ICE US Dollar Index Future December 2017
| Trading Metrics calculated at close of trading on 17-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2017 |
17-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
92.965 |
93.140 |
0.175 |
0.2% |
93.625 |
| High |
93.210 |
93.590 |
0.380 |
0.4% |
93.670 |
| Low |
92.930 |
93.135 |
0.205 |
0.2% |
92.590 |
| Close |
93.161 |
93.350 |
0.189 |
0.2% |
92.935 |
| Range |
0.280 |
0.455 |
0.175 |
62.5% |
1.080 |
| ATR |
0.518 |
0.513 |
-0.004 |
-0.9% |
0.000 |
| Volume |
15,648 |
16,907 |
1,259 |
8.0% |
99,104 |
|
| Daily Pivots for day following 17-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
94.723 |
94.492 |
93.600 |
|
| R3 |
94.268 |
94.037 |
93.475 |
|
| R2 |
93.813 |
93.813 |
93.433 |
|
| R1 |
93.582 |
93.582 |
93.392 |
93.698 |
| PP |
93.358 |
93.358 |
93.358 |
93.416 |
| S1 |
93.127 |
93.127 |
93.308 |
93.243 |
| S2 |
92.903 |
92.903 |
93.267 |
|
| S3 |
92.448 |
92.672 |
93.225 |
|
| S4 |
91.993 |
92.217 |
93.100 |
|
|
| Weekly Pivots for week ending 13-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
96.305 |
95.700 |
93.529 |
|
| R3 |
95.225 |
94.620 |
93.232 |
|
| R2 |
94.145 |
94.145 |
93.133 |
|
| R1 |
93.540 |
93.540 |
93.034 |
93.303 |
| PP |
93.065 |
93.065 |
93.065 |
92.946 |
| S1 |
92.460 |
92.460 |
92.836 |
92.222 |
| S2 |
91.985 |
91.985 |
92.737 |
|
| S3 |
90.905 |
91.380 |
92.638 |
|
| S4 |
89.825 |
90.300 |
92.341 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
93.590 |
92.590 |
1.000 |
1.1% |
0.428 |
0.5% |
76% |
True |
False |
18,471 |
| 10 |
94.100 |
92.590 |
1.510 |
1.6% |
0.440 |
0.5% |
50% |
False |
False |
19,500 |
| 20 |
94.100 |
91.215 |
2.885 |
3.1% |
0.535 |
0.6% |
74% |
False |
False |
22,875 |
| 40 |
94.100 |
90.795 |
3.305 |
3.5% |
0.553 |
0.6% |
77% |
False |
False |
16,536 |
| 60 |
94.100 |
90.795 |
3.305 |
3.5% |
0.557 |
0.6% |
77% |
False |
False |
11,154 |
| 80 |
96.930 |
90.795 |
6.135 |
6.6% |
0.534 |
0.6% |
42% |
False |
False |
8,401 |
| 100 |
97.300 |
90.795 |
6.505 |
7.0% |
0.496 |
0.5% |
39% |
False |
False |
6,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
95.524 |
|
2.618 |
94.781 |
|
1.618 |
94.326 |
|
1.000 |
94.045 |
|
0.618 |
93.871 |
|
HIGH |
93.590 |
|
0.618 |
93.416 |
|
0.500 |
93.363 |
|
0.382 |
93.309 |
|
LOW |
93.135 |
|
0.618 |
92.854 |
|
1.000 |
92.680 |
|
1.618 |
92.399 |
|
2.618 |
91.944 |
|
4.250 |
91.201 |
|
|
| Fisher Pivots for day following 17-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
93.363 |
93.263 |
| PP |
93.358 |
93.177 |
| S1 |
93.354 |
93.090 |
|