 |
90.795 |
3.975 |
4.3% |
0.563 |
0.6% |
51% |
False |
False |
9,968 |
| 80 |
97.200 |
90.795 |
6.405 |
6.9% |
0.527 |
0.6% |
32% |
False |
False |
7,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.209 |
|
2.618 |
94.434 |
|
1.618 |
93.959 |
|
1.000 |
93.665 |
|
0.618 |
93.484 |
|
HIGH |
93.190 |
|
0.618 |
93.009 |
|
0.500 |
92.953 |
|
0.382 |
92.896 |
|
LOW |
92.715 |
|
0.618 |
92.421 |
|
1.000 |
92.240 |
|
1.618 |
91.946 |
|
2.618 |
91.471 |
|
4.250 |
90.696 |
|
|
| Fisher Pivots for day following 11-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
92.953 |
93.193 |
| PP |
92.910 |
93.070 |
| S1 |
92.868 |
92.948 |
|